CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 04-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2008 |
04-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
0.9699 |
0.9721 |
0.0022 |
0.2% |
0.9384 |
High |
0.9801 |
0.9796 |
-0.0005 |
-0.1% |
0.9689 |
Low |
0.9697 |
0.9717 |
0.0020 |
0.2% |
0.9308 |
Close |
0.9751 |
0.9751 |
0.0000 |
0.0% |
0.9675 |
Range |
0.0104 |
0.0079 |
-0.0025 |
-24.0% |
0.0381 |
ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
933 |
2,117 |
1,184 |
126.9% |
3,039 |
|
Daily Pivots for day following 04-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9992 |
0.9950 |
0.9794 |
|
R3 |
0.9913 |
0.9871 |
0.9773 |
|
R2 |
0.9834 |
0.9834 |
0.9765 |
|
R1 |
0.9792 |
0.9792 |
0.9758 |
0.9813 |
PP |
0.9755 |
0.9755 |
0.9755 |
0.9765 |
S1 |
0.9713 |
0.9713 |
0.9744 |
0.9734 |
S2 |
0.9676 |
0.9676 |
0.9737 |
|
S3 |
0.9597 |
0.9634 |
0.9729 |
|
S4 |
0.9518 |
0.9555 |
0.9708 |
|
|
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 |
1.0132 |
2.618 |
1.0003 |
1.618 |
0.9924 |
1.000 |
0.9875 |
0.618 |
0.9845 |
HIGH |
0.9796 |
0.618 |
0.9766 |
0.500 |
0.9757 |
0.382 |
0.9747 |
LOW |
0.9717 |
0.618 |
0.9668 |
1.000 |
0.9638 |
1.618 |
0.9589 |
2.618 |
0.9510 |
4.250 |
0.9381 |
|
|
Fisher Pivots for day following 04-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9757 |
0.9731 |
PP |
0.9755 |
0.9711 |
S1 |
0.9753 |
0.9692 |
|