CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 02-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
0.9868 |
-0.0189 |
-1.9% |
1.0117 |
| High |
1.0086 |
0.9893 |
-0.0193 |
-1.9% |
1.0187 |
| Low |
0.9830 |
0.9766 |
-0.0064 |
-0.7% |
0.9938 |
| Close |
0.9845 |
0.9808 |
-0.0037 |
-0.4% |
1.0100 |
| Range |
0.0256 |
0.0127 |
-0.0129 |
-50.4% |
0.0249 |
| ATR |
0.0172 |
0.0169 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
95,795 |
159,645 |
63,850 |
66.7% |
507,142 |
|
| Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0133 |
0.9878 |
|
| R3 |
1.0076 |
1.0006 |
0.9843 |
|
| R2 |
0.9949 |
0.9949 |
0.9831 |
|
| R1 |
0.9879 |
0.9879 |
0.9820 |
0.9851 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9808 |
| S1 |
0.9752 |
0.9752 |
0.9796 |
0.9724 |
| S2 |
0.9695 |
0.9695 |
0.9785 |
|
| S3 |
0.9568 |
0.9625 |
0.9773 |
|
| S4 |
0.9441 |
0.9498 |
0.9738 |
|
|
| 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 |
0.9766 |
0.0421 |
4.3% |
0.0163 |
1.7% |
10% |
False |
True |
112,994 |
| 10 |
1.0277 |
0.9766 |
0.0511 |
5.2% |
0.0175 |
1.8% |
8% |
False |
True |
118,992 |
| 20 |
1.0493 |
0.9652 |
0.0841 |
8.6% |
0.0187 |
1.9% |
19% |
False |
False |
99,942 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0139 |
1.4% |
43% |
False |
False |
50,209 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.9% |
0.0119 |
1.2% |
46% |
False |
False |
33,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0433 |
|
2.618 |
1.0225 |
|
1.618 |
1.0098 |
|
1.000 |
1.0020 |
|
0.618 |
0.9971 |
|
HIGH |
0.9893 |
|
0.618 |
0.9844 |
|
0.500 |
0.9830 |
|
0.382 |
0.9815 |
|
LOW |
0.9766 |
|
0.618 |
0.9688 |
|
1.000 |
0.9639 |
|
1.618 |
0.9561 |
|
2.618 |
0.9434 |
|
4.250 |
0.9226 |
|
|
| Fisher Pivots for day following 02-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9830 |
0.9964 |
| PP |
0.9822 |
0.9912 |
| S1 |
0.9815 |
0.9860 |
|