CME Japanese Yen Future March 2008
| Trading Metrics calculated at close of trading on 11-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2008 |
11-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9757 |
0.9832 |
0.0075 |
0.8% |
0.9659 |
| High |
0.9852 |
0.9863 |
0.0011 |
0.1% |
0.9870 |
| Low |
0.9750 |
0.9656 |
-0.0094 |
-1.0% |
0.9605 |
| Close |
0.9827 |
0.9675 |
-0.0152 |
-1.5% |
0.9752 |
| Range |
0.0102 |
0.0207 |
0.0105 |
102.9% |
0.0265 |
| ATR |
0.0113 |
0.0120 |
0.0007 |
5.9% |
0.0000 |
| Volume |
193,126 |
156,003 |
-37,123 |
-19.2% |
700,141 |
|
| Daily Pivots for day following 11-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0221 |
0.9789 |
|
| R3 |
1.0145 |
1.0014 |
0.9732 |
|
| R2 |
0.9938 |
0.9938 |
0.9713 |
|
| R1 |
0.9807 |
0.9807 |
0.9694 |
0.9769 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9713 |
| S1 |
0.9600 |
0.9600 |
0.9656 |
0.9562 |
| S2 |
0.9524 |
0.9524 |
0.9637 |
|
| S3 |
0.9317 |
0.9393 |
0.9618 |
|
| S4 |
0.9110 |
0.9186 |
0.9561 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0537 |
1.0410 |
0.9898 |
|
| R3 |
1.0272 |
1.0145 |
0.9825 |
|
| R2 |
1.0007 |
1.0007 |
0.9801 |
|
| R1 |
0.9880 |
0.9880 |
0.9776 |
0.9944 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9774 |
| S1 |
0.9615 |
0.9615 |
0.9728 |
0.9679 |
| S2 |
0.9477 |
0.9477 |
0.9703 |
|
| S3 |
0.9212 |
0.9350 |
0.9679 |
|
| S4 |
0.8947 |
0.9085 |
0.9606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9870 |
0.9605 |
0.0265 |
2.7% |
0.0143 |
1.5% |
26% |
False |
False |
146,243 |
| 10 |
0.9870 |
0.9324 |
0.0546 |
5.6% |
0.0134 |
1.4% |
64% |
False |
False |
143,672 |
| 20 |
0.9870 |
0.9225 |
0.0645 |
6.7% |
0.0111 |
1.2% |
70% |
False |
False |
128,510 |
| 40 |
0.9870 |
0.9225 |
0.0645 |
6.7% |
0.0113 |
1.2% |
70% |
False |
False |
130,555 |
| 60 |
0.9870 |
0.8792 |
0.1078 |
11.1% |
0.0107 |
1.1% |
82% |
False |
False |
116,716 |
| 80 |
0.9870 |
0.8792 |
0.1078 |
11.1% |
0.0106 |
1.1% |
82% |
False |
False |
89,386 |
| 100 |
0.9870 |
0.8724 |
0.1146 |
11.8% |
0.0100 |
1.0% |
83% |
False |
False |
71,577 |
| 120 |
0.9870 |
0.8631 |
0.1239 |
12.8% |
0.0091 |
0.9% |
84% |
False |
False |
59,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0743 |
|
2.618 |
1.0405 |
|
1.618 |
1.0198 |
|
1.000 |
1.0070 |
|
0.618 |
0.9991 |
|
HIGH |
0.9863 |
|
0.618 |
0.9784 |
|
0.500 |
0.9760 |
|
0.382 |
0.9735 |
|
LOW |
0.9656 |
|
0.618 |
0.9528 |
|
1.000 |
0.9449 |
|
1.618 |
0.9321 |
|
2.618 |
0.9114 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 11-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9760 |
0.9763 |
| PP |
0.9731 |
0.9734 |
| S1 |
0.9703 |
0.9704 |
|