CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0067 |
-0.0103 |
-1.0% |
1.0065 |
| High |
1.0170 |
1.0150 |
-0.0020 |
-0.2% |
1.0290 |
| Low |
1.0067 |
1.0067 |
0.0000 |
0.0% |
0.9974 |
| Close |
1.0091 |
1.0135 |
0.0044 |
0.4% |
1.0135 |
| Range |
0.0103 |
0.0083 |
-0.0020 |
-19.4% |
0.0316 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
5 |
61 |
56 |
1,120.0% |
1,114 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0334 |
1.0181 |
|
| R3 |
1.0283 |
1.0251 |
1.0158 |
|
| R2 |
1.0200 |
1.0200 |
1.0150 |
|
| R1 |
1.0168 |
1.0168 |
1.0143 |
1.0184 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0126 |
| S1 |
1.0085 |
1.0085 |
1.0127 |
1.0101 |
| S2 |
1.0034 |
1.0034 |
1.0120 |
|
| S3 |
0.9951 |
1.0002 |
1.0112 |
|
| S4 |
0.9868 |
0.9919 |
1.0089 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.0924 |
1.0309 |
|
| R3 |
1.0765 |
1.0608 |
1.0222 |
|
| R2 |
1.0449 |
1.0449 |
1.0193 |
|
| R1 |
1.0292 |
1.0292 |
1.0164 |
1.0371 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0172 |
| S1 |
0.9976 |
0.9976 |
1.0106 |
1.0055 |
| S2 |
0.9817 |
0.9817 |
1.0077 |
|
| S3 |
0.9501 |
0.9660 |
1.0048 |
|
| S4 |
0.9185 |
0.9344 |
0.9961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0503 |
|
2.618 |
1.0367 |
|
1.618 |
1.0284 |
|
1.000 |
1.0233 |
|
0.618 |
1.0201 |
|
HIGH |
1.0150 |
|
0.618 |
1.0118 |
|
0.500 |
1.0109 |
|
0.382 |
1.0099 |
|
LOW |
1.0067 |
|
0.618 |
1.0016 |
|
1.000 |
0.9984 |
|
1.618 |
0.9933 |
|
2.618 |
0.9850 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0127 |
| PP |
1.0117 |
1.0119 |
| S1 |
1.0109 |
1.0111 |
|