CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9669 |
0.9721 |
0.0052 |
0.5% |
0.9890 |
| High |
0.9747 |
0.9773 |
0.0026 |
0.3% |
1.0005 |
| Low |
0.9644 |
0.9691 |
0.0047 |
0.5% |
0.9590 |
| Close |
0.9733 |
0.9751 |
0.0018 |
0.2% |
0.9663 |
| Range |
0.0103 |
0.0082 |
-0.0021 |
-20.4% |
0.0415 |
| ATR |
0.0148 |
0.0143 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
151,109 |
92,902 |
-58,207 |
-38.5% |
587,708 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9950 |
0.9796 |
|
| R3 |
0.9902 |
0.9868 |
0.9774 |
|
| R2 |
0.9820 |
0.9820 |
0.9766 |
|
| R1 |
0.9786 |
0.9786 |
0.9759 |
0.9803 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9747 |
| S1 |
0.9704 |
0.9704 |
0.9743 |
0.9721 |
| S2 |
0.9656 |
0.9656 |
0.9736 |
|
| S3 |
0.9574 |
0.9622 |
0.9728 |
|
| S4 |
0.9492 |
0.9540 |
0.9706 |
|
|
| 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% |
0.0124 |
1.3% |
44% |
False |
False |
118,093 |
| 10 |
1.0033 |
0.9590 |
0.0443 |
4.5% |
0.0134 |
1.4% |
36% |
False |
False |
124,927 |
| 20 |
1.0187 |
0.9590 |
0.0597 |
6.1% |
0.0139 |
1.4% |
27% |
False |
False |
116,835 |
| 40 |
1.0493 |
0.9314 |
0.1179 |
12.1% |
0.0155 |
1.6% |
37% |
False |
False |
91,819 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0130 |
1.3% |
38% |
False |
False |
61,311 |
| 80 |
1.0493 |
0.8978 |
0.1515 |
15.5% |
0.0119 |
1.2% |
51% |
False |
False |
46,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0122 |
|
2.618 |
0.9988 |
|
1.618 |
0.9906 |
|
1.000 |
0.9855 |
|
0.618 |
0.9824 |
|
HIGH |
0.9773 |
|
0.618 |
0.9742 |
|
0.500 |
0.9732 |
|
0.382 |
0.9722 |
|
LOW |
0.9691 |
|
0.618 |
0.9640 |
|
1.000 |
0.9609 |
|
1.618 |
0.9558 |
|
2.618 |
0.9476 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9745 |
0.9735 |
| PP |
0.9738 |
0.9718 |
| S1 |
0.9732 |
0.9702 |
|