CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 18-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
18-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0316 |
0.0154 |
1.5% |
0.9796 |
| High |
1.0493 |
1.0362 |
-0.0131 |
-1.2% |
1.0160 |
| Low |
1.0112 |
1.0040 |
-0.0072 |
-0.7% |
0.9702 |
| Close |
1.0305 |
1.0132 |
-0.0173 |
-1.7% |
1.0125 |
| Range |
0.0381 |
0.0322 |
-0.0059 |
-15.5% |
0.0458 |
| ATR |
0.0150 |
0.0162 |
0.0012 |
8.2% |
0.0000 |
| Volume |
215,345 |
193,363 |
-21,982 |
-10.2% |
386,106 |
|
| Daily Pivots for day following 18-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.0960 |
1.0309 |
|
| R3 |
1.0822 |
1.0638 |
1.0221 |
|
| R2 |
1.0500 |
1.0500 |
1.0191 |
|
| R1 |
1.0316 |
1.0316 |
1.0162 |
1.0247 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0144 |
| S1 |
0.9994 |
0.9994 |
1.0102 |
0.9925 |
| S2 |
0.9856 |
0.9856 |
1.0073 |
|
| S3 |
0.9534 |
0.9672 |
1.0043 |
|
| S4 |
0.9212 |
0.9350 |
0.9955 |
|
|
| 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 |
1.0493 |
0.9708 |
0.0785 |
7.7% |
0.0261 |
2.6% |
54% |
False |
False |
145,224 |
| 10 |
1.0493 |
0.9652 |
0.0841 |
8.3% |
0.0200 |
2.0% |
57% |
False |
False |
80,891 |
| 20 |
1.0493 |
0.9298 |
0.1195 |
11.8% |
0.0147 |
1.4% |
70% |
False |
False |
40,855 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.9% |
0.0116 |
1.1% |
70% |
False |
False |
20,553 |
| 60 |
1.0493 |
0.8882 |
0.1611 |
15.9% |
0.0102 |
1.0% |
78% |
False |
False |
13,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1731 |
|
2.618 |
1.1205 |
|
1.618 |
1.0883 |
|
1.000 |
1.0684 |
|
0.618 |
1.0561 |
|
HIGH |
1.0362 |
|
0.618 |
1.0239 |
|
0.500 |
1.0201 |
|
0.382 |
1.0163 |
|
LOW |
1.0040 |
|
0.618 |
0.9841 |
|
1.000 |
0.9718 |
|
1.618 |
0.9519 |
|
2.618 |
0.9197 |
|
4.250 |
0.8672 |
|
|
| Fisher Pivots for day following 18-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0213 |
| PP |
1.0178 |
1.0186 |
| S1 |
1.0155 |
1.0159 |
|