CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
1.0162 |
0.0153 |
1.5% |
0.9796 |
| High |
1.0160 |
1.0493 |
0.0333 |
3.3% |
1.0160 |
| Low |
0.9932 |
1.0112 |
0.0180 |
1.8% |
0.9702 |
| Close |
1.0125 |
1.0305 |
0.0180 |
1.8% |
1.0125 |
| Range |
0.0228 |
0.0381 |
0.0153 |
67.1% |
0.0458 |
| ATR |
0.0132 |
0.0150 |
0.0018 |
13.5% |
0.0000 |
| Volume |
185,698 |
215,345 |
29,647 |
16.0% |
386,106 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1446 |
1.1257 |
1.0515 |
|
| R3 |
1.1065 |
1.0876 |
1.0410 |
|
| R2 |
1.0684 |
1.0684 |
1.0375 |
|
| R1 |
1.0495 |
1.0495 |
1.0340 |
1.0590 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0351 |
| S1 |
1.0114 |
1.0114 |
1.0270 |
1.0209 |
| S2 |
0.9922 |
0.9922 |
1.0235 |
|
| S3 |
0.9541 |
0.9733 |
1.0200 |
|
| S4 |
0.9160 |
0.9352 |
1.0095 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1205 |
1.0377 |
|
| R3 |
1.0912 |
1.0747 |
1.0251 |
|
| R2 |
1.0454 |
1.0454 |
1.0209 |
|
| R1 |
1.0289 |
1.0289 |
1.0167 |
1.0372 |
| PP |
0.9996 |
0.9996 |
0.9996 |
1.0037 |
| S1 |
0.9831 |
0.9831 |
1.0083 |
0.9914 |
| S2 |
0.9538 |
0.9538 |
1.0041 |
|
| S3 |
0.9080 |
0.9373 |
0.9999 |
|
| S4 |
0.8622 |
0.8915 |
0.9873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0493 |
0.9702 |
0.0791 |
7.7% |
0.0237 |
2.3% |
76% |
True |
False |
118,266 |
| 10 |
1.0493 |
0.9652 |
0.0841 |
8.2% |
0.0176 |
1.7% |
78% |
True |
False |
61,767 |
| 20 |
1.0493 |
0.9298 |
0.1195 |
11.6% |
0.0137 |
1.3% |
84% |
True |
False |
31,212 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.7% |
0.0111 |
1.1% |
84% |
True |
False |
15,728 |
| 60 |
1.0493 |
0.8882 |
0.1611 |
15.6% |
0.0097 |
0.9% |
88% |
True |
False |
10,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2112 |
|
2.618 |
1.1490 |
|
1.618 |
1.1109 |
|
1.000 |
1.0874 |
|
0.618 |
1.0728 |
|
HIGH |
1.0493 |
|
0.618 |
1.0347 |
|
0.500 |
1.0303 |
|
0.382 |
1.0258 |
|
LOW |
1.0112 |
|
0.618 |
0.9877 |
|
1.000 |
0.9731 |
|
1.618 |
0.9496 |
|
2.618 |
0.9115 |
|
4.250 |
0.8493 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0266 |
| PP |
1.0303 |
1.0226 |
| S1 |
1.0303 |
1.0187 |
|