CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9668 |
-0.0079 |
-0.8% |
0.9663 |
| High |
0.9747 |
0.9668 |
-0.0079 |
-0.8% |
0.9785 |
| Low |
0.9644 |
0.9554 |
-0.0090 |
-0.9% |
0.9612 |
| Close |
0.9647 |
0.9610 |
-0.0037 |
-0.4% |
0.9757 |
| Range |
0.0103 |
0.0114 |
0.0011 |
10.7% |
0.0173 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
1.9% |
0.0000 |
| Volume |
90 |
667 |
577 |
641.1% |
2,528 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9895 |
0.9673 |
|
| R3 |
0.9839 |
0.9781 |
0.9641 |
|
| R2 |
0.9725 |
0.9725 |
0.9631 |
|
| R1 |
0.9667 |
0.9667 |
0.9620 |
0.9639 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9597 |
| S1 |
0.9553 |
0.9553 |
0.9600 |
0.9525 |
| S2 |
0.9497 |
0.9497 |
0.9589 |
|
| S3 |
0.9383 |
0.9439 |
0.9579 |
|
| S4 |
0.9269 |
0.9325 |
0.9547 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0170 |
0.9852 |
|
| R3 |
1.0064 |
0.9997 |
0.9805 |
|
| R2 |
0.9891 |
0.9891 |
0.9789 |
|
| R1 |
0.9824 |
0.9824 |
0.9773 |
0.9858 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9735 |
| S1 |
0.9651 |
0.9651 |
0.9741 |
0.9685 |
| S2 |
0.9545 |
0.9545 |
0.9725 |
|
| S3 |
0.9372 |
0.9478 |
0.9709 |
|
| S4 |
0.9199 |
0.9305 |
0.9662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9785 |
0.9554 |
0.0231 |
2.4% |
0.0099 |
1.0% |
24% |
False |
True |
508 |
| 10 |
0.9785 |
0.9554 |
0.0231 |
2.4% |
0.0087 |
0.9% |
24% |
False |
True |
533 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0088 |
0.9% |
31% |
False |
False |
397 |
| 40 |
1.0062 |
0.9530 |
0.0532 |
5.5% |
0.0076 |
0.8% |
15% |
False |
False |
260 |
| 60 |
1.0505 |
0.9530 |
0.0975 |
10.1% |
0.0085 |
0.9% |
8% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0153 |
|
2.618 |
0.9966 |
|
1.618 |
0.9852 |
|
1.000 |
0.9782 |
|
0.618 |
0.9738 |
|
HIGH |
0.9668 |
|
0.618 |
0.9624 |
|
0.500 |
0.9611 |
|
0.382 |
0.9598 |
|
LOW |
0.9554 |
|
0.618 |
0.9484 |
|
1.000 |
0.9440 |
|
1.618 |
0.9370 |
|
2.618 |
0.9256 |
|
4.250 |
0.9070 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9611 |
0.9651 |
| PP |
0.9611 |
0.9637 |
| S1 |
0.9610 |
0.9624 |
|