CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 31-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0137 |
0.0070 |
0.7% |
1.0065 |
| High |
1.0150 |
1.0139 |
-0.0011 |
-0.1% |
1.0290 |
| Low |
1.0067 |
1.0102 |
0.0035 |
0.3% |
0.9974 |
| Close |
1.0135 |
1.0107 |
-0.0028 |
-0.3% |
1.0135 |
| Range |
0.0083 |
0.0037 |
-0.0046 |
-55.4% |
0.0316 |
| ATR |
0.0121 |
0.0115 |
-0.0006 |
-5.0% |
0.0000 |
| Volume |
61 |
2 |
-59 |
-96.7% |
1,114 |
|
| Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0204 |
1.0127 |
|
| R3 |
1.0190 |
1.0167 |
1.0117 |
|
| R2 |
1.0153 |
1.0153 |
1.0114 |
|
| R1 |
1.0130 |
1.0130 |
1.0110 |
1.0123 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0113 |
| S1 |
1.0093 |
1.0093 |
1.0104 |
1.0086 |
| S2 |
1.0079 |
1.0079 |
1.0100 |
|
| S3 |
1.0042 |
1.0056 |
1.0097 |
|
| S4 |
1.0005 |
1.0019 |
1.0087 |
|
|
| 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 |
1.0296 |
|
2.618 |
1.0236 |
|
1.618 |
1.0199 |
|
1.000 |
1.0176 |
|
0.618 |
1.0162 |
|
HIGH |
1.0139 |
|
0.618 |
1.0125 |
|
0.500 |
1.0121 |
|
0.382 |
1.0116 |
|
LOW |
1.0102 |
|
0.618 |
1.0079 |
|
1.000 |
1.0065 |
|
1.618 |
1.0042 |
|
2.618 |
1.0005 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 31-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0121 |
1.0119 |
| PP |
1.0116 |
1.0115 |
| S1 |
1.0112 |
1.0111 |
|