CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
0.9979 |
-0.0138 |
-1.4% |
1.0162 |
| High |
1.0127 |
1.0080 |
-0.0047 |
-0.5% |
1.0493 |
| Low |
0.9952 |
0.9938 |
-0.0014 |
-0.1% |
0.9994 |
| Close |
0.9963 |
1.0017 |
0.0054 |
0.5% |
1.0187 |
| Range |
0.0175 |
0.0142 |
-0.0033 |
-18.9% |
0.0499 |
| ATR |
0.0176 |
0.0173 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
113,329 |
69,099 |
-44,230 |
-39.0% |
748,382 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0369 |
1.0095 |
|
| R3 |
1.0296 |
1.0227 |
1.0056 |
|
| R2 |
1.0154 |
1.0154 |
1.0043 |
|
| R1 |
1.0085 |
1.0085 |
1.0030 |
1.0120 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0029 |
| S1 |
0.9943 |
0.9943 |
1.0004 |
0.9978 |
| S2 |
0.9870 |
0.9870 |
0.9991 |
|
| S3 |
0.9728 |
0.9801 |
0.9978 |
|
| S4 |
0.9586 |
0.9659 |
0.9939 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1722 |
1.1453 |
1.0461 |
|
| R3 |
1.1223 |
1.0954 |
1.0324 |
|
| R2 |
1.0724 |
1.0724 |
1.0278 |
|
| R1 |
1.0455 |
1.0455 |
1.0233 |
1.0590 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0292 |
| S1 |
0.9956 |
0.9956 |
1.0141 |
1.0091 |
| S2 |
0.9726 |
0.9726 |
1.0096 |
|
| S3 |
0.9227 |
0.9457 |
1.0050 |
|
| S4 |
0.8728 |
0.8958 |
0.9913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0362 |
0.9938 |
0.0424 |
4.2% |
0.0221 |
2.2% |
19% |
False |
True |
143,093 |
| 10 |
1.0493 |
0.9702 |
0.0791 |
7.9% |
0.0229 |
2.3% |
40% |
False |
False |
130,679 |
| 20 |
1.0493 |
0.9314 |
0.1179 |
11.8% |
0.0170 |
1.7% |
60% |
False |
False |
66,803 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.0% |
0.0126 |
1.3% |
61% |
False |
False |
33,549 |
| 60 |
1.0493 |
0.8978 |
0.1515 |
15.1% |
0.0112 |
1.1% |
69% |
False |
False |
22,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0452 |
|
1.618 |
1.0310 |
|
1.000 |
1.0222 |
|
0.618 |
1.0168 |
|
HIGH |
1.0080 |
|
0.618 |
1.0026 |
|
0.500 |
1.0009 |
|
0.382 |
0.9992 |
|
LOW |
0.9938 |
|
0.618 |
0.9850 |
|
1.000 |
0.9796 |
|
1.618 |
0.9708 |
|
2.618 |
0.9566 |
|
4.250 |
0.9335 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0069 |
| PP |
1.0012 |
1.0052 |
| S1 |
1.0009 |
1.0034 |
|