CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 31-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2008 |
31-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9374 |
0.9445 |
0.0071 |
0.8% |
0.9406 |
| High |
0.9447 |
0.9490 |
0.0043 |
0.5% |
0.9565 |
| Low |
0.9335 |
0.9385 |
0.0050 |
0.5% |
0.9302 |
| Close |
0.9382 |
0.9425 |
0.0043 |
0.5% |
0.9380 |
| Range |
0.0112 |
0.0105 |
-0.0007 |
-6.3% |
0.0263 |
| ATR |
0.0115 |
0.0115 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
81,741 |
109,584 |
27,843 |
34.1% |
606,576 |
|
| Daily Pivots for day following 31-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9748 |
0.9692 |
0.9483 |
|
| R3 |
0.9643 |
0.9587 |
0.9454 |
|
| R2 |
0.9538 |
0.9538 |
0.9444 |
|
| R1 |
0.9482 |
0.9482 |
0.9435 |
0.9458 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9421 |
| S1 |
0.9377 |
0.9377 |
0.9415 |
0.9353 |
| S2 |
0.9328 |
0.9328 |
0.9406 |
|
| S3 |
0.9223 |
0.9272 |
0.9396 |
|
| S4 |
0.9118 |
0.9167 |
0.9367 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0055 |
0.9525 |
|
| R3 |
0.9942 |
0.9792 |
0.9452 |
|
| R2 |
0.9679 |
0.9679 |
0.9428 |
|
| R1 |
0.9529 |
0.9529 |
0.9404 |
0.9473 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9387 |
| S1 |
0.9266 |
0.9266 |
0.9356 |
0.9210 |
| S2 |
0.9153 |
0.9153 |
0.9332 |
|
| S3 |
0.8890 |
0.9003 |
0.9308 |
|
| S4 |
0.8627 |
0.8740 |
0.9235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9302 |
0.0188 |
2.0% |
0.0098 |
1.0% |
65% |
True |
False |
114,166 |
| 10 |
0.9565 |
0.9302 |
0.0263 |
2.8% |
0.0117 |
1.2% |
47% |
False |
False |
139,913 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.5% |
0.0120 |
1.3% |
67% |
False |
False |
130,581 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0104 |
1.1% |
82% |
False |
False |
91,127 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.2% |
0.0106 |
1.1% |
82% |
False |
False |
61,117 |
| 80 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0093 |
1.0% |
85% |
False |
False |
45,885 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0082 |
0.9% |
85% |
False |
False |
36,797 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.9% |
0.0072 |
0.8% |
85% |
False |
False |
30,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9936 |
|
2.618 |
0.9765 |
|
1.618 |
0.9660 |
|
1.000 |
0.9595 |
|
0.618 |
0.9555 |
|
HIGH |
0.9490 |
|
0.618 |
0.9450 |
|
0.500 |
0.9438 |
|
0.382 |
0.9425 |
|
LOW |
0.9385 |
|
0.618 |
0.9320 |
|
1.000 |
0.9280 |
|
1.618 |
0.9215 |
|
2.618 |
0.9110 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 31-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9421 |
| PP |
0.9433 |
0.9417 |
| S1 |
0.9429 |
0.9413 |
|