CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0189 |
0.0189 |
1.9% |
0.9850 |
| High |
1.0129 |
1.0505 |
0.0376 |
3.7% |
1.0129 |
| Low |
0.9992 |
1.0189 |
0.0197 |
2.0% |
0.9725 |
| Close |
1.0155 |
1.0332 |
0.0177 |
1.7% |
1.0155 |
| Range |
0.0137 |
0.0316 |
0.0179 |
130.7% |
0.0404 |
| ATR |
0.0103 |
0.0121 |
0.0018 |
17.1% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
37 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1290 |
1.1127 |
1.0506 |
|
| R3 |
1.0974 |
1.0811 |
1.0419 |
|
| R2 |
1.0658 |
1.0658 |
1.0390 |
|
| R1 |
1.0495 |
1.0495 |
1.0361 |
1.0577 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0383 |
| S1 |
1.0179 |
1.0179 |
1.0303 |
1.0261 |
| S2 |
1.0026 |
1.0026 |
1.0274 |
|
| S3 |
0.9710 |
0.9863 |
1.0245 |
|
| S4 |
0.9394 |
0.9547 |
1.0158 |
|
|
| 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 |
1.1848 |
|
2.618 |
1.1332 |
|
1.618 |
1.1016 |
|
1.000 |
1.0821 |
|
0.618 |
1.0700 |
|
HIGH |
1.0505 |
|
0.618 |
1.0384 |
|
0.500 |
1.0347 |
|
0.382 |
1.0310 |
|
LOW |
1.0189 |
|
0.618 |
0.9994 |
|
1.000 |
0.9873 |
|
1.618 |
0.9678 |
|
2.618 |
0.9362 |
|
4.250 |
0.8846 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0304 |
| PP |
1.0342 |
1.0275 |
| S1 |
1.0337 |
1.0247 |
|