CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9855 |
-0.0068 |
-0.7% |
0.9898 |
| High |
0.9956 |
0.9956 |
0.0000 |
0.0% |
1.0033 |
| Low |
0.9854 |
0.9845 |
-0.0009 |
-0.1% |
0.9760 |
| Close |
0.9891 |
0.9866 |
-0.0025 |
-0.3% |
0.9951 |
| Range |
0.0102 |
0.0111 |
0.0009 |
8.8% |
0.0273 |
| ATR |
0.0152 |
0.0149 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
101,629 |
108,911 |
7,282 |
7.2% |
608,008 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0155 |
0.9927 |
|
| R3 |
1.0111 |
1.0044 |
0.9897 |
|
| R2 |
1.0000 |
1.0000 |
0.9886 |
|
| R1 |
0.9933 |
0.9933 |
0.9876 |
0.9967 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9906 |
| S1 |
0.9822 |
0.9822 |
0.9856 |
0.9856 |
| S2 |
0.9778 |
0.9778 |
0.9846 |
|
| S3 |
0.9667 |
0.9711 |
0.9835 |
|
| S4 |
0.9556 |
0.9600 |
0.9805 |
|
|
| 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 |
0.9810 |
0.0223 |
2.3% |
0.0140 |
1.4% |
25% |
False |
False |
130,668 |
| 10 |
1.0033 |
0.9750 |
0.0283 |
2.9% |
0.0130 |
1.3% |
41% |
False |
False |
118,733 |
| 20 |
1.0277 |
0.9750 |
0.0527 |
5.3% |
0.0152 |
1.5% |
22% |
False |
False |
118,863 |
| 40 |
1.0493 |
0.9298 |
0.1195 |
12.1% |
0.0150 |
1.5% |
48% |
False |
False |
79,859 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0128 |
1.3% |
48% |
False |
False |
53,323 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.3% |
0.0115 |
1.2% |
61% |
False |
False |
40,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0247 |
|
1.618 |
1.0136 |
|
1.000 |
1.0067 |
|
0.618 |
1.0025 |
|
HIGH |
0.9956 |
|
0.618 |
0.9914 |
|
0.500 |
0.9901 |
|
0.382 |
0.9887 |
|
LOW |
0.9845 |
|
0.618 |
0.9776 |
|
1.000 |
0.9734 |
|
1.618 |
0.9665 |
|
2.618 |
0.9554 |
|
4.250 |
0.9373 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9925 |
| PP |
0.9889 |
0.9905 |
| S1 |
0.9878 |
0.9886 |
|