CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 14-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2008 |
14-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
1.0009 |
0.0109 |
1.1% |
0.9796 |
| High |
1.0071 |
1.0160 |
0.0089 |
0.9% |
1.0160 |
| Low |
0.9881 |
0.9932 |
0.0051 |
0.5% |
0.9702 |
| Close |
0.9946 |
1.0125 |
0.0179 |
1.8% |
1.0125 |
| Range |
0.0190 |
0.0228 |
0.0038 |
20.0% |
0.0458 |
| ATR |
0.0124 |
0.0132 |
0.0007 |
6.0% |
0.0000 |
| Volume |
88,184 |
185,698 |
97,514 |
110.6% |
386,106 |
|
| Daily Pivots for day following 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0756 |
1.0669 |
1.0250 |
|
| R3 |
1.0528 |
1.0441 |
1.0188 |
|
| R2 |
1.0300 |
1.0300 |
1.0167 |
|
| R1 |
1.0213 |
1.0213 |
1.0146 |
1.0257 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0094 |
| S1 |
0.9985 |
0.9985 |
1.0104 |
1.0029 |
| S2 |
0.9844 |
0.9844 |
1.0083 |
|
| S3 |
0.9616 |
0.9757 |
1.0062 |
|
| S4 |
0.9388 |
0.9529 |
1.0000 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1370 |
1.1205 |
1.0377 |
|
| R3 |
1.0912 |
1.0747 |
1.0251 |
|
| R2 |
1.0454 |
1.0454 |
1.0209 |
|
| R1 |
1.0289 |
1.0289 |
1.0167 |
1.0372 |
| PP |
0.9996 |
0.9996 |
0.9996 |
1.0037 |
| S1 |
0.9831 |
0.9831 |
1.0083 |
0.9914 |
| S2 |
0.9538 |
0.9538 |
1.0041 |
|
| S3 |
0.9080 |
0.9373 |
0.9999 |
|
| S4 |
0.8622 |
0.8915 |
0.9873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
0.9702 |
0.0458 |
4.5% |
0.0182 |
1.8% |
92% |
True |
False |
77,221 |
| 10 |
1.0160 |
0.9652 |
0.0508 |
5.0% |
0.0148 |
1.5% |
93% |
True |
False |
40,326 |
| 20 |
1.0160 |
0.9298 |
0.0862 |
8.5% |
0.0125 |
1.2% |
96% |
True |
False |
20,447 |
| 40 |
1.0160 |
0.9287 |
0.0873 |
8.6% |
0.0103 |
1.0% |
96% |
True |
False |
10,356 |
| 60 |
1.0160 |
0.8882 |
0.1278 |
12.6% |
0.0090 |
0.9% |
97% |
True |
False |
6,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.0757 |
|
1.618 |
1.0529 |
|
1.000 |
1.0388 |
|
0.618 |
1.0301 |
|
HIGH |
1.0160 |
|
0.618 |
1.0073 |
|
0.500 |
1.0046 |
|
0.382 |
1.0019 |
|
LOW |
0.9932 |
|
0.618 |
0.9791 |
|
1.000 |
0.9704 |
|
1.618 |
0.9563 |
|
2.618 |
0.9335 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 14-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0061 |
| PP |
1.0072 |
0.9998 |
| S1 |
1.0046 |
0.9934 |
|