CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9900 |
0.0183 |
1.9% |
0.9699 |
| High |
0.9890 |
1.0071 |
0.0181 |
1.8% |
0.9909 |
| Low |
0.9708 |
0.9881 |
0.0173 |
1.8% |
0.9652 |
| Close |
0.9852 |
0.9946 |
0.0094 |
1.0% |
0.9796 |
| Range |
0.0182 |
0.0190 |
0.0008 |
4.4% |
0.0257 |
| ATR |
0.0117 |
0.0124 |
0.0007 |
6.2% |
0.0000 |
| Volume |
43,532 |
88,184 |
44,652 |
102.6% |
17,154 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0431 |
1.0051 |
|
| R3 |
1.0346 |
1.0241 |
0.9998 |
|
| R2 |
1.0156 |
1.0156 |
0.9981 |
|
| R1 |
1.0051 |
1.0051 |
0.9963 |
1.0104 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9992 |
| S1 |
0.9861 |
0.9861 |
0.9929 |
0.9914 |
| S2 |
0.9776 |
0.9776 |
0.9911 |
|
| S3 |
0.9586 |
0.9671 |
0.9894 |
|
| S4 |
0.9396 |
0.9481 |
0.9842 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0433 |
0.9937 |
|
| R3 |
1.0300 |
1.0176 |
0.9867 |
|
| R2 |
1.0043 |
1.0043 |
0.9843 |
|
| R1 |
0.9919 |
0.9919 |
0.9820 |
0.9981 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9817 |
| S1 |
0.9662 |
0.9662 |
0.9772 |
0.9724 |
| S2 |
0.9529 |
0.9529 |
0.9749 |
|
| S3 |
0.9272 |
0.9405 |
0.9725 |
|
| S4 |
0.9015 |
0.9148 |
0.9655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0071 |
0.9702 |
0.0369 |
3.7% |
0.0171 |
1.7% |
66% |
True |
False |
41,033 |
| 10 |
1.0071 |
0.9582 |
0.0489 |
4.9% |
0.0136 |
1.4% |
74% |
True |
False |
21,807 |
| 20 |
1.0071 |
0.9297 |
0.0774 |
7.8% |
0.0118 |
1.2% |
84% |
True |
False |
11,165 |
| 40 |
1.0071 |
0.9287 |
0.0784 |
7.9% |
0.0100 |
1.0% |
84% |
True |
False |
5,717 |
| 60 |
1.0071 |
0.8882 |
0.1189 |
12.0% |
0.0087 |
0.9% |
89% |
True |
False |
3,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0879 |
|
2.618 |
1.0568 |
|
1.618 |
1.0378 |
|
1.000 |
1.0261 |
|
0.618 |
1.0188 |
|
HIGH |
1.0071 |
|
0.618 |
0.9998 |
|
0.500 |
0.9976 |
|
0.382 |
0.9954 |
|
LOW |
0.9881 |
|
0.618 |
0.9764 |
|
1.000 |
0.9691 |
|
1.618 |
0.9574 |
|
2.618 |
0.9384 |
|
4.250 |
0.9074 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9976 |
0.9926 |
| PP |
0.9966 |
0.9906 |
| S1 |
0.9956 |
0.9887 |
|