CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 03-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
0.9600 |
0.9699 |
0.0099 |
1.0% |
0.9384 |
High |
0.9689 |
0.9801 |
0.0112 |
1.2% |
0.9689 |
Low |
0.9582 |
0.9697 |
0.0115 |
1.2% |
0.9308 |
Close |
0.9675 |
0.9751 |
0.0076 |
0.8% |
0.9675 |
Range |
0.0107 |
0.0104 |
-0.0003 |
-2.8% |
0.0381 |
ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
Volume |
514 |
933 |
419 |
81.5% |
3,039 |
|
Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0062 |
1.0010 |
0.9808 |
|
R3 |
0.9958 |
0.9906 |
0.9780 |
|
R2 |
0.9854 |
0.9854 |
0.9770 |
|
R1 |
0.9802 |
0.9802 |
0.9761 |
0.9828 |
PP |
0.9750 |
0.9750 |
0.9750 |
0.9763 |
S1 |
0.9698 |
0.9698 |
0.9741 |
0.9724 |
S2 |
0.9646 |
0.9646 |
0.9732 |
|
S3 |
0.9542 |
0.9594 |
0.9722 |
|
S4 |
0.9438 |
0.9490 |
0.9694 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0700 |
1.0569 |
0.9885 |
|
R3 |
1.0319 |
1.0188 |
0.9780 |
|
R2 |
0.9938 |
0.9938 |
0.9745 |
|
R1 |
0.9807 |
0.9807 |
0.9710 |
0.9873 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9590 |
S1 |
0.9426 |
0.9426 |
0.9640 |
0.9492 |
S2 |
0.9176 |
0.9176 |
0.9605 |
|
S3 |
0.8795 |
0.9045 |
0.9570 |
|
S4 |
0.8414 |
0.8664 |
0.9465 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0243 |
2.618 |
1.0073 |
1.618 |
0.9969 |
1.000 |
0.9905 |
0.618 |
0.9865 |
HIGH |
0.9801 |
0.618 |
0.9761 |
0.500 |
0.9749 |
0.382 |
0.9737 |
LOW |
0.9697 |
0.618 |
0.9633 |
1.000 |
0.9593 |
1.618 |
0.9529 |
2.618 |
0.9425 |
4.250 |
0.9255 |
|
|
Fisher Pivots for day following 03-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9750 |
0.9707 |
PP |
0.9750 |
0.9663 |
S1 |
0.9749 |
0.9619 |
|