CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9791 |
0.9669 |
-0.0122 |
-1.2% |
0.9890 |
| High |
0.9814 |
0.9747 |
-0.0067 |
-0.7% |
1.0005 |
| Low |
0.9590 |
0.9644 |
0.0054 |
0.6% |
0.9590 |
| Close |
0.9663 |
0.9733 |
0.0070 |
0.7% |
0.9663 |
| Range |
0.0224 |
0.0103 |
-0.0121 |
-54.0% |
0.0415 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
124,905 |
151,109 |
26,204 |
21.0% |
587,708 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9978 |
0.9790 |
|
| R3 |
0.9914 |
0.9875 |
0.9761 |
|
| R2 |
0.9811 |
0.9811 |
0.9752 |
|
| R1 |
0.9772 |
0.9772 |
0.9742 |
0.9792 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9718 |
| S1 |
0.9669 |
0.9669 |
0.9724 |
0.9689 |
| S2 |
0.9605 |
0.9605 |
0.9714 |
|
| S3 |
0.9502 |
0.9566 |
0.9705 |
|
| S4 |
0.9399 |
0.9463 |
0.9676 |
|
|
| 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 |
0.9956 |
0.9590 |
0.0366 |
3.8% |
0.0128 |
1.3% |
39% |
False |
False |
119,839 |
| 10 |
1.0033 |
0.9590 |
0.0443 |
4.6% |
0.0135 |
1.4% |
32% |
False |
False |
123,662 |
| 20 |
1.0187 |
0.9590 |
0.0597 |
6.1% |
0.0142 |
1.5% |
24% |
False |
False |
115,645 |
| 40 |
1.0493 |
0.9308 |
0.1185 |
12.2% |
0.0155 |
1.6% |
36% |
False |
False |
89,523 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0130 |
1.3% |
37% |
False |
False |
59,767 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.6% |
0.0118 |
1.2% |
53% |
False |
False |
44,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
1.0017 |
|
1.618 |
0.9914 |
|
1.000 |
0.9850 |
|
0.618 |
0.9811 |
|
HIGH |
0.9747 |
|
0.618 |
0.9708 |
|
0.500 |
0.9696 |
|
0.382 |
0.9683 |
|
LOW |
0.9644 |
|
0.618 |
0.9580 |
|
1.000 |
0.9541 |
|
1.618 |
0.9477 |
|
2.618 |
0.9374 |
|
4.250 |
0.9206 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9732 |
| PP |
0.9708 |
0.9730 |
| S1 |
0.9696 |
0.9729 |
|