CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 05-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2008 |
05-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9676 |
0.9672 |
-0.0004 |
0.0% |
0.9334 |
| High |
0.9750 |
0.9692 |
-0.0058 |
-0.6% |
0.9657 |
| Low |
0.9664 |
0.9605 |
-0.0059 |
-0.6% |
0.9252 |
| Close |
0.9705 |
0.9636 |
-0.0069 |
-0.7% |
0.9629 |
| Range |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0405 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
168,834 |
131,612 |
-37,222 |
-22.0% |
635,571 |
|
| Daily Pivots for day following 05-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9858 |
0.9684 |
|
| R3 |
0.9818 |
0.9771 |
0.9660 |
|
| R2 |
0.9731 |
0.9731 |
0.9652 |
|
| R1 |
0.9684 |
0.9684 |
0.9644 |
0.9664 |
| PP |
0.9644 |
0.9644 |
0.9644 |
0.9635 |
| S1 |
0.9597 |
0.9597 |
0.9628 |
0.9577 |
| S2 |
0.9557 |
0.9557 |
0.9620 |
|
| S3 |
0.9470 |
0.9510 |
0.9612 |
|
| S4 |
0.9383 |
0.9423 |
0.9588 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0728 |
1.0583 |
0.9852 |
|
| R3 |
1.0323 |
1.0178 |
0.9740 |
|
| R2 |
0.9918 |
0.9918 |
0.9703 |
|
| R1 |
0.9773 |
0.9773 |
0.9666 |
0.9846 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9549 |
| S1 |
0.9368 |
0.9368 |
0.9592 |
0.9441 |
| S2 |
0.9108 |
0.9108 |
0.9555 |
|
| S3 |
0.8703 |
0.8963 |
0.9518 |
|
| S4 |
0.8298 |
0.8558 |
0.9406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9757 |
0.9387 |
0.0370 |
3.8% |
0.0116 |
1.2% |
67% |
False |
False |
145,645 |
| 10 |
0.9757 |
0.9246 |
0.0511 |
5.3% |
0.0106 |
1.1% |
76% |
False |
False |
138,748 |
| 20 |
0.9757 |
0.9225 |
0.0532 |
5.5% |
0.0100 |
1.0% |
77% |
False |
False |
124,869 |
| 40 |
0.9757 |
0.9139 |
0.0618 |
6.4% |
0.0106 |
1.1% |
80% |
False |
False |
128,848 |
| 60 |
0.9757 |
0.8792 |
0.0965 |
10.0% |
0.0103 |
1.1% |
87% |
False |
False |
108,695 |
| 80 |
0.9757 |
0.8792 |
0.0965 |
10.0% |
0.0104 |
1.1% |
87% |
False |
False |
81,922 |
| 100 |
0.9757 |
0.8631 |
0.1126 |
11.7% |
0.0096 |
1.0% |
89% |
False |
False |
65,585 |
| 120 |
0.9757 |
0.8631 |
0.1126 |
11.7% |
0.0087 |
0.9% |
89% |
False |
False |
54,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
0.9920 |
|
1.618 |
0.9833 |
|
1.000 |
0.9779 |
|
0.618 |
0.9746 |
|
HIGH |
0.9692 |
|
0.618 |
0.9659 |
|
0.500 |
0.9649 |
|
0.382 |
0.9638 |
|
LOW |
0.9605 |
|
0.618 |
0.9551 |
|
1.000 |
0.9518 |
|
1.618 |
0.9464 |
|
2.618 |
0.9377 |
|
4.250 |
0.9235 |
|
|
| Fisher Pivots for day following 05-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9681 |
| PP |
0.9644 |
0.9666 |
| S1 |
0.9640 |
0.9651 |
|