CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9220 |
-0.0071 |
-0.8% |
0.8965 |
| High |
0.9293 |
0.9251 |
-0.0042 |
-0.5% |
0.9340 |
| Low |
0.9179 |
0.9168 |
-0.0011 |
-0.1% |
0.8945 |
| Close |
0.9238 |
0.9206 |
-0.0032 |
-0.3% |
0.9287 |
| Range |
0.0114 |
0.0083 |
-0.0031 |
-27.2% |
0.0395 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
113,200 |
135,980 |
22,780 |
20.1% |
379,031 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9415 |
0.9252 |
|
| R3 |
0.9374 |
0.9332 |
0.9229 |
|
| R2 |
0.9291 |
0.9291 |
0.9221 |
|
| R1 |
0.9249 |
0.9249 |
0.9214 |
0.9229 |
| PP |
0.9208 |
0.9208 |
0.9208 |
0.9198 |
| S1 |
0.9166 |
0.9166 |
0.9198 |
0.9146 |
| S2 |
0.9125 |
0.9125 |
0.9191 |
|
| S3 |
0.9042 |
0.9083 |
0.9183 |
|
| S4 |
0.8959 |
0.9000 |
0.9160 |
|
|
| 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 |
0.9022 |
0.0318 |
3.5% |
0.0137 |
1.5% |
58% |
False |
False |
117,793 |
| 10 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0109 |
1.2% |
76% |
False |
False |
81,734 |
| 20 |
0.9340 |
0.8792 |
0.0548 |
6.0% |
0.0097 |
1.1% |
76% |
False |
False |
74,773 |
| 40 |
0.9444 |
0.8792 |
0.0652 |
7.1% |
0.0099 |
1.1% |
63% |
False |
False |
38,378 |
| 60 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0089 |
1.0% |
71% |
False |
False |
25,674 |
| 80 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0079 |
0.9% |
71% |
False |
False |
19,371 |
| 100 |
0.9444 |
0.8631 |
0.0813 |
8.8% |
0.0065 |
0.7% |
71% |
False |
False |
15,502 |
| 120 |
0.9444 |
0.8484 |
0.0960 |
10.4% |
0.0056 |
0.6% |
75% |
False |
False |
12,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9468 |
|
1.618 |
0.9385 |
|
1.000 |
0.9334 |
|
0.618 |
0.9302 |
|
HIGH |
0.9251 |
|
0.618 |
0.9219 |
|
0.500 |
0.9210 |
|
0.382 |
0.9200 |
|
LOW |
0.9168 |
|
0.618 |
0.9117 |
|
1.000 |
0.9085 |
|
1.618 |
0.9034 |
|
2.618 |
0.8951 |
|
4.250 |
0.8815 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9210 |
0.9254 |
| PP |
0.9208 |
0.9238 |
| S1 |
0.9207 |
0.9222 |
|