CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9201 |
0.0017 |
0.2% |
0.8965 |
| High |
0.9308 |
0.9340 |
0.0032 |
0.3% |
0.9340 |
| Low |
0.9175 |
0.9192 |
0.0017 |
0.2% |
0.8945 |
| Close |
0.9215 |
0.9287 |
0.0072 |
0.8% |
0.9287 |
| Range |
0.0133 |
0.0148 |
0.0015 |
11.3% |
0.0395 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.5% |
0.0000 |
| Volume |
96,790 |
135,620 |
38,830 |
40.1% |
379,031 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9650 |
0.9368 |
|
| R3 |
0.9569 |
0.9502 |
0.9328 |
|
| R2 |
0.9421 |
0.9421 |
0.9314 |
|
| R1 |
0.9354 |
0.9354 |
0.9301 |
0.9388 |
| PP |
0.9273 |
0.9273 |
0.9273 |
0.9290 |
| S1 |
0.9206 |
0.9206 |
0.9273 |
0.9240 |
| S2 |
0.9125 |
0.9125 |
0.9260 |
|
| S3 |
0.8977 |
0.9058 |
0.9246 |
|
| S4 |
0.8829 |
0.8910 |
0.9206 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0226 |
0.9504 |
|
| R3 |
0.9981 |
0.9831 |
0.9396 |
|
| R2 |
0.9586 |
0.9586 |
0.9359 |
|
| R1 |
0.9436 |
0.9436 |
0.9323 |
0.9511 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9228 |
| S1 |
0.9041 |
0.9041 |
0.9251 |
0.9116 |
| S2 |
0.8796 |
0.8796 |
0.9215 |
|
| S3 |
0.8401 |
0.8646 |
0.9178 |
|
| S4 |
0.8006 |
0.8251 |
0.9070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9340 |
0.8839 |
0.0501 |
5.4% |
0.0146 |
1.6% |
89% |
True |
False |
91,827 |
| 10 |
0.9340 |
0.8792 |
0.0548 |
5.9% |
0.0104 |
1.1% |
90% |
True |
False |
73,725 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
5.9% |
0.0093 |
1.0% |
90% |
True |
False |
62,963 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.0% |
0.0101 |
1.1% |
76% |
False |
False |
32,178 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0087 |
0.9% |
81% |
False |
False |
21,526 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0076 |
0.8% |
81% |
False |
False |
16,256 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0065 |
0.7% |
81% |
False |
False |
13,011 |
| 120 |
0.9444 |
0.8435 |
0.1009 |
10.9% |
0.0054 |
0.6% |
84% |
False |
False |
10,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9727 |
|
1.618 |
0.9579 |
|
1.000 |
0.9488 |
|
0.618 |
0.9431 |
|
HIGH |
0.9340 |
|
0.618 |
0.9283 |
|
0.500 |
0.9266 |
|
0.382 |
0.9249 |
|
LOW |
0.9192 |
|
0.618 |
0.9101 |
|
1.000 |
0.9044 |
|
1.618 |
0.8953 |
|
2.618 |
0.8805 |
|
4.250 |
0.8563 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9280 |
0.9252 |
| PP |
0.9273 |
0.9216 |
| S1 |
0.9266 |
0.9181 |
|