CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9812 |
0.9856 |
0.0044 |
0.4% |
0.9789 |
| High |
0.9839 |
0.9929 |
0.0090 |
0.9% |
0.9929 |
| Low |
0.9810 |
0.9856 |
0.0046 |
0.5% |
0.9711 |
| Close |
0.9809 |
0.9832 |
0.0023 |
0.2% |
0.9832 |
| Range |
0.0029 |
0.0073 |
0.0044 |
151.7% |
0.0218 |
| ATR |
|
|
|
|
|
| Volume |
12 |
32 |
20 |
166.7% |
194 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0091 |
1.0035 |
0.9872 |
|
| R3 |
1.0018 |
0.9962 |
0.9852 |
|
| R2 |
0.9945 |
0.9945 |
0.9845 |
|
| R1 |
0.9889 |
0.9889 |
0.9839 |
0.9881 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9868 |
| S1 |
0.9816 |
0.9816 |
0.9825 |
0.9808 |
| S2 |
0.9799 |
0.9799 |
0.9819 |
|
| S3 |
0.9726 |
0.9743 |
0.9812 |
|
| S4 |
0.9653 |
0.9670 |
0.9792 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0373 |
0.9952 |
|
| R3 |
1.0260 |
1.0155 |
0.9892 |
|
| R2 |
1.0042 |
1.0042 |
0.9872 |
|
| R1 |
0.9937 |
0.9937 |
0.9852 |
0.9990 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9850 |
| S1 |
0.9719 |
0.9719 |
0.9812 |
0.9772 |
| S2 |
0.9606 |
0.9606 |
0.9792 |
|
| S3 |
0.9388 |
0.9501 |
0.9772 |
|
| S4 |
0.9170 |
0.9283 |
0.9712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0120 |
|
1.618 |
1.0047 |
|
1.000 |
1.0002 |
|
0.618 |
0.9974 |
|
HIGH |
0.9929 |
|
0.618 |
0.9901 |
|
0.500 |
0.9893 |
|
0.382 |
0.9884 |
|
LOW |
0.9856 |
|
0.618 |
0.9811 |
|
1.000 |
0.9783 |
|
1.618 |
0.9738 |
|
2.618 |
0.9665 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9893 |
0.9828 |
| PP |
0.9872 |
0.9824 |
| S1 |
0.9852 |
0.9820 |
|