CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 18-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9791 |
-0.0071 |
-0.7% |
0.9890 |
| High |
0.9868 |
0.9814 |
-0.0054 |
-0.5% |
1.0005 |
| Low |
0.9769 |
0.9590 |
-0.0179 |
-1.8% |
0.9590 |
| Close |
0.9792 |
0.9663 |
-0.0129 |
-1.3% |
0.9663 |
| Range |
0.0099 |
0.0224 |
0.0125 |
126.3% |
0.0415 |
| ATR |
0.0145 |
0.0151 |
0.0006 |
3.9% |
0.0000 |
| Volume |
112,641 |
124,905 |
12,264 |
10.9% |
587,708 |
|
| Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0236 |
0.9786 |
|
| R3 |
1.0137 |
1.0012 |
0.9725 |
|
| R2 |
0.9913 |
0.9913 |
0.9704 |
|
| R1 |
0.9788 |
0.9788 |
0.9684 |
0.9739 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9664 |
| S1 |
0.9564 |
0.9564 |
0.9642 |
0.9515 |
| S2 |
0.9465 |
0.9465 |
0.9622 |
|
| S3 |
0.9241 |
0.9340 |
0.9601 |
|
| S4 |
0.9017 |
0.9116 |
0.9540 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0745 |
0.9891 |
|
| R3 |
1.0583 |
1.0330 |
0.9777 |
|
| R2 |
1.0168 |
1.0168 |
0.9739 |
|
| R1 |
0.9915 |
0.9915 |
0.9701 |
0.9834 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9712 |
| S1 |
0.9500 |
0.9500 |
0.9625 |
0.9419 |
| S2 |
0.9338 |
0.9338 |
0.9587 |
|
| S3 |
0.8923 |
0.9085 |
0.9549 |
|
| S4 |
0.8508 |
0.8670 |
0.9435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0005 |
0.9590 |
0.0415 |
4.3% |
0.0131 |
1.4% |
18% |
False |
True |
117,541 |
| 10 |
1.0033 |
0.9590 |
0.0443 |
4.6% |
0.0142 |
1.5% |
16% |
False |
True |
119,571 |
| 20 |
1.0187 |
0.9590 |
0.0597 |
6.2% |
0.0145 |
1.5% |
12% |
False |
True |
113,756 |
| 40 |
1.0493 |
0.9308 |
0.1185 |
12.3% |
0.0154 |
1.6% |
30% |
False |
False |
85,762 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0130 |
1.3% |
31% |
False |
False |
57,253 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.7% |
0.0117 |
1.2% |
48% |
False |
False |
43,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0400 |
|
1.618 |
1.0176 |
|
1.000 |
1.0038 |
|
0.618 |
0.9952 |
|
HIGH |
0.9814 |
|
0.618 |
0.9728 |
|
0.500 |
0.9702 |
|
0.382 |
0.9676 |
|
LOW |
0.9590 |
|
0.618 |
0.9452 |
|
1.000 |
0.9366 |
|
1.618 |
0.9228 |
|
2.618 |
0.9004 |
|
4.250 |
0.8638 |
|
|
| Fisher Pivots for day following 18-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9773 |
| PP |
0.9689 |
0.9736 |
| S1 |
0.9676 |
0.9700 |
|