CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9723 |
0.0002 |
0.0% |
0.9384 |
| High |
0.9796 |
0.9733 |
-0.0063 |
-0.6% |
0.9689 |
| Low |
0.9717 |
0.9652 |
-0.0065 |
-0.7% |
0.9308 |
| Close |
0.9751 |
0.9682 |
-0.0069 |
-0.7% |
0.9675 |
| Range |
0.0079 |
0.0081 |
0.0002 |
2.5% |
0.0381 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
2,117 |
1,290 |
-827 |
-39.1% |
3,039 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9888 |
0.9727 |
|
| R3 |
0.9851 |
0.9807 |
0.9704 |
|
| R2 |
0.9770 |
0.9770 |
0.9697 |
|
| R1 |
0.9726 |
0.9726 |
0.9689 |
0.9708 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9680 |
| S1 |
0.9645 |
0.9645 |
0.9675 |
0.9627 |
| S2 |
0.9608 |
0.9608 |
0.9667 |
|
| S3 |
0.9527 |
0.9564 |
0.9660 |
|
| S4 |
0.9446 |
0.9483 |
0.9637 |
|
|
| 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 |
1.0077 |
|
2.618 |
0.9945 |
|
1.618 |
0.9864 |
|
1.000 |
0.9814 |
|
0.618 |
0.9783 |
|
HIGH |
0.9733 |
|
0.618 |
0.9702 |
|
0.500 |
0.9693 |
|
0.382 |
0.9683 |
|
LOW |
0.9652 |
|
0.618 |
0.9602 |
|
1.000 |
0.9571 |
|
1.618 |
0.9521 |
|
2.618 |
0.9440 |
|
4.250 |
0.9308 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9727 |
| PP |
0.9689 |
0.9712 |
| S1 |
0.9686 |
0.9697 |
|