CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9820 |
0.0009 |
0.1% |
1.0116 |
| High |
0.9838 |
0.9895 |
0.0057 |
0.6% |
1.0162 |
| Low |
0.9750 |
0.9777 |
0.0027 |
0.3% |
0.9750 |
| Close |
0.9809 |
0.9867 |
0.0058 |
0.6% |
0.9867 |
| Range |
0.0088 |
0.0118 |
0.0030 |
34.1% |
0.0412 |
| ATR |
0.0163 |
0.0160 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
132,098 |
97,063 |
-35,035 |
-26.5% |
572,274 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0152 |
0.9932 |
|
| R3 |
1.0082 |
1.0034 |
0.9899 |
|
| R2 |
0.9964 |
0.9964 |
0.9889 |
|
| R1 |
0.9916 |
0.9916 |
0.9878 |
0.9940 |
| PP |
0.9846 |
0.9846 |
0.9846 |
0.9859 |
| S1 |
0.9798 |
0.9798 |
0.9856 |
0.9822 |
| S2 |
0.9728 |
0.9728 |
0.9845 |
|
| S3 |
0.9610 |
0.9680 |
0.9835 |
|
| S4 |
0.9492 |
0.9562 |
0.9802 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.0927 |
1.0094 |
|
| R3 |
1.0750 |
1.0515 |
0.9980 |
|
| R2 |
1.0338 |
1.0338 |
0.9943 |
|
| R1 |
1.0103 |
1.0103 |
0.9905 |
1.0015 |
| PP |
0.9926 |
0.9926 |
0.9926 |
0.9882 |
| S1 |
0.9691 |
0.9691 |
0.9829 |
0.9603 |
| S2 |
0.9514 |
0.9514 |
0.9791 |
|
| S3 |
0.9102 |
0.9279 |
0.9754 |
|
| S4 |
0.8690 |
0.8867 |
0.9640 |
|
|
| 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% |
0.0146 |
1.5% |
28% |
False |
False |
114,454 |
| 10 |
1.0187 |
0.9750 |
0.0437 |
4.4% |
0.0149 |
1.5% |
27% |
False |
False |
107,941 |
| 20 |
1.0493 |
0.9702 |
0.0791 |
8.0% |
0.0187 |
1.9% |
21% |
False |
False |
110,933 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0139 |
1.4% |
48% |
False |
False |
55,935 |
| 60 |
1.0493 |
0.9229 |
0.1264 |
12.8% |
0.0121 |
1.2% |
50% |
False |
False |
37,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0204 |
|
1.618 |
1.0086 |
|
1.000 |
1.0013 |
|
0.618 |
0.9968 |
|
HIGH |
0.9895 |
|
0.618 |
0.9850 |
|
0.500 |
0.9836 |
|
0.382 |
0.9822 |
|
LOW |
0.9777 |
|
0.618 |
0.9704 |
|
1.000 |
0.9659 |
|
1.618 |
0.9586 |
|
2.618 |
0.9468 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9852 |
| PP |
0.9846 |
0.9837 |
| S1 |
0.9836 |
0.9823 |
|