CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9390 |
0.9418 |
0.0028 |
0.3% |
0.9405 |
| High |
0.9446 |
0.9467 |
0.0021 |
0.2% |
0.9490 |
| Low |
0.9389 |
0.9296 |
-0.0093 |
-1.0% |
0.9335 |
| Close |
0.9409 |
0.9331 |
-0.0078 |
-0.8% |
0.9422 |
| Range |
0.0057 |
0.0171 |
0.0114 |
200.0% |
0.0155 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.5% |
0.0000 |
| Volume |
152,027 |
103,630 |
-48,397 |
-31.8% |
605,136 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9878 |
0.9775 |
0.9425 |
|
| R3 |
0.9707 |
0.9604 |
0.9378 |
|
| R2 |
0.9536 |
0.9536 |
0.9362 |
|
| R1 |
0.9433 |
0.9433 |
0.9347 |
0.9399 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9348 |
| S1 |
0.9262 |
0.9262 |
0.9315 |
0.9228 |
| S2 |
0.9194 |
0.9194 |
0.9300 |
|
| S3 |
0.9023 |
0.9091 |
0.9284 |
|
| S4 |
0.8852 |
0.8920 |
0.9237 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9806 |
0.9507 |
|
| R3 |
0.9726 |
0.9651 |
0.9465 |
|
| R2 |
0.9571 |
0.9571 |
0.9450 |
|
| R1 |
0.9496 |
0.9496 |
0.9436 |
0.9534 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9434 |
| S1 |
0.9341 |
0.9341 |
0.9408 |
0.9379 |
| S2 |
0.9261 |
0.9261 |
0.9394 |
|
| S3 |
0.9106 |
0.9186 |
0.9379 |
|
| S4 |
0.8951 |
0.9031 |
0.9337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9485 |
0.9296 |
0.0189 |
2.0% |
0.0094 |
1.0% |
19% |
False |
True |
129,239 |
| 10 |
0.9490 |
0.9296 |
0.0194 |
2.1% |
0.0096 |
1.0% |
18% |
False |
True |
121,702 |
| 20 |
0.9565 |
0.9139 |
0.0426 |
4.6% |
0.0115 |
1.2% |
45% |
False |
False |
132,695 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0108 |
1.2% |
70% |
False |
False |
106,485 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0104 |
1.1% |
70% |
False |
False |
71,841 |
| 80 |
0.9565 |
0.8685 |
0.0880 |
9.4% |
0.0096 |
1.0% |
73% |
False |
False |
53,957 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0087 |
0.9% |
75% |
False |
False |
43,259 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0074 |
0.8% |
75% |
False |
False |
36,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
0.9915 |
|
1.618 |
0.9744 |
|
1.000 |
0.9638 |
|
0.618 |
0.9573 |
|
HIGH |
0.9467 |
|
0.618 |
0.9402 |
|
0.500 |
0.9382 |
|
0.382 |
0.9361 |
|
LOW |
0.9296 |
|
0.618 |
0.9190 |
|
1.000 |
0.9125 |
|
1.618 |
0.9019 |
|
2.618 |
0.8848 |
|
4.250 |
0.8569 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9382 |
0.9382 |
| PP |
0.9365 |
0.9365 |
| S1 |
0.9348 |
0.9348 |
|