CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 26-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9314 |
-0.0070 |
-0.7% |
0.9336 |
| High |
0.9391 |
0.9394 |
0.0003 |
0.0% |
0.9441 |
| Low |
0.9308 |
0.9314 |
0.0006 |
0.1% |
0.9298 |
| Close |
0.9318 |
0.9388 |
0.0070 |
0.8% |
0.9418 |
| Range |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0143 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,036 |
280 |
-756 |
-73.0% |
2,655 |
|
| Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9605 |
0.9577 |
0.9432 |
|
| R3 |
0.9525 |
0.9497 |
0.9410 |
|
| R2 |
0.9445 |
0.9445 |
0.9403 |
|
| R1 |
0.9417 |
0.9417 |
0.9395 |
0.9431 |
| PP |
0.9365 |
0.9365 |
0.9365 |
0.9373 |
| S1 |
0.9337 |
0.9337 |
0.9381 |
0.9351 |
| S2 |
0.9285 |
0.9285 |
0.9373 |
|
| S3 |
0.9205 |
0.9257 |
0.9366 |
|
| S4 |
0.9125 |
0.9177 |
0.9344 |
|
|
| 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 |
0.9734 |
|
2.618 |
0.9603 |
|
1.618 |
0.9523 |
|
1.000 |
0.9474 |
|
0.618 |
0.9443 |
|
HIGH |
0.9394 |
|
0.618 |
0.9363 |
|
0.500 |
0.9354 |
|
0.382 |
0.9345 |
|
LOW |
0.9314 |
|
0.618 |
0.9265 |
|
1.000 |
0.9234 |
|
1.618 |
0.9185 |
|
2.618 |
0.9105 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 26-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9377 |
0.9382 |
| PP |
0.9365 |
0.9375 |
| S1 |
0.9354 |
0.9369 |
|