CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9811 |
-0.0057 |
-0.6% |
1.0117 |
| High |
0.9893 |
0.9838 |
-0.0055 |
-0.6% |
1.0187 |
| Low |
0.9766 |
0.9750 |
-0.0016 |
-0.2% |
0.9938 |
| Close |
0.9808 |
0.9809 |
0.0001 |
0.0% |
1.0100 |
| Range |
0.0127 |
0.0088 |
-0.0039 |
-30.7% |
0.0249 |
| ATR |
0.0169 |
0.0163 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
159,645 |
132,098 |
-27,547 |
-17.3% |
507,142 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0024 |
0.9857 |
|
| R3 |
0.9975 |
0.9936 |
0.9833 |
|
| R2 |
0.9887 |
0.9887 |
0.9825 |
|
| R1 |
0.9848 |
0.9848 |
0.9817 |
0.9824 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9787 |
| S1 |
0.9760 |
0.9760 |
0.9801 |
0.9736 |
| S2 |
0.9711 |
0.9711 |
0.9793 |
|
| S3 |
0.9623 |
0.9672 |
0.9785 |
|
| S4 |
0.9535 |
0.9584 |
0.9761 |
|
|
| 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 |
1.0162 |
0.9750 |
0.0412 |
4.2% |
0.0149 |
1.5% |
14% |
False |
True |
116,230 |
| 10 |
1.0200 |
0.9750 |
0.0450 |
4.6% |
0.0155 |
1.6% |
13% |
False |
True |
115,851 |
| 20 |
1.0493 |
0.9667 |
0.0826 |
8.4% |
0.0188 |
1.9% |
17% |
False |
False |
106,482 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0140 |
1.4% |
43% |
False |
False |
53,510 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.9% |
0.0120 |
1.2% |
46% |
False |
False |
35,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0068 |
|
1.618 |
0.9980 |
|
1.000 |
0.9926 |
|
0.618 |
0.9892 |
|
HIGH |
0.9838 |
|
0.618 |
0.9804 |
|
0.500 |
0.9794 |
|
0.382 |
0.9784 |
|
LOW |
0.9750 |
|
0.618 |
0.9696 |
|
1.000 |
0.9662 |
|
1.618 |
0.9608 |
|
2.618 |
0.9520 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9918 |
| PP |
0.9799 |
0.9882 |
| S1 |
0.9794 |
0.9845 |
|