CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9430 |
0.9406 |
-0.0024 |
-0.3% |
0.9253 |
| High |
0.9449 |
0.9514 |
0.0065 |
0.7% |
0.9493 |
| Low |
0.9340 |
0.9380 |
0.0040 |
0.4% |
0.9231 |
| Close |
0.9394 |
0.9430 |
0.0036 |
0.4% |
0.9394 |
| Range |
0.0109 |
0.0134 |
0.0025 |
22.9% |
0.0262 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.4% |
0.0000 |
| Volume |
177,704 |
0 |
-177,704 |
-100.0% |
700,935 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9771 |
0.9504 |
|
| R3 |
0.9709 |
0.9637 |
0.9467 |
|
| R2 |
0.9575 |
0.9575 |
0.9455 |
|
| R1 |
0.9503 |
0.9503 |
0.9442 |
0.9539 |
| PP |
0.9441 |
0.9441 |
0.9441 |
0.9460 |
| S1 |
0.9369 |
0.9369 |
0.9418 |
0.9405 |
| S2 |
0.9307 |
0.9307 |
0.9405 |
|
| S3 |
0.9173 |
0.9235 |
0.9393 |
|
| S4 |
0.9039 |
0.9101 |
0.9356 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0038 |
0.9538 |
|
| R3 |
0.9897 |
0.9776 |
0.9466 |
|
| R2 |
0.9635 |
0.9635 |
0.9442 |
|
| R1 |
0.9514 |
0.9514 |
0.9418 |
0.9575 |
| PP |
0.9373 |
0.9373 |
0.9373 |
0.9403 |
| S1 |
0.9252 |
0.9252 |
0.9370 |
0.9313 |
| S2 |
0.9111 |
0.9111 |
0.9346 |
|
| S3 |
0.8849 |
0.8990 |
0.9322 |
|
| S4 |
0.8587 |
0.8728 |
0.9250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9514 |
0.9282 |
0.0232 |
2.5% |
0.0139 |
1.5% |
64% |
True |
False |
140,187 |
| 10 |
0.9514 |
0.9139 |
0.0375 |
4.0% |
0.0120 |
1.3% |
78% |
True |
False |
123,227 |
| 20 |
0.9514 |
0.8792 |
0.0722 |
7.7% |
0.0115 |
1.2% |
88% |
True |
False |
100,328 |
| 40 |
0.9514 |
0.8792 |
0.0722 |
7.7% |
0.0105 |
1.1% |
88% |
True |
False |
65,579 |
| 60 |
0.9514 |
0.8768 |
0.0746 |
7.9% |
0.0098 |
1.0% |
89% |
True |
False |
43,930 |
| 80 |
0.9514 |
0.8631 |
0.0883 |
9.4% |
0.0087 |
0.9% |
90% |
True |
False |
32,971 |
| 100 |
0.9514 |
0.8631 |
0.0883 |
9.4% |
0.0075 |
0.8% |
90% |
True |
False |
26,462 |
| 120 |
0.9514 |
0.8580 |
0.0934 |
9.9% |
0.0065 |
0.7% |
91% |
True |
False |
22,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
0.9865 |
|
1.618 |
0.9731 |
|
1.000 |
0.9648 |
|
0.618 |
0.9597 |
|
HIGH |
0.9514 |
|
0.618 |
0.9463 |
|
0.500 |
0.9447 |
|
0.382 |
0.9431 |
|
LOW |
0.9380 |
|
0.618 |
0.9297 |
|
1.000 |
0.9246 |
|
1.618 |
0.9163 |
|
2.618 |
0.9029 |
|
4.250 |
0.8811 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9447 |
0.9425 |
| PP |
0.9441 |
0.9421 |
| S1 |
0.9436 |
0.9416 |
|