CME Japanese Yen Future September 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 |
1.0052 |
1.0170 |
0.0118 |
1.2% |
1.0189 |
| High |
1.0052 |
1.0170 |
0.0118 |
1.2% |
1.0505 |
| Low |
1.0052 |
1.0067 |
0.0015 |
0.1% |
1.0026 |
| Close |
1.0137 |
1.0091 |
-0.0046 |
-0.5% |
1.0220 |
| Range |
0.0000 |
0.0103 |
0.0103 |
|
0.0479 |
| ATR |
0.0125 |
0.0124 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
20 |
5 |
-15 |
-75.0% |
182 |
|
| Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0358 |
1.0148 |
|
| R3 |
1.0315 |
1.0255 |
1.0119 |
|
| R2 |
1.0212 |
1.0212 |
1.0110 |
|
| R1 |
1.0152 |
1.0152 |
1.0100 |
1.0131 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0099 |
| S1 |
1.0049 |
1.0049 |
1.0082 |
1.0028 |
| S2 |
1.0006 |
1.0006 |
1.0072 |
|
| S3 |
0.9903 |
0.9946 |
1.0063 |
|
| S4 |
0.9800 |
0.9843 |
1.0034 |
|
|
| 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 |
1.0608 |
|
2.618 |
1.0440 |
|
1.618 |
1.0337 |
|
1.000 |
1.0273 |
|
0.618 |
1.0234 |
|
HIGH |
1.0170 |
|
0.618 |
1.0131 |
|
0.500 |
1.0119 |
|
0.382 |
1.0106 |
|
LOW |
1.0067 |
|
0.618 |
1.0003 |
|
1.000 |
0.9964 |
|
1.618 |
0.9900 |
|
2.618 |
0.9797 |
|
4.250 |
0.9629 |
|
|
| Fisher Pivots for day following 27-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0085 |
| PP |
1.0109 |
1.0078 |
| S1 |
1.0100 |
1.0072 |
|