CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 27-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
1.0141 |
0.0097 |
1.0% |
1.0162 |
| High |
1.0159 |
1.0187 |
0.0028 |
0.3% |
1.0493 |
| Low |
1.0012 |
1.0025 |
0.0013 |
0.1% |
0.9994 |
| Close |
1.0102 |
1.0056 |
-0.0046 |
-0.5% |
1.0187 |
| Range |
0.0147 |
0.0162 |
0.0015 |
10.2% |
0.0499 |
| ATR |
0.0172 |
0.0171 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
102,857 |
115,918 |
13,061 |
12.7% |
748,382 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0478 |
1.0145 |
|
| R3 |
1.0413 |
1.0316 |
1.0101 |
|
| R2 |
1.0251 |
1.0251 |
1.0086 |
|
| R1 |
1.0154 |
1.0154 |
1.0071 |
1.0122 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0073 |
| S1 |
0.9992 |
0.9992 |
1.0041 |
0.9960 |
| S2 |
0.9927 |
0.9927 |
1.0026 |
|
| S3 |
0.9765 |
0.9830 |
1.0011 |
|
| S4 |
0.9603 |
0.9668 |
0.9967 |
|
|
| 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 |
1.0200 |
0.9938 |
0.0262 |
2.6% |
0.0161 |
1.6% |
45% |
False |
False |
115,472 |
| 10 |
1.0493 |
0.9881 |
0.0612 |
6.1% |
0.0221 |
2.2% |
29% |
False |
False |
142,346 |
| 20 |
1.0493 |
0.9437 |
0.1056 |
10.5% |
0.0176 |
1.8% |
59% |
False |
False |
77,699 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.0% |
0.0130 |
1.3% |
64% |
False |
False |
38,999 |
| 60 |
1.0493 |
0.9115 |
0.1378 |
13.7% |
0.0115 |
1.1% |
68% |
False |
False |
26,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0876 |
|
2.618 |
1.0611 |
|
1.618 |
1.0449 |
|
1.000 |
1.0349 |
|
0.618 |
1.0287 |
|
HIGH |
1.0187 |
|
0.618 |
1.0125 |
|
0.500 |
1.0106 |
|
0.382 |
1.0087 |
|
LOW |
1.0025 |
|
0.618 |
0.9925 |
|
1.000 |
0.9863 |
|
1.618 |
0.9763 |
|
2.618 |
0.9601 |
|
4.250 |
0.9337 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0063 |
| PP |
1.0089 |
1.0060 |
| S1 |
1.0073 |
1.0058 |
|