CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 20-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2008 |
20-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0032 |
1.0169 |
0.0137 |
1.4% |
0.9796 |
| High |
1.0277 |
1.0200 |
-0.0077 |
-0.7% |
1.0160 |
| Low |
0.9994 |
1.0019 |
0.0025 |
0.3% |
0.9702 |
| Close |
1.0095 |
1.0187 |
0.0092 |
0.9% |
1.0125 |
| Range |
0.0283 |
0.0181 |
-0.0102 |
-36.0% |
0.0458 |
| ATR |
0.0171 |
0.0171 |
0.0001 |
0.4% |
0.0000 |
| Volume |
163,517 |
176,157 |
12,640 |
7.7% |
386,106 |
|
| Daily Pivots for day following 20-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0614 |
1.0287 |
|
| R3 |
1.0497 |
1.0433 |
1.0237 |
|
| R2 |
1.0316 |
1.0316 |
1.0220 |
|
| R1 |
1.0252 |
1.0252 |
1.0204 |
1.0284 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0152 |
| S1 |
1.0071 |
1.0071 |
1.0170 |
1.0103 |
| S2 |
0.9954 |
0.9954 |
1.0154 |
|
| S3 |
0.9773 |
0.9890 |
1.0137 |
|
| S4 |
0.9592 |
0.9709 |
1.0087 |
|
|
| 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 |
0.9932 |
0.0561 |
5.5% |
0.0279 |
2.7% |
45% |
False |
False |
186,816 |
| 10 |
1.0493 |
0.9702 |
0.0791 |
7.8% |
0.0225 |
2.2% |
61% |
False |
False |
113,924 |
| 20 |
1.0493 |
0.9308 |
0.1185 |
11.6% |
0.0162 |
1.6% |
74% |
False |
False |
57,768 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.8% |
0.0122 |
1.2% |
75% |
False |
False |
29,002 |
| 60 |
1.0493 |
0.8882 |
0.1611 |
15.8% |
0.0108 |
1.1% |
81% |
False |
False |
19,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0674 |
|
1.618 |
1.0493 |
|
1.000 |
1.0381 |
|
0.618 |
1.0312 |
|
HIGH |
1.0200 |
|
0.618 |
1.0131 |
|
0.500 |
1.0110 |
|
0.382 |
1.0088 |
|
LOW |
1.0019 |
|
0.618 |
0.9907 |
|
1.000 |
0.9838 |
|
1.618 |
0.9726 |
|
2.618 |
0.9545 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 20-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0184 |
| PP |
1.0135 |
1.0181 |
| S1 |
1.0110 |
1.0178 |
|