CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0000 |
0.0011 |
0.1% |
0.9850 |
| High |
1.0089 |
1.0129 |
0.0040 |
0.4% |
1.0129 |
| Low |
0.9989 |
0.9992 |
0.0003 |
0.0% |
0.9725 |
| Close |
0.9981 |
1.0155 |
0.0174 |
1.7% |
1.0155 |
| Range |
0.0100 |
0.0137 |
0.0037 |
37.0% |
0.0404 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.5% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
37 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0466 |
1.0230 |
|
| R3 |
1.0366 |
1.0329 |
1.0193 |
|
| R2 |
1.0229 |
1.0229 |
1.0180 |
|
| R1 |
1.0192 |
1.0192 |
1.0168 |
1.0211 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0101 |
| S1 |
1.0055 |
1.0055 |
1.0142 |
1.0074 |
| S2 |
0.9955 |
0.9955 |
1.0130 |
|
| S3 |
0.9818 |
0.9918 |
1.0117 |
|
| S4 |
0.9681 |
0.9781 |
1.0080 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1089 |
1.0377 |
|
| R3 |
1.0811 |
1.0685 |
1.0266 |
|
| R2 |
1.0407 |
1.0407 |
1.0229 |
|
| R1 |
1.0281 |
1.0281 |
1.0192 |
1.0344 |
| PP |
1.0003 |
1.0003 |
1.0003 |
1.0035 |
| S1 |
0.9877 |
0.9877 |
1.0118 |
0.9940 |
| S2 |
0.9599 |
0.9599 |
1.0081 |
|
| S3 |
0.9195 |
0.9473 |
1.0044 |
|
| S4 |
0.8791 |
0.9069 |
0.9933 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0488 |
|
1.618 |
1.0351 |
|
1.000 |
1.0266 |
|
0.618 |
1.0214 |
|
HIGH |
1.0129 |
|
0.618 |
1.0077 |
|
0.500 |
1.0061 |
|
0.382 |
1.0044 |
|
LOW |
0.9992 |
|
0.618 |
0.9907 |
|
1.000 |
0.9855 |
|
1.618 |
0.9770 |
|
2.618 |
0.9633 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0106 |
| PP |
1.0092 |
1.0057 |
| S1 |
1.0061 |
1.0009 |
|