CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 03-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2008 |
03-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9699 |
0.0099 |
1.0% |
0.9384 |
| High |
0.9689 |
0.9801 |
0.0112 |
1.2% |
0.9689 |
| Low |
0.9582 |
0.9697 |
0.0115 |
1.2% |
0.9308 |
| Close |
0.9675 |
0.9751 |
0.0076 |
0.8% |
0.9675 |
| Range |
0.0107 |
0.0104 |
-0.0003 |
-2.8% |
0.0381 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
514 |
933 |
419 |
81.5% |
3,039 |
|
| Daily Pivots for day following 03-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0010 |
0.9808 |
|
| R3 |
0.9958 |
0.9906 |
0.9780 |
|
| R2 |
0.9854 |
0.9854 |
0.9770 |
|
| R1 |
0.9802 |
0.9802 |
0.9761 |
0.9828 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9763 |
| S1 |
0.9698 |
0.9698 |
0.9741 |
0.9724 |
| S2 |
0.9646 |
0.9646 |
0.9732 |
|
| S3 |
0.9542 |
0.9594 |
0.9722 |
|
| S4 |
0.9438 |
0.9490 |
0.9694 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0700 |
1.0569 |
0.9885 |
|
| R3 |
1.0319 |
1.0188 |
0.9780 |
|
| R2 |
0.9938 |
0.9938 |
0.9745 |
|
| R1 |
0.9807 |
0.9807 |
0.9710 |
0.9873 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9590 |
| S1 |
0.9426 |
0.9426 |
0.9640 |
0.9492 |
| S2 |
0.9176 |
0.9176 |
0.9605 |
|
| S3 |
0.8795 |
0.9045 |
0.9570 |
|
| S4 |
0.8414 |
0.8664 |
0.9465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0073 |
|
1.618 |
0.9969 |
|
1.000 |
0.9905 |
|
0.618 |
0.9865 |
|
HIGH |
0.9801 |
|
0.618 |
0.9761 |
|
0.500 |
0.9749 |
|
0.382 |
0.9737 |
|
LOW |
0.9697 |
|
0.618 |
0.9633 |
|
1.000 |
0.9593 |
|
1.618 |
0.9529 |
|
2.618 |
0.9425 |
|
4.250 |
0.9255 |
|
|
| Fisher Pivots for day following 03-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9707 |
| PP |
0.9750 |
0.9663 |
| S1 |
0.9749 |
0.9619 |
|