CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 25-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2008 |
25-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9384 |
0.0020 |
0.2% |
0.9336 |
| High |
0.9430 |
0.9391 |
-0.0039 |
-0.4% |
0.9441 |
| Low |
0.9364 |
0.9308 |
-0.0056 |
-0.6% |
0.9298 |
| Close |
0.9418 |
0.9318 |
-0.0100 |
-1.1% |
0.9418 |
| Range |
0.0066 |
0.0083 |
0.0017 |
25.8% |
0.0143 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.0% |
0.0000 |
| Volume |
684 |
1,036 |
352 |
51.5% |
2,655 |
|
| Daily Pivots for day following 25-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9588 |
0.9536 |
0.9364 |
|
| R3 |
0.9505 |
0.9453 |
0.9341 |
|
| R2 |
0.9422 |
0.9422 |
0.9333 |
|
| R1 |
0.9370 |
0.9370 |
0.9326 |
0.9355 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9331 |
| S1 |
0.9287 |
0.9287 |
0.9310 |
0.9272 |
| S2 |
0.9256 |
0.9256 |
0.9303 |
|
| S3 |
0.9173 |
0.9204 |
0.9295 |
|
| S4 |
0.9090 |
0.9121 |
0.9272 |
|
|
| Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9759 |
0.9497 |
|
| R3 |
0.9672 |
0.9616 |
0.9457 |
|
| R2 |
0.9529 |
0.9529 |
0.9444 |
|
| R1 |
0.9473 |
0.9473 |
0.9431 |
0.9501 |
| PP |
0.9386 |
0.9386 |
0.9386 |
0.9400 |
| S1 |
0.9330 |
0.9330 |
0.9405 |
0.9358 |
| S2 |
0.9243 |
0.9243 |
0.9392 |
|
| S3 |
0.9100 |
0.9187 |
0.9379 |
|
| S4 |
0.8957 |
0.9044 |
0.9339 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9744 |
|
2.618 |
0.9608 |
|
1.618 |
0.9525 |
|
1.000 |
0.9474 |
|
0.618 |
0.9442 |
|
HIGH |
0.9391 |
|
0.618 |
0.9359 |
|
0.500 |
0.9350 |
|
0.382 |
0.9340 |
|
LOW |
0.9308 |
|
0.618 |
0.9257 |
|
1.000 |
0.9225 |
|
1.618 |
0.9174 |
|
2.618 |
0.9091 |
|
4.250 |
0.8955 |
|
|
| Fisher Pivots for day following 25-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9350 |
0.9369 |
| PP |
0.9339 |
0.9352 |
| S1 |
0.9329 |
0.9335 |
|