CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9685 |
0.0034 |
0.4% |
0.9773 |
| High |
0.9651 |
0.9734 |
0.0083 |
0.9% |
0.9773 |
| Low |
0.9651 |
0.9685 |
0.0034 |
0.4% |
0.9605 |
| Close |
0.9651 |
0.9703 |
0.0052 |
0.5% |
0.9703 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0168 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9854 |
0.9828 |
0.9730 |
|
| R3 |
0.9805 |
0.9779 |
0.9716 |
|
| R2 |
0.9756 |
0.9756 |
0.9712 |
|
| R1 |
0.9730 |
0.9730 |
0.9707 |
0.9743 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9714 |
| S1 |
0.9681 |
0.9681 |
0.9699 |
0.9694 |
| S2 |
0.9658 |
0.9658 |
0.9694 |
|
| S3 |
0.9609 |
0.9632 |
0.9690 |
|
| S4 |
0.9560 |
0.9583 |
0.9676 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0118 |
0.9795 |
|
| R3 |
1.0030 |
0.9950 |
0.9749 |
|
| R2 |
0.9862 |
0.9862 |
0.9734 |
|
| R1 |
0.9782 |
0.9782 |
0.9718 |
0.9738 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9672 |
| S1 |
0.9614 |
0.9614 |
0.9688 |
0.9570 |
| S2 |
0.9526 |
0.9526 |
0.9672 |
|
| S3 |
0.9358 |
0.9446 |
0.9657 |
|
| S4 |
0.9190 |
0.9278 |
0.9611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9942 |
|
2.618 |
0.9862 |
|
1.618 |
0.9813 |
|
1.000 |
0.9783 |
|
0.618 |
0.9764 |
|
HIGH |
0.9734 |
|
0.618 |
0.9715 |
|
0.500 |
0.9710 |
|
0.382 |
0.9704 |
|
LOW |
0.9685 |
|
0.618 |
0.9655 |
|
1.000 |
0.9636 |
|
1.618 |
0.9606 |
|
2.618 |
0.9557 |
|
4.250 |
0.9477 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9692 |
| PP |
0.9707 |
0.9681 |
| S1 |
0.9705 |
0.9670 |
|