CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 14-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9858 |
0.9890 |
0.0032 |
0.3% |
0.9898 |
| High |
0.9971 |
1.0005 |
0.0034 |
0.3% |
1.0033 |
| Low |
0.9810 |
0.9885 |
0.0075 |
0.8% |
0.9760 |
| Close |
0.9951 |
0.9935 |
-0.0016 |
-0.2% |
0.9951 |
| Range |
0.0161 |
0.0120 |
-0.0041 |
-25.5% |
0.0273 |
| ATR |
0.0158 |
0.0156 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
183,270 |
139,622 |
-43,648 |
-23.8% |
608,008 |
|
| Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0302 |
1.0238 |
1.0001 |
|
| R3 |
1.0182 |
1.0118 |
0.9968 |
|
| R2 |
1.0062 |
1.0062 |
0.9957 |
|
| R1 |
0.9998 |
0.9998 |
0.9946 |
1.0030 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9958 |
| S1 |
0.9878 |
0.9878 |
0.9924 |
0.9910 |
| S2 |
0.9822 |
0.9822 |
0.9913 |
|
| S3 |
0.9702 |
0.9758 |
0.9902 |
|
| S4 |
0.9582 |
0.9638 |
0.9869 |
|
|
| 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% |
0.0142 |
1.4% |
64% |
False |
False |
127,486 |
| 10 |
1.0086 |
0.9750 |
0.0336 |
3.4% |
0.0147 |
1.5% |
55% |
False |
False |
123,223 |
| 20 |
1.0493 |
0.9750 |
0.0743 |
7.5% |
0.0177 |
1.8% |
25% |
False |
False |
128,771 |
| 40 |
1.0493 |
0.9298 |
0.1195 |
12.0% |
0.0151 |
1.5% |
53% |
False |
False |
74,609 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.1% |
0.0128 |
1.3% |
54% |
False |
False |
49,827 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.2% |
0.0112 |
1.1% |
65% |
False |
False |
37,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0319 |
|
1.618 |
1.0199 |
|
1.000 |
1.0125 |
|
0.618 |
1.0079 |
|
HIGH |
1.0005 |
|
0.618 |
0.9959 |
|
0.500 |
0.9945 |
|
0.382 |
0.9931 |
|
LOW |
0.9885 |
|
0.618 |
0.9811 |
|
1.000 |
0.9765 |
|
1.618 |
0.9691 |
|
2.618 |
0.9571 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 14-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9945 |
0.9931 |
| PP |
0.9942 |
0.9926 |
| S1 |
0.9938 |
0.9922 |
|