CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0231 |
1.0086 |
-0.0145 |
-1.4% |
0.9850 |
| High |
1.0335 |
1.0221 |
-0.0114 |
-1.1% |
1.0129 |
| Low |
1.0126 |
1.0026 |
-0.0100 |
-1.0% |
0.9725 |
| Close |
1.0159 |
1.0123 |
-0.0036 |
-0.4% |
1.0155 |
| Range |
0.0209 |
0.0195 |
-0.0014 |
-6.7% |
0.0404 |
| ATR |
0.0127 |
0.0132 |
0.0005 |
3.8% |
0.0000 |
| Volume |
25 |
123 |
98 |
392.0% |
37 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0611 |
1.0230 |
|
| R3 |
1.0513 |
1.0416 |
1.0177 |
|
| R2 |
1.0318 |
1.0318 |
1.0159 |
|
| R1 |
1.0221 |
1.0221 |
1.0141 |
1.0270 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0148 |
| S1 |
1.0026 |
1.0026 |
1.0105 |
1.0075 |
| S2 |
0.9928 |
0.9928 |
1.0087 |
|
| S3 |
0.9733 |
0.9831 |
1.0069 |
|
| S4 |
0.9538 |
0.9636 |
1.0016 |
|
|
| 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 |
1.1050 |
|
2.618 |
1.0732 |
|
1.618 |
1.0537 |
|
1.000 |
1.0416 |
|
0.618 |
1.0342 |
|
HIGH |
1.0221 |
|
0.618 |
1.0147 |
|
0.500 |
1.0124 |
|
0.382 |
1.0100 |
|
LOW |
1.0026 |
|
0.618 |
0.9905 |
|
1.000 |
0.9831 |
|
1.618 |
0.9710 |
|
2.618 |
0.9515 |
|
4.250 |
0.9197 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0266 |
| PP |
1.0123 |
1.0218 |
| S1 |
1.0123 |
1.0171 |
|