CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.9030 |
0.0065 |
0.7% |
0.8849 |
| High |
0.9048 |
0.9227 |
0.0179 |
2.0% |
0.8981 |
| Low |
0.8945 |
0.9022 |
0.0077 |
0.9% |
0.8792 |
| Close |
0.9013 |
0.9207 |
0.0194 |
2.2% |
0.8936 |
| Range |
0.0103 |
0.0205 |
0.0102 |
99.0% |
0.0189 |
| ATR |
0.0088 |
0.0097 |
0.0009 |
10.2% |
0.0000 |
| Volume |
39,246 |
107,375 |
68,129 |
173.6% |
189,134 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9692 |
0.9320 |
|
| R3 |
0.9562 |
0.9487 |
0.9263 |
|
| R2 |
0.9357 |
0.9357 |
0.9245 |
|
| R1 |
0.9282 |
0.9282 |
0.9226 |
0.9320 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9171 |
| S1 |
0.9077 |
0.9077 |
0.9188 |
0.9115 |
| S2 |
0.8947 |
0.8947 |
0.9169 |
|
| S3 |
0.8742 |
0.8872 |
0.9151 |
|
| S4 |
0.8537 |
0.8667 |
0.9094 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9392 |
0.9040 |
|
| R3 |
0.9281 |
0.9203 |
0.8988 |
|
| R2 |
0.9092 |
0.9092 |
0.8971 |
|
| R1 |
0.9014 |
0.9014 |
0.8953 |
0.9053 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8923 |
| S1 |
0.8825 |
0.8825 |
0.8919 |
0.8864 |
| S2 |
0.8714 |
0.8714 |
0.8901 |
|
| S3 |
0.8525 |
0.8636 |
0.8884 |
|
| S4 |
0.8336 |
0.8447 |
0.8832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9227 |
0.8792 |
0.0435 |
4.7% |
0.0113 |
1.2% |
95% |
True |
False |
64,375 |
| 10 |
0.9227 |
0.8792 |
0.0435 |
4.7% |
0.0088 |
1.0% |
95% |
True |
False |
65,243 |
| 20 |
0.9235 |
0.8792 |
0.0443 |
4.8% |
0.0088 |
1.0% |
94% |
False |
False |
51,673 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0098 |
1.1% |
64% |
False |
False |
26,385 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0084 |
0.9% |
71% |
False |
False |
17,653 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0073 |
0.8% |
71% |
False |
False |
13,351 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0062 |
0.7% |
71% |
False |
False |
10,687 |
| 120 |
0.9444 |
0.8417 |
0.1027 |
11.2% |
0.0052 |
0.6% |
77% |
False |
False |
8,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
0.9764 |
|
1.618 |
0.9559 |
|
1.000 |
0.9432 |
|
0.618 |
0.9354 |
|
HIGH |
0.9227 |
|
0.618 |
0.9149 |
|
0.500 |
0.9125 |
|
0.382 |
0.9100 |
|
LOW |
0.9022 |
|
0.618 |
0.8895 |
|
1.000 |
0.8817 |
|
1.618 |
0.8690 |
|
2.618 |
0.8485 |
|
4.250 |
0.8151 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9149 |
| PP |
0.9152 |
0.9091 |
| S1 |
0.9125 |
0.9033 |
|