CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 10-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2008 |
10-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9856 |
0.9850 |
-0.0006 |
-0.1% |
0.9789 |
| High |
0.9929 |
0.9912 |
-0.0017 |
-0.2% |
0.9929 |
| Low |
0.9856 |
0.9836 |
-0.0020 |
-0.2% |
0.9711 |
| Close |
0.9832 |
0.9907 |
0.0075 |
0.8% |
0.9832 |
| Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0218 |
| ATR |
0.0000 |
0.0081 |
0.0081 |
|
0.0000 |
| Volume |
32 |
3 |
-29 |
-90.6% |
194 |
|
| Daily Pivots for day following 10-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0113 |
1.0086 |
0.9949 |
|
| R3 |
1.0037 |
1.0010 |
0.9928 |
|
| R2 |
0.9961 |
0.9961 |
0.9921 |
|
| R1 |
0.9934 |
0.9934 |
0.9914 |
0.9948 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9892 |
| S1 |
0.9858 |
0.9858 |
0.9900 |
0.9872 |
| S2 |
0.9809 |
0.9809 |
0.9893 |
|
| S3 |
0.9733 |
0.9782 |
0.9886 |
|
| S4 |
0.9657 |
0.9706 |
0.9865 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0373 |
0.9952 |
|
| R3 |
1.0260 |
1.0155 |
0.9892 |
|
| R2 |
1.0042 |
1.0042 |
0.9872 |
|
| R1 |
0.9937 |
0.9937 |
0.9852 |
0.9990 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9850 |
| S1 |
0.9719 |
0.9719 |
0.9812 |
0.9772 |
| S2 |
0.9606 |
0.9606 |
0.9792 |
|
| S3 |
0.9388 |
0.9501 |
0.9772 |
|
| S4 |
0.9170 |
0.9283 |
0.9712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0111 |
|
1.618 |
1.0035 |
|
1.000 |
0.9988 |
|
0.618 |
0.9959 |
|
HIGH |
0.9912 |
|
0.618 |
0.9883 |
|
0.500 |
0.9874 |
|
0.382 |
0.9865 |
|
LOW |
0.9836 |
|
0.618 |
0.9789 |
|
1.000 |
0.9760 |
|
1.618 |
0.9713 |
|
2.618 |
0.9637 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 10-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9896 |
0.9895 |
| PP |
0.9885 |
0.9882 |
| S1 |
0.9874 |
0.9870 |
|