CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9858 |
-0.0007 |
-0.1% |
0.9898 |
| High |
1.0033 |
0.9971 |
-0.0062 |
-0.6% |
1.0033 |
| Low |
0.9825 |
0.9810 |
-0.0015 |
-0.2% |
0.9760 |
| Close |
0.9849 |
0.9951 |
0.0102 |
1.0% |
0.9951 |
| Range |
0.0208 |
0.0161 |
-0.0047 |
-22.6% |
0.0273 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
0.1% |
0.0000 |
| Volume |
119,911 |
183,270 |
63,359 |
52.8% |
608,008 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0333 |
1.0040 |
|
| R3 |
1.0233 |
1.0172 |
0.9995 |
|
| R2 |
1.0072 |
1.0072 |
0.9981 |
|
| R1 |
1.0011 |
1.0011 |
0.9966 |
1.0042 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9926 |
| S1 |
0.9850 |
0.9850 |
0.9936 |
0.9881 |
| S2 |
0.9750 |
0.9750 |
0.9921 |
|
| S3 |
0.9589 |
0.9689 |
0.9907 |
|
| S4 |
0.9428 |
0.9528 |
0.9862 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0734 |
1.0615 |
1.0101 |
|
| R3 |
1.0461 |
1.0342 |
1.0026 |
|
| R2 |
1.0188 |
1.0188 |
1.0001 |
|
| R1 |
1.0069 |
1.0069 |
0.9976 |
1.0129 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9944 |
| S1 |
0.9796 |
0.9796 |
0.9926 |
0.9856 |
| S2 |
0.9642 |
0.9642 |
0.9901 |
|
| S3 |
0.9369 |
0.9523 |
0.9876 |
|
| S4 |
0.9096 |
0.9250 |
0.9801 |
|
|
| 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 |
2.7% |
0.0153 |
1.5% |
70% |
False |
False |
121,601 |
| 10 |
1.0162 |
0.9750 |
0.0412 |
4.1% |
0.0150 |
1.5% |
49% |
False |
False |
118,028 |
| 20 |
1.0493 |
0.9750 |
0.0743 |
7.5% |
0.0182 |
1.8% |
27% |
False |
False |
131,075 |
| 40 |
1.0493 |
0.9297 |
0.1196 |
12.0% |
0.0150 |
1.5% |
55% |
False |
False |
71,120 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.1% |
0.0127 |
1.3% |
55% |
False |
False |
47,503 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.2% |
0.0111 |
1.1% |
66% |
False |
False |
35,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0392 |
|
1.618 |
1.0231 |
|
1.000 |
1.0132 |
|
0.618 |
1.0070 |
|
HIGH |
0.9971 |
|
0.618 |
0.9909 |
|
0.500 |
0.9891 |
|
0.382 |
0.9872 |
|
LOW |
0.9810 |
|
0.618 |
0.9711 |
|
1.000 |
0.9649 |
|
1.618 |
0.9550 |
|
2.618 |
0.9389 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9931 |
0.9933 |
| PP |
0.9911 |
0.9915 |
| S1 |
0.9891 |
0.9897 |
|