CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 28-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2008 |
28-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9412 |
0.0078 |
0.8% |
0.9291 |
| High |
0.9452 |
0.9529 |
0.0077 |
0.8% |
0.9386 |
| Low |
0.9324 |
0.9387 |
0.0063 |
0.7% |
0.9244 |
| Close |
0.9408 |
0.9503 |
0.0095 |
1.0% |
0.9368 |
| Range |
0.0128 |
0.0142 |
0.0014 |
10.9% |
0.0142 |
| ATR |
0.0101 |
0.0104 |
0.0003 |
2.9% |
0.0000 |
| Volume |
108,892 |
151,089 |
42,197 |
38.8% |
460,474 |
|
| Daily Pivots for day following 28-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9843 |
0.9581 |
|
| R3 |
0.9757 |
0.9701 |
0.9542 |
|
| R2 |
0.9615 |
0.9615 |
0.9529 |
|
| R1 |
0.9559 |
0.9559 |
0.9516 |
0.9587 |
| PP |
0.9473 |
0.9473 |
0.9473 |
0.9487 |
| S1 |
0.9417 |
0.9417 |
0.9490 |
0.9445 |
| S2 |
0.9331 |
0.9331 |
0.9477 |
|
| S3 |
0.9189 |
0.9275 |
0.9464 |
|
| S4 |
0.9047 |
0.9133 |
0.9425 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9759 |
0.9705 |
0.9446 |
|
| R3 |
0.9617 |
0.9563 |
0.9407 |
|
| R2 |
0.9475 |
0.9475 |
0.9394 |
|
| R1 |
0.9421 |
0.9421 |
0.9381 |
0.9448 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9346 |
| S1 |
0.9279 |
0.9279 |
0.9355 |
0.9306 |
| S2 |
0.9191 |
0.9191 |
0.9342 |
|
| S3 |
0.9049 |
0.9137 |
0.9329 |
|
| S4 |
0.8907 |
0.8995 |
0.9290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9529 |
0.9252 |
0.0277 |
2.9% |
0.0104 |
1.1% |
91% |
True |
False |
130,110 |
| 10 |
0.9529 |
0.9225 |
0.0304 |
3.2% |
0.0097 |
1.0% |
91% |
True |
False |
118,659 |
| 20 |
0.9529 |
0.9225 |
0.0304 |
3.2% |
0.0095 |
1.0% |
91% |
True |
False |
121,019 |
| 40 |
0.9565 |
0.9022 |
0.0543 |
5.7% |
0.0110 |
1.2% |
89% |
False |
False |
125,744 |
| 60 |
0.9565 |
0.8792 |
0.0773 |
8.1% |
0.0101 |
1.1% |
92% |
False |
False |
99,296 |
| 80 |
0.9565 |
0.8792 |
0.0773 |
8.1% |
0.0102 |
1.1% |
92% |
False |
False |
74,741 |
| 100 |
0.9565 |
0.8631 |
0.0934 |
9.8% |
0.0093 |
1.0% |
93% |
False |
False |
59,818 |
| 120 |
0.9565 |
0.8631 |
0.0934 |
9.8% |
0.0084 |
0.9% |
93% |
False |
False |
49,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
0.9901 |
|
1.618 |
0.9759 |
|
1.000 |
0.9671 |
|
0.618 |
0.9617 |
|
HIGH |
0.9529 |
|
0.618 |
0.9475 |
|
0.500 |
0.9458 |
|
0.382 |
0.9441 |
|
LOW |
0.9387 |
|
0.618 |
0.9299 |
|
1.000 |
0.9245 |
|
1.618 |
0.9157 |
|
2.618 |
0.9015 |
|
4.250 |
0.8784 |
|
|
| Fisher Pivots for day following 28-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9488 |
0.9467 |
| PP |
0.9473 |
0.9431 |
| S1 |
0.9458 |
0.9395 |
|