CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9270 |
-0.0021 |
-0.2% |
0.9343 |
| High |
0.9323 |
0.9350 |
0.0027 |
0.3% |
0.9427 |
| Low |
0.9244 |
0.9246 |
0.0002 |
0.0% |
0.9225 |
| Close |
0.9262 |
0.9328 |
0.0066 |
0.7% |
0.9308 |
| Range |
0.0079 |
0.0104 |
0.0025 |
31.6% |
0.0202 |
| ATR |
0.0100 |
0.0101 |
0.0000 |
0.3% |
0.0000 |
| Volume |
158,223 |
159,793 |
1,570 |
1.0% |
514,042 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9620 |
0.9578 |
0.9385 |
|
| R3 |
0.9516 |
0.9474 |
0.9357 |
|
| R2 |
0.9412 |
0.9412 |
0.9347 |
|
| R1 |
0.9370 |
0.9370 |
0.9338 |
0.9391 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9319 |
| S1 |
0.9266 |
0.9266 |
0.9318 |
0.9287 |
| S2 |
0.9204 |
0.9204 |
0.9309 |
|
| S3 |
0.9100 |
0.9162 |
0.9299 |
|
| S4 |
0.8996 |
0.9058 |
0.9271 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9819 |
0.9419 |
|
| R3 |
0.9724 |
0.9617 |
0.9364 |
|
| R2 |
0.9522 |
0.9522 |
0.9345 |
|
| R1 |
0.9415 |
0.9415 |
0.9327 |
0.9368 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9296 |
| S1 |
0.9213 |
0.9213 |
0.9289 |
0.9166 |
| S2 |
0.9118 |
0.9118 |
0.9271 |
|
| S3 |
0.8916 |
0.9011 |
0.9252 |
|
| S4 |
0.8714 |
0.8809 |
0.9197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9350 |
0.9225 |
0.0125 |
1.3% |
0.0090 |
1.0% |
82% |
True |
False |
107,208 |
| 10 |
0.9467 |
0.9225 |
0.0242 |
2.6% |
0.0098 |
1.0% |
43% |
False |
False |
111,767 |
| 20 |
0.9490 |
0.9225 |
0.0265 |
2.8% |
0.0094 |
1.0% |
39% |
False |
False |
121,571 |
| 40 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0107 |
1.2% |
69% |
False |
False |
115,190 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.3% |
0.0103 |
1.1% |
69% |
False |
False |
88,605 |
| 80 |
0.9565 |
0.8768 |
0.0797 |
8.5% |
0.0100 |
1.1% |
70% |
False |
False |
66,619 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0090 |
1.0% |
75% |
False |
False |
53,316 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
10.0% |
0.0080 |
0.9% |
75% |
False |
False |
44,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9792 |
|
2.618 |
0.9622 |
|
1.618 |
0.9518 |
|
1.000 |
0.9454 |
|
0.618 |
0.9414 |
|
HIGH |
0.9350 |
|
0.618 |
0.9310 |
|
0.500 |
0.9298 |
|
0.382 |
0.9286 |
|
LOW |
0.9246 |
|
0.618 |
0.9182 |
|
1.000 |
0.9142 |
|
1.618 |
0.9078 |
|
2.618 |
0.8974 |
|
4.250 |
0.8804 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9318 |
0.9318 |
| PP |
0.9308 |
0.9307 |
| S1 |
0.9298 |
0.9297 |
|