CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0117 |
-0.0052 |
-0.5% |
1.0162 |
| High |
1.0200 |
1.0127 |
-0.0073 |
-0.7% |
1.0493 |
| Low |
1.0019 |
0.9952 |
-0.0067 |
-0.7% |
0.9994 |
| Close |
1.0187 |
0.9963 |
-0.0224 |
-2.2% |
1.0187 |
| Range |
0.0181 |
0.0175 |
-0.0006 |
-3.3% |
0.0499 |
| ATR |
0.0171 |
0.0176 |
0.0005 |
2.7% |
0.0000 |
| Volume |
176,157 |
113,329 |
-62,828 |
-35.7% |
748,382 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0426 |
1.0059 |
|
| R3 |
1.0364 |
1.0251 |
1.0011 |
|
| R2 |
1.0189 |
1.0189 |
0.9995 |
|
| R1 |
1.0076 |
1.0076 |
0.9979 |
1.0045 |
| PP |
1.0014 |
1.0014 |
1.0014 |
0.9999 |
| S1 |
0.9901 |
0.9901 |
0.9947 |
0.9870 |
| S2 |
0.9839 |
0.9839 |
0.9931 |
|
| S3 |
0.9664 |
0.9726 |
0.9915 |
|
| S4 |
0.9489 |
0.9551 |
0.9867 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1453 |
1.0461 |
|
| R3 |
1.1223 |
1.0954 |
1.0324 |
|
| R2 |
1.0724 |
1.0724 |
1.0278 |
|
| R1 |
1.0455 |
1.0455 |
1.0233 |
1.0590 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0292 |
| S1 |
0.9956 |
0.9956 |
1.0141 |
1.0091 |
| S2 |
0.9726 |
0.9726 |
1.0096 |
|
| S3 |
0.9227 |
0.9457 |
1.0050 |
|
| S4 |
0.8728 |
0.8958 |
0.9913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0493 |
0.9952 |
0.0541 |
5.4% |
0.0268 |
2.7% |
2% |
False |
True |
172,342 |
| 10 |
1.0493 |
0.9702 |
0.0791 |
7.9% |
0.0225 |
2.3% |
33% |
False |
False |
124,781 |
| 20 |
1.0493 |
0.9308 |
0.1185 |
11.9% |
0.0167 |
1.7% |
55% |
False |
False |
63,400 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.1% |
0.0124 |
1.2% |
56% |
False |
False |
31,828 |
| 60 |
1.0493 |
0.8882 |
0.1611 |
16.2% |
0.0111 |
1.1% |
67% |
False |
False |
21,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0585 |
|
1.618 |
1.0410 |
|
1.000 |
1.0302 |
|
0.618 |
1.0235 |
|
HIGH |
1.0127 |
|
0.618 |
1.0060 |
|
0.500 |
1.0040 |
|
0.382 |
1.0019 |
|
LOW |
0.9952 |
|
0.618 |
0.9844 |
|
1.000 |
0.9777 |
|
1.618 |
0.9669 |
|
2.618 |
0.9494 |
|
4.250 |
0.9208 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0040 |
1.0115 |
| PP |
1.0014 |
1.0064 |
| S1 |
0.9989 |
1.0014 |
|