CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0116 |
0.0043 |
0.4% |
1.0117 |
| High |
1.0134 |
1.0162 |
0.0028 |
0.3% |
1.0187 |
| Low |
1.0003 |
1.0021 |
0.0018 |
0.2% |
0.9938 |
| Close |
1.0100 |
1.0071 |
-0.0029 |
-0.3% |
1.0100 |
| Range |
0.0131 |
0.0141 |
0.0010 |
7.6% |
0.0249 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
105,939 |
87,673 |
-18,266 |
-17.2% |
507,142 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0430 |
1.0149 |
|
| R3 |
1.0367 |
1.0289 |
1.0110 |
|
| R2 |
1.0226 |
1.0226 |
1.0097 |
|
| R1 |
1.0148 |
1.0148 |
1.0084 |
1.0117 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0069 |
| S1 |
1.0007 |
1.0007 |
1.0058 |
0.9976 |
| S2 |
0.9944 |
0.9944 |
1.0045 |
|
| S3 |
0.9803 |
0.9866 |
1.0032 |
|
| S4 |
0.9662 |
0.9725 |
0.9993 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0710 |
1.0237 |
|
| R3 |
1.0573 |
1.0461 |
1.0168 |
|
| R2 |
1.0324 |
1.0324 |
1.0146 |
|
| R1 |
1.0212 |
1.0212 |
1.0123 |
1.0144 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0041 |
| S1 |
0.9963 |
0.9963 |
1.0077 |
0.9895 |
| S2 |
0.9826 |
0.9826 |
1.0054 |
|
| S3 |
0.9577 |
0.9714 |
1.0032 |
|
| S4 |
0.9328 |
0.9465 |
0.9963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0187 |
0.9938 |
0.0249 |
2.5% |
0.0145 |
1.4% |
53% |
False |
False |
96,297 |
| 10 |
1.0493 |
0.9938 |
0.0555 |
5.5% |
0.0207 |
2.1% |
24% |
False |
False |
134,319 |
| 20 |
1.0493 |
0.9652 |
0.0841 |
8.4% |
0.0177 |
1.8% |
50% |
False |
False |
87,322 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.0% |
0.0132 |
1.3% |
65% |
False |
False |
43,830 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.6% |
0.0115 |
1.1% |
67% |
False |
False |
29,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0761 |
|
2.618 |
1.0531 |
|
1.618 |
1.0390 |
|
1.000 |
1.0303 |
|
0.618 |
1.0249 |
|
HIGH |
1.0162 |
|
0.618 |
1.0108 |
|
0.500 |
1.0092 |
|
0.382 |
1.0075 |
|
LOW |
1.0021 |
|
0.618 |
0.9934 |
|
1.000 |
0.9880 |
|
1.618 |
0.9793 |
|
2.618 |
0.9652 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0095 |
| PP |
1.0085 |
1.0087 |
| S1 |
1.0078 |
1.0079 |
|