CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0231 |
0.0042 |
0.4% |
0.9850 |
| High |
1.0505 |
1.0335 |
-0.0170 |
-1.6% |
1.0129 |
| Low |
1.0189 |
1.0126 |
-0.0063 |
-0.6% |
0.9725 |
| Close |
1.0332 |
1.0159 |
-0.0173 |
-1.7% |
1.0155 |
| Range |
0.0316 |
0.0209 |
-0.0107 |
-33.9% |
0.0404 |
| ATR |
0.0121 |
0.0127 |
0.0006 |
5.2% |
0.0000 |
| Volume |
3 |
25 |
22 |
733.3% |
37 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0705 |
1.0274 |
|
| R3 |
1.0625 |
1.0496 |
1.0216 |
|
| R2 |
1.0416 |
1.0416 |
1.0197 |
|
| R1 |
1.0287 |
1.0287 |
1.0178 |
1.0247 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0187 |
| S1 |
1.0078 |
1.0078 |
1.0140 |
1.0038 |
| S2 |
0.9998 |
0.9998 |
1.0121 |
|
| S3 |
0.9789 |
0.9869 |
1.0102 |
|
| S4 |
0.9580 |
0.9660 |
1.0044 |
|
|
| 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 |
1.1223 |
|
2.618 |
1.0882 |
|
1.618 |
1.0673 |
|
1.000 |
1.0544 |
|
0.618 |
1.0464 |
|
HIGH |
1.0335 |
|
0.618 |
1.0255 |
|
0.500 |
1.0231 |
|
0.382 |
1.0206 |
|
LOW |
1.0126 |
|
0.618 |
0.9997 |
|
1.000 |
0.9917 |
|
1.618 |
0.9788 |
|
2.618 |
0.9579 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0249 |
| PP |
1.0207 |
1.0219 |
| S1 |
1.0183 |
1.0189 |
|