CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 13-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2008 |
13-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9989 |
0.0101 |
1.0% |
0.9789 |
| High |
0.9888 |
1.0089 |
0.0201 |
2.0% |
0.9929 |
| Low |
0.9888 |
0.9989 |
0.0101 |
1.0% |
0.9711 |
| Close |
0.9888 |
0.9981 |
0.0093 |
0.9% |
0.9832 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0218 |
| ATR |
0.0092 |
0.0100 |
0.0008 |
8.5% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
194 |
|
| Daily Pivots for day following 13-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0250 |
1.0036 |
|
| R3 |
1.0220 |
1.0150 |
1.0009 |
|
| R2 |
1.0120 |
1.0120 |
0.9999 |
|
| R1 |
1.0050 |
1.0050 |
0.9990 |
1.0035 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0012 |
| S1 |
0.9950 |
0.9950 |
0.9972 |
0.9935 |
| S2 |
0.9920 |
0.9920 |
0.9963 |
|
| S3 |
0.9820 |
0.9850 |
0.9954 |
|
| S4 |
0.9720 |
0.9750 |
0.9926 |
|
|
| 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 |
1.0514 |
|
2.618 |
1.0351 |
|
1.618 |
1.0251 |
|
1.000 |
1.0189 |
|
0.618 |
1.0151 |
|
HIGH |
1.0089 |
|
0.618 |
1.0051 |
|
0.500 |
1.0039 |
|
0.382 |
1.0027 |
|
LOW |
0.9989 |
|
0.618 |
0.9927 |
|
1.000 |
0.9889 |
|
1.618 |
0.9827 |
|
2.618 |
0.9727 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 13-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
0.9956 |
| PP |
1.0020 |
0.9932 |
| S1 |
1.0000 |
0.9907 |
|