CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9850 |
0.9770 |
-0.0080 |
-0.8% |
0.9789 |
| High |
0.9912 |
0.9797 |
-0.0115 |
-1.2% |
0.9929 |
| Low |
0.9836 |
0.9725 |
-0.0111 |
-1.1% |
0.9711 |
| Close |
0.9907 |
0.9755 |
-0.0152 |
-1.5% |
0.9832 |
| Range |
0.0076 |
0.0072 |
-0.0004 |
-5.3% |
0.0218 |
| ATR |
0.0081 |
0.0089 |
0.0007 |
8.8% |
0.0000 |
| Volume |
3 |
24 |
21 |
700.0% |
194 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9937 |
0.9795 |
|
| R3 |
0.9903 |
0.9865 |
0.9775 |
|
| R2 |
0.9831 |
0.9831 |
0.9768 |
|
| R1 |
0.9793 |
0.9793 |
0.9762 |
0.9776 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9751 |
| S1 |
0.9721 |
0.9721 |
0.9748 |
0.9704 |
| S2 |
0.9687 |
0.9687 |
0.9742 |
|
| S3 |
0.9615 |
0.9649 |
0.9735 |
|
| S4 |
0.9543 |
0.9577 |
0.9715 |
|
|
| 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 |
1.0103 |
|
2.618 |
0.9985 |
|
1.618 |
0.9913 |
|
1.000 |
0.9869 |
|
0.618 |
0.9841 |
|
HIGH |
0.9797 |
|
0.618 |
0.9769 |
|
0.500 |
0.9761 |
|
0.382 |
0.9753 |
|
LOW |
0.9725 |
|
0.618 |
0.9681 |
|
1.000 |
0.9653 |
|
1.618 |
0.9609 |
|
2.618 |
0.9537 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9827 |
| PP |
0.9759 |
0.9803 |
| S1 |
0.9757 |
0.9779 |
|