CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 17-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9862 |
0.0007 |
0.1% |
0.9898 |
| High |
0.9956 |
0.9868 |
-0.0088 |
-0.9% |
1.0033 |
| Low |
0.9845 |
0.9769 |
-0.0076 |
-0.8% |
0.9760 |
| Close |
0.9866 |
0.9792 |
-0.0074 |
-0.8% |
0.9951 |
| Range |
0.0111 |
0.0099 |
-0.0012 |
-10.8% |
0.0273 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
108,911 |
112,641 |
3,730 |
3.4% |
608,008 |
|
| Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0048 |
0.9846 |
|
| R3 |
1.0008 |
0.9949 |
0.9819 |
|
| R2 |
0.9909 |
0.9909 |
0.9810 |
|
| R1 |
0.9850 |
0.9850 |
0.9801 |
0.9830 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9800 |
| S1 |
0.9751 |
0.9751 |
0.9783 |
0.9731 |
| S2 |
0.9711 |
0.9711 |
0.9774 |
|
| S3 |
0.9612 |
0.9652 |
0.9765 |
|
| S4 |
0.9513 |
0.9553 |
0.9738 |
|
|
| 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 |
1.0005 |
0.9769 |
0.0236 |
2.4% |
0.0119 |
1.2% |
10% |
False |
True |
129,214 |
| 10 |
1.0033 |
0.9760 |
0.0273 |
2.8% |
0.0132 |
1.3% |
12% |
False |
False |
116,787 |
| 20 |
1.0200 |
0.9750 |
0.0450 |
4.6% |
0.0143 |
1.5% |
9% |
False |
False |
116,319 |
| 40 |
1.0493 |
0.9307 |
0.1186 |
12.1% |
0.0150 |
1.5% |
41% |
False |
False |
82,658 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0128 |
1.3% |
42% |
False |
False |
55,186 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.5% |
0.0115 |
1.2% |
56% |
False |
False |
41,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0289 |
|
2.618 |
1.0127 |
|
1.618 |
1.0028 |
|
1.000 |
0.9967 |
|
0.618 |
0.9929 |
|
HIGH |
0.9868 |
|
0.618 |
0.9830 |
|
0.500 |
0.9819 |
|
0.382 |
0.9807 |
|
LOW |
0.9769 |
|
0.618 |
0.9708 |
|
1.000 |
0.9670 |
|
1.618 |
0.9609 |
|
2.618 |
0.9510 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 17-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9863 |
| PP |
0.9810 |
0.9839 |
| S1 |
0.9801 |
0.9816 |
|