CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
0.9879 |
0.9717 |
-0.0162 |
-1.6% |
0.9699 |
High |
0.9908 |
0.9890 |
-0.0018 |
-0.2% |
0.9909 |
Low |
0.9702 |
0.9708 |
0.0006 |
0.1% |
0.9652 |
Close |
0.9721 |
0.9852 |
0.0131 |
1.3% |
0.9796 |
Range |
0.0206 |
0.0182 |
-0.0024 |
-11.7% |
0.0257 |
ATR |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0000 |
Volume |
58,571 |
43,532 |
-15,039 |
-25.7% |
17,154 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0363 |
1.0289 |
0.9952 |
|
R3 |
1.0181 |
1.0107 |
0.9902 |
|
R2 |
0.9999 |
0.9999 |
0.9885 |
|
R1 |
0.9925 |
0.9925 |
0.9869 |
0.9962 |
PP |
0.9817 |
0.9817 |
0.9817 |
0.9835 |
S1 |
0.9743 |
0.9743 |
0.9835 |
0.9780 |
S2 |
0.9635 |
0.9635 |
0.9819 |
|
S3 |
0.9453 |
0.9561 |
0.9802 |
|
S4 |
0.9271 |
0.9379 |
0.9752 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0557 |
1.0433 |
0.9937 |
|
R3 |
1.0300 |
1.0176 |
0.9867 |
|
R2 |
1.0043 |
1.0043 |
0.9843 |
|
R1 |
0.9919 |
0.9919 |
0.9820 |
0.9981 |
PP |
0.9786 |
0.9786 |
0.9786 |
0.9817 |
S1 |
0.9662 |
0.9662 |
0.9772 |
0.9724 |
S2 |
0.9529 |
0.9529 |
0.9749 |
|
S3 |
0.9272 |
0.9405 |
0.9725 |
|
S4 |
0.9015 |
0.9148 |
0.9655 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0664 |
2.618 |
1.0366 |
1.618 |
1.0184 |
1.000 |
1.0072 |
0.618 |
1.0002 |
HIGH |
0.9890 |
0.618 |
0.9820 |
0.500 |
0.9799 |
0.382 |
0.9778 |
LOW |
0.9708 |
0.618 |
0.9596 |
1.000 |
0.9526 |
1.618 |
0.9414 |
2.618 |
0.9232 |
4.250 |
0.8935 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9834 |
0.9836 |
PP |
0.9817 |
0.9821 |
S1 |
0.9799 |
0.9805 |
|