CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 25-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2008 |
25-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
0.9974 |
-0.0091 |
-0.9% |
1.0189 |
| High |
1.0290 |
1.0070 |
-0.0220 |
-2.1% |
1.0505 |
| Low |
1.0000 |
0.9974 |
-0.0026 |
-0.3% |
1.0026 |
| Close |
0.9996 |
1.0052 |
0.0056 |
0.6% |
1.0220 |
| Range |
0.0290 |
0.0096 |
-0.0194 |
-66.9% |
0.0479 |
| ATR |
0.0138 |
0.0135 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
1,014 |
14 |
-1,000 |
-98.6% |
182 |
|
| Daily Pivots for day following 25-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0282 |
1.0105 |
|
| R3 |
1.0224 |
1.0186 |
1.0078 |
|
| R2 |
1.0128 |
1.0128 |
1.0070 |
|
| R1 |
1.0090 |
1.0090 |
1.0061 |
1.0109 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0042 |
| S1 |
0.9994 |
0.9994 |
1.0043 |
1.0013 |
| S2 |
0.9936 |
0.9936 |
1.0034 |
|
| S3 |
0.9840 |
0.9898 |
1.0026 |
|
| S4 |
0.9744 |
0.9802 |
0.9999 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1687 |
1.1433 |
1.0483 |
|
| R3 |
1.1208 |
1.0954 |
1.0352 |
|
| R2 |
1.0729 |
1.0729 |
1.0308 |
|
| R1 |
1.0475 |
1.0475 |
1.0264 |
1.0602 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0314 |
| S1 |
0.9996 |
0.9996 |
1.0176 |
1.0123 |
| S2 |
0.9771 |
0.9771 |
1.0132 |
|
| S3 |
0.9292 |
0.9517 |
1.0088 |
|
| S4 |
0.8813 |
0.9038 |
0.9957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0321 |
|
1.618 |
1.0225 |
|
1.000 |
1.0166 |
|
0.618 |
1.0129 |
|
HIGH |
1.0070 |
|
0.618 |
1.0033 |
|
0.500 |
1.0022 |
|
0.382 |
1.0011 |
|
LOW |
0.9974 |
|
0.618 |
0.9915 |
|
1.000 |
0.9878 |
|
1.618 |
0.9819 |
|
2.618 |
0.9723 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 25-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0132 |
| PP |
1.0032 |
1.0105 |
| S1 |
1.0022 |
1.0079 |
|