CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9782 |
0.9865 |
0.0083 |
0.8% |
1.0116 |
| High |
0.9891 |
1.0033 |
0.0142 |
1.4% |
1.0162 |
| Low |
0.9760 |
0.9825 |
0.0065 |
0.7% |
0.9750 |
| Close |
0.9872 |
0.9849 |
-0.0023 |
-0.2% |
0.9867 |
| Range |
0.0131 |
0.0208 |
0.0077 |
58.8% |
0.0412 |
| ATR |
0.0154 |
0.0158 |
0.0004 |
2.5% |
0.0000 |
| Volume |
114,378 |
119,911 |
5,533 |
4.8% |
572,274 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0396 |
0.9963 |
|
| R3 |
1.0318 |
1.0188 |
0.9906 |
|
| R2 |
1.0110 |
1.0110 |
0.9887 |
|
| R1 |
0.9980 |
0.9980 |
0.9868 |
0.9941 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9883 |
| S1 |
0.9772 |
0.9772 |
0.9830 |
0.9733 |
| S2 |
0.9694 |
0.9694 |
0.9811 |
|
| S3 |
0.9486 |
0.9564 |
0.9792 |
|
| S4 |
0.9278 |
0.9356 |
0.9735 |
|
|
| 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 |
1.0033 |
0.9760 |
0.0273 |
2.8% |
0.0144 |
1.5% |
33% |
True |
False |
104,360 |
| 10 |
1.0162 |
0.9750 |
0.0412 |
4.2% |
0.0147 |
1.5% |
24% |
False |
False |
110,295 |
| 20 |
1.0493 |
0.9750 |
0.0743 |
7.5% |
0.0184 |
1.9% |
13% |
False |
False |
126,320 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0147 |
1.5% |
47% |
False |
False |
66,541 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0127 |
1.3% |
47% |
False |
False |
44,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0917 |
|
2.618 |
1.0578 |
|
1.618 |
1.0370 |
|
1.000 |
1.0241 |
|
0.618 |
1.0162 |
|
HIGH |
1.0033 |
|
0.618 |
0.9954 |
|
0.500 |
0.9929 |
|
0.382 |
0.9904 |
|
LOW |
0.9825 |
|
0.618 |
0.9696 |
|
1.000 |
0.9617 |
|
1.618 |
0.9488 |
|
2.618 |
0.9280 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9897 |
| PP |
0.9902 |
0.9881 |
| S1 |
0.9876 |
0.9865 |
|