CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0116 |
1.0057 |
-0.0059 |
-0.6% |
1.0117 |
| High |
1.0162 |
1.0086 |
-0.0076 |
-0.7% |
1.0187 |
| Low |
1.0021 |
0.9830 |
-0.0191 |
-1.9% |
0.9938 |
| Close |
1.0071 |
0.9845 |
-0.0226 |
-2.2% |
1.0100 |
| Range |
0.0141 |
0.0256 |
0.0115 |
81.6% |
0.0249 |
| ATR |
0.0166 |
0.0172 |
0.0006 |
3.9% |
0.0000 |
| Volume |
87,673 |
95,795 |
8,122 |
9.3% |
507,142 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0523 |
0.9986 |
|
| R3 |
1.0432 |
1.0267 |
0.9915 |
|
| R2 |
1.0176 |
1.0176 |
0.9892 |
|
| R1 |
1.0011 |
1.0011 |
0.9868 |
0.9966 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9898 |
| S1 |
0.9755 |
0.9755 |
0.9822 |
0.9710 |
| S2 |
0.9664 |
0.9664 |
0.9798 |
|
| S3 |
0.9408 |
0.9499 |
0.9775 |
|
| S4 |
0.9152 |
0.9243 |
0.9704 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0710 |
1.0237 |
|
| R3 |
1.0573 |
1.0461 |
1.0168 |
|
| R2 |
1.0324 |
1.0324 |
1.0146 |
|
| R1 |
1.0212 |
1.0212 |
1.0123 |
1.0144 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0041 |
| S1 |
0.9963 |
0.9963 |
1.0077 |
0.9895 |
| S2 |
0.9826 |
0.9826 |
1.0054 |
|
| S3 |
0.9577 |
0.9714 |
1.0032 |
|
| S4 |
0.9328 |
0.9465 |
0.9963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0187 |
0.9830 |
0.0357 |
3.6% |
0.0167 |
1.7% |
4% |
False |
True |
101,636 |
| 10 |
1.0362 |
0.9830 |
0.0532 |
5.4% |
0.0194 |
2.0% |
3% |
False |
True |
122,364 |
| 20 |
1.0493 |
0.9652 |
0.0841 |
8.5% |
0.0185 |
1.9% |
23% |
False |
False |
92,065 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0138 |
1.4% |
46% |
False |
False |
46,219 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.8% |
0.0118 |
1.2% |
49% |
False |
False |
30,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1174 |
|
2.618 |
1.0756 |
|
1.618 |
1.0500 |
|
1.000 |
1.0342 |
|
0.618 |
1.0244 |
|
HIGH |
1.0086 |
|
0.618 |
0.9988 |
|
0.500 |
0.9958 |
|
0.382 |
0.9928 |
|
LOW |
0.9830 |
|
0.618 |
0.9672 |
|
1.000 |
0.9574 |
|
1.618 |
0.9416 |
|
2.618 |
0.9160 |
|
4.250 |
0.8742 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9996 |
| PP |
0.9920 |
0.9946 |
| S1 |
0.9883 |
0.9895 |
|