CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 28-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2008 |
28-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0073 |
-0.0068 |
-0.7% |
1.0117 |
| High |
1.0187 |
1.0134 |
-0.0053 |
-0.5% |
1.0187 |
| Low |
1.0025 |
1.0003 |
-0.0022 |
-0.2% |
0.9938 |
| Close |
1.0056 |
1.0100 |
0.0044 |
0.4% |
1.0100 |
| Range |
0.0162 |
0.0131 |
-0.0031 |
-19.1% |
0.0249 |
| ATR |
0.0171 |
0.0168 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
115,918 |
105,939 |
-9,979 |
-8.6% |
507,142 |
|
| Daily Pivots for day following 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0417 |
1.0172 |
|
| R3 |
1.0341 |
1.0286 |
1.0136 |
|
| R2 |
1.0210 |
1.0210 |
1.0124 |
|
| R1 |
1.0155 |
1.0155 |
1.0112 |
1.0183 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0093 |
| S1 |
1.0024 |
1.0024 |
1.0088 |
1.0052 |
| S2 |
0.9948 |
0.9948 |
1.0076 |
|
| S3 |
0.9817 |
0.9893 |
1.0064 |
|
| S4 |
0.9686 |
0.9762 |
1.0028 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0710 |
1.0237 |
|
| R3 |
1.0573 |
1.0461 |
1.0168 |
|
| R2 |
1.0324 |
1.0324 |
1.0146 |
|
| R1 |
1.0212 |
1.0212 |
1.0123 |
1.0144 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0041 |
| S1 |
0.9963 |
0.9963 |
1.0077 |
0.9895 |
| S2 |
0.9826 |
0.9826 |
1.0054 |
|
| S3 |
0.9577 |
0.9714 |
1.0032 |
|
| S4 |
0.9328 |
0.9465 |
0.9963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0187 |
0.9938 |
0.0249 |
2.5% |
0.0151 |
1.5% |
65% |
False |
False |
101,428 |
| 10 |
1.0493 |
0.9932 |
0.0561 |
5.6% |
0.0215 |
2.1% |
30% |
False |
False |
144,122 |
| 20 |
1.0493 |
0.9582 |
0.0911 |
9.0% |
0.0176 |
1.7% |
57% |
False |
False |
82,964 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
11.9% |
0.0131 |
1.3% |
67% |
False |
False |
41,642 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.5% |
0.0114 |
1.1% |
69% |
False |
False |
27,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0477 |
|
1.618 |
1.0346 |
|
1.000 |
1.0265 |
|
0.618 |
1.0215 |
|
HIGH |
1.0134 |
|
0.618 |
1.0084 |
|
0.500 |
1.0069 |
|
0.382 |
1.0053 |
|
LOW |
1.0003 |
|
0.618 |
0.9922 |
|
1.000 |
0.9872 |
|
1.618 |
0.9791 |
|
2.618 |
0.9660 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 28-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0098 |
| PP |
1.0079 |
1.0097 |
| S1 |
1.0069 |
1.0095 |
|