CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9414 |
0.0008 |
0.1% |
0.9253 |
| High |
0.9514 |
0.9565 |
0.0051 |
0.5% |
0.9493 |
| Low |
0.9380 |
0.9349 |
-0.0031 |
-0.3% |
0.9231 |
| Close |
0.9430 |
0.9493 |
0.0063 |
0.7% |
0.9394 |
| Range |
0.0134 |
0.0216 |
0.0082 |
61.2% |
0.0262 |
| ATR |
0.0114 |
0.0121 |
0.0007 |
6.4% |
0.0000 |
| Volume |
0 |
262,546 |
262,546 |
|
700,935 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0021 |
0.9612 |
|
| R3 |
0.9901 |
0.9805 |
0.9552 |
|
| R2 |
0.9685 |
0.9685 |
0.9533 |
|
| R1 |
0.9589 |
0.9589 |
0.9513 |
0.9637 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9493 |
| S1 |
0.9373 |
0.9373 |
0.9473 |
0.9421 |
| S2 |
0.9253 |
0.9253 |
0.9453 |
|
| S3 |
0.9037 |
0.9157 |
0.9434 |
|
| S4 |
0.8821 |
0.8941 |
0.9374 |
|
|
| 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 |
0.9565 |
0.9314 |
0.0251 |
2.6% |
0.0151 |
1.6% |
71% |
True |
False |
163,125 |
| 10 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0133 |
1.4% |
83% |
True |
False |
135,884 |
| 20 |
0.9565 |
0.8792 |
0.0773 |
8.1% |
0.0121 |
1.3% |
91% |
True |
False |
108,809 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.1% |
0.0107 |
1.1% |
91% |
True |
False |
72,123 |
| 60 |
0.9565 |
0.8768 |
0.0797 |
8.4% |
0.0102 |
1.1% |
91% |
True |
False |
48,302 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.8% |
0.0089 |
0.9% |
92% |
True |
False |
36,253 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.8% |
0.0077 |
0.8% |
92% |
True |
False |
29,087 |
| 120 |
0.9565 |
0.8580 |
0.0985 |
10.4% |
0.0067 |
0.7% |
93% |
True |
False |
24,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0130 |
|
1.618 |
0.9914 |
|
1.000 |
0.9781 |
|
0.618 |
0.9698 |
|
HIGH |
0.9565 |
|
0.618 |
0.9482 |
|
0.500 |
0.9457 |
|
0.382 |
0.9432 |
|
LOW |
0.9349 |
|
0.618 |
0.9216 |
|
1.000 |
0.9133 |
|
1.618 |
0.9000 |
|
2.618 |
0.8784 |
|
4.250 |
0.8431 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9480 |
| PP |
0.9469 |
0.9466 |
| S1 |
0.9457 |
0.9453 |
|