CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 26-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2008 |
26-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9979 |
1.0044 |
0.0065 |
0.7% |
1.0162 |
| High |
1.0080 |
1.0159 |
0.0079 |
0.8% |
1.0493 |
| Low |
0.9938 |
1.0012 |
0.0074 |
0.7% |
0.9994 |
| Close |
1.0017 |
1.0102 |
0.0085 |
0.8% |
1.0187 |
| Range |
0.0142 |
0.0147 |
0.0005 |
3.5% |
0.0499 |
| ATR |
0.0173 |
0.0172 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
69,099 |
102,857 |
33,758 |
48.9% |
748,382 |
|
| Daily Pivots for day following 26-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0464 |
1.0183 |
|
| R3 |
1.0385 |
1.0317 |
1.0142 |
|
| R2 |
1.0238 |
1.0238 |
1.0129 |
|
| R1 |
1.0170 |
1.0170 |
1.0115 |
1.0204 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0108 |
| S1 |
1.0023 |
1.0023 |
1.0089 |
1.0057 |
| S2 |
0.9944 |
0.9944 |
1.0075 |
|
| S3 |
0.9797 |
0.9876 |
1.0062 |
|
| S4 |
0.9650 |
0.9729 |
1.0021 |
|
|
| 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 |
1.0277 |
0.9938 |
0.0339 |
3.4% |
0.0186 |
1.8% |
48% |
False |
False |
124,991 |
| 10 |
1.0493 |
0.9708 |
0.0785 |
7.8% |
0.0223 |
2.2% |
50% |
False |
False |
135,108 |
| 20 |
1.0493 |
0.9380 |
0.1113 |
11.0% |
0.0174 |
1.7% |
65% |
False |
False |
71,932 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.9% |
0.0128 |
1.3% |
68% |
False |
False |
36,103 |
| 60 |
1.0493 |
0.9017 |
0.1476 |
14.6% |
0.0114 |
1.1% |
74% |
False |
False |
24,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0544 |
|
1.618 |
1.0397 |
|
1.000 |
1.0306 |
|
0.618 |
1.0250 |
|
HIGH |
1.0159 |
|
0.618 |
1.0103 |
|
0.500 |
1.0086 |
|
0.382 |
1.0068 |
|
LOW |
1.0012 |
|
0.618 |
0.9921 |
|
1.000 |
0.9865 |
|
1.618 |
0.9774 |
|
2.618 |
0.9627 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 26-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0084 |
| PP |
1.0091 |
1.0066 |
| S1 |
1.0086 |
1.0049 |
|