CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 06-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9812 |
0.0100 |
1.0% |
0.9395 |
| High |
0.9741 |
0.9839 |
0.0098 |
1.0% |
0.9732 |
| Low |
0.9711 |
0.9810 |
0.0099 |
1.0% |
0.9372 |
| Close |
0.9721 |
0.9809 |
0.0088 |
0.9% |
0.9714 |
| Range |
0.0030 |
0.0029 |
-0.0001 |
-3.3% |
0.0360 |
| ATR |
|
|
|
|
|
| Volume |
11 |
12 |
1 |
9.1% |
336 |
|
| Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9887 |
0.9825 |
|
| R3 |
0.9877 |
0.9858 |
0.9817 |
|
| R2 |
0.9848 |
0.9848 |
0.9814 |
|
| R1 |
0.9829 |
0.9829 |
0.9812 |
0.9824 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9817 |
| S1 |
0.9800 |
0.9800 |
0.9806 |
0.9795 |
| S2 |
0.9790 |
0.9790 |
0.9804 |
|
| S3 |
0.9761 |
0.9771 |
0.9801 |
|
| S4 |
0.9732 |
0.9742 |
0.9793 |
|
|
| 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 |
0.9962 |
|
2.618 |
0.9915 |
|
1.618 |
0.9886 |
|
1.000 |
0.9868 |
|
0.618 |
0.9857 |
|
HIGH |
0.9839 |
|
0.618 |
0.9828 |
|
0.500 |
0.9825 |
|
0.382 |
0.9821 |
|
LOW |
0.9810 |
|
0.618 |
0.9792 |
|
1.000 |
0.9781 |
|
1.618 |
0.9763 |
|
2.618 |
0.9734 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 06-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9798 |
| PP |
0.9819 |
0.9786 |
| S1 |
0.9814 |
0.9775 |
|