CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9388 |
0.9450 |
0.0062 |
0.7% |
0.9336 |
| High |
0.9495 |
0.9573 |
0.0078 |
0.8% |
0.9441 |
| Low |
0.9380 |
0.9437 |
0.0057 |
0.6% |
0.9298 |
| Close |
0.9457 |
0.9551 |
0.0094 |
1.0% |
0.9418 |
| Range |
0.0115 |
0.0136 |
0.0021 |
18.3% |
0.0143 |
| ATR |
0.0089 |
0.0093 |
0.0003 |
3.7% |
0.0000 |
| Volume |
578 |
631 |
53 |
9.2% |
2,655 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9876 |
0.9626 |
|
| R3 |
0.9792 |
0.9740 |
0.9588 |
|
| R2 |
0.9656 |
0.9656 |
0.9576 |
|
| R1 |
0.9604 |
0.9604 |
0.9563 |
0.9630 |
| PP |
0.9520 |
0.9520 |
0.9520 |
0.9534 |
| S1 |
0.9468 |
0.9468 |
0.9539 |
0.9494 |
| S2 |
0.9384 |
0.9384 |
0.9526 |
|
| S3 |
0.9248 |
0.9332 |
0.9514 |
|
| S4 |
0.9112 |
0.9196 |
0.9476 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9759 |
0.9497 |
|
| R3 |
0.9672 |
0.9616 |
0.9457 |
|
| R2 |
0.9529 |
0.9529 |
0.9444 |
|
| R1 |
0.9473 |
0.9473 |
0.9431 |
0.9501 |
| PP |
0.9386 |
0.9386 |
0.9386 |
0.9400 |
| S1 |
0.9330 |
0.9330 |
0.9405 |
0.9358 |
| S2 |
0.9243 |
0.9243 |
0.9392 |
|
| S3 |
0.9100 |
0.9187 |
0.9379 |
|
| S4 |
0.8957 |
0.9044 |
0.9339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
0.9929 |
|
1.618 |
0.9793 |
|
1.000 |
0.9709 |
|
0.618 |
0.9657 |
|
HIGH |
0.9573 |
|
0.618 |
0.9521 |
|
0.500 |
0.9505 |
|
0.382 |
0.9489 |
|
LOW |
0.9437 |
|
0.618 |
0.9353 |
|
1.000 |
0.9301 |
|
1.618 |
0.9217 |
|
2.618 |
0.9081 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9536 |
0.9515 |
| PP |
0.9520 |
0.9479 |
| S1 |
0.9505 |
0.9444 |
|