CME Japanese Yen Future September 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 |
0.9820 |
0.9712 |
-0.0108 |
-1.1% |
0.9395 |
| High |
0.9838 |
0.9741 |
-0.0097 |
-1.0% |
0.9732 |
| Low |
0.9820 |
0.9711 |
-0.0109 |
-1.1% |
0.9372 |
| Close |
0.9790 |
0.9721 |
-0.0069 |
-0.7% |
0.9714 |
| Range |
0.0018 |
0.0030 |
0.0012 |
66.7% |
0.0360 |
| ATR |
|
|
|
|
|
| Volume |
125 |
11 |
-114 |
-91.2% |
336 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9814 |
0.9798 |
0.9738 |
|
| R3 |
0.9784 |
0.9768 |
0.9729 |
|
| R2 |
0.9754 |
0.9754 |
0.9727 |
|
| R1 |
0.9738 |
0.9738 |
0.9724 |
0.9746 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9729 |
| S1 |
0.9708 |
0.9708 |
0.9718 |
0.9716 |
| S2 |
0.9694 |
0.9694 |
0.9716 |
|
| S3 |
0.9664 |
0.9678 |
0.9713 |
|
| S4 |
0.9634 |
0.9648 |
0.9705 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0560 |
0.9912 |
|
| R3 |
1.0326 |
1.0200 |
0.9813 |
|
| R2 |
0.9966 |
0.9966 |
0.9780 |
|
| R1 |
0.9840 |
0.9840 |
0.9747 |
0.9903 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9638 |
| S1 |
0.9480 |
0.9480 |
0.9681 |
0.9543 |
| S2 |
0.9246 |
0.9246 |
0.9648 |
|
| S3 |
0.8886 |
0.9120 |
0.9615 |
|
| S4 |
0.8526 |
0.8760 |
0.9516 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9869 |
|
2.618 |
0.9820 |
|
1.618 |
0.9790 |
|
1.000 |
0.9771 |
|
0.618 |
0.9760 |
|
HIGH |
0.9741 |
|
0.618 |
0.9730 |
|
0.500 |
0.9726 |
|
0.382 |
0.9722 |
|
LOW |
0.9711 |
|
0.618 |
0.9692 |
|
1.000 |
0.9681 |
|
1.618 |
0.9662 |
|
2.618 |
0.9632 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9775 |
| PP |
0.9724 |
0.9757 |
| S1 |
0.9723 |
0.9739 |
|