CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 19-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0032 |
-0.0284 |
-2.8% |
0.9796 |
| High |
1.0362 |
1.0277 |
-0.0085 |
-0.8% |
1.0160 |
| Low |
1.0040 |
0.9994 |
-0.0046 |
-0.5% |
0.9702 |
| Close |
1.0132 |
1.0095 |
-0.0037 |
-0.4% |
1.0125 |
| Range |
0.0322 |
0.0283 |
-0.0039 |
-12.1% |
0.0458 |
| ATR |
0.0162 |
0.0171 |
0.0009 |
5.3% |
0.0000 |
| Volume |
193,363 |
163,517 |
-29,846 |
-15.4% |
386,106 |
|
| Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0816 |
1.0251 |
|
| R3 |
1.0688 |
1.0533 |
1.0173 |
|
| R2 |
1.0405 |
1.0405 |
1.0147 |
|
| R1 |
1.0250 |
1.0250 |
1.0121 |
1.0328 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0161 |
| S1 |
0.9967 |
0.9967 |
1.0069 |
1.0045 |
| S2 |
0.9839 |
0.9839 |
1.0043 |
|
| S3 |
0.9556 |
0.9684 |
1.0017 |
|
| S4 |
0.9273 |
0.9401 |
0.9939 |
|
|
| 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 |
0.9881 |
0.0612 |
6.1% |
0.0281 |
2.8% |
35% |
False |
False |
169,221 |
| 10 |
1.0493 |
0.9667 |
0.0826 |
8.2% |
0.0221 |
2.2% |
52% |
False |
False |
97,114 |
| 20 |
1.0493 |
0.9307 |
0.1186 |
11.7% |
0.0157 |
1.6% |
66% |
False |
False |
48,996 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.9% |
0.0120 |
1.2% |
67% |
False |
False |
24,620 |
| 60 |
1.0493 |
0.8882 |
0.1611 |
16.0% |
0.0105 |
1.0% |
75% |
False |
False |
16,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1480 |
|
2.618 |
1.1018 |
|
1.618 |
1.0735 |
|
1.000 |
1.0560 |
|
0.618 |
1.0452 |
|
HIGH |
1.0277 |
|
0.618 |
1.0169 |
|
0.500 |
1.0136 |
|
0.382 |
1.0102 |
|
LOW |
0.9994 |
|
0.618 |
0.9819 |
|
1.000 |
0.9711 |
|
1.618 |
0.9536 |
|
2.618 |
0.9253 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 19-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0244 |
| PP |
1.0122 |
1.0194 |
| S1 |
1.0109 |
1.0145 |
|