CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0065 |
-0.0111 |
-1.1% |
1.0189 |
| High |
1.0176 |
1.0290 |
0.0114 |
1.1% |
1.0505 |
| Low |
1.0176 |
1.0000 |
-0.0176 |
-1.7% |
1.0026 |
| Close |
1.0220 |
0.9996 |
-0.0224 |
-2.2% |
1.0220 |
| Range |
0.0000 |
0.0290 |
0.0290 |
|
0.0479 |
| ATR |
0.0126 |
0.0138 |
0.0012 |
9.3% |
0.0000 |
| Volume |
31 |
1,014 |
983 |
3,171.0% |
182 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0771 |
1.0156 |
|
| R3 |
1.0675 |
1.0481 |
1.0076 |
|
| R2 |
1.0385 |
1.0385 |
1.0049 |
|
| R1 |
1.0191 |
1.0191 |
1.0023 |
1.0143 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0072 |
| S1 |
0.9901 |
0.9901 |
0.9969 |
0.9853 |
| S2 |
0.9805 |
0.9805 |
0.9943 |
|
| S3 |
0.9515 |
0.9611 |
0.9916 |
|
| S4 |
0.9225 |
0.9321 |
0.9837 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1433 |
1.0483 |
|
| R3 |
1.1208 |
1.0954 |
1.0352 |
|
| R2 |
1.0729 |
1.0729 |
1.0308 |
|
| R1 |
1.0475 |
1.0475 |
1.0264 |
1.0602 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0314 |
| S1 |
0.9996 |
0.9996 |
1.0176 |
1.0123 |
| S2 |
0.9771 |
0.9771 |
1.0132 |
|
| S3 |
0.9292 |
0.9517 |
1.0088 |
|
| S4 |
0.8813 |
0.9038 |
0.9957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1523 |
|
2.618 |
1.1049 |
|
1.618 |
1.0759 |
|
1.000 |
1.0580 |
|
0.618 |
1.0469 |
|
HIGH |
1.0290 |
|
0.618 |
1.0179 |
|
0.500 |
1.0145 |
|
0.382 |
1.0111 |
|
LOW |
1.0000 |
|
0.618 |
0.9821 |
|
1.000 |
0.9710 |
|
1.618 |
0.9531 |
|
2.618 |
0.9241 |
|
4.250 |
0.8768 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0145 |
| PP |
1.0095 |
1.0095 |
| S1 |
1.0046 |
1.0046 |
|