CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 24-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9699 |
-0.0052 |
-0.5% |
0.9890 |
| High |
0.9766 |
0.9709 |
-0.0057 |
-0.6% |
1.0005 |
| Low |
0.9660 |
0.9595 |
-0.0065 |
-0.7% |
0.9590 |
| Close |
0.9693 |
0.9613 |
-0.0080 |
-0.8% |
0.9663 |
| Range |
0.0106 |
0.0114 |
0.0008 |
7.5% |
0.0415 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
114,491 |
97,659 |
-16,832 |
-14.7% |
587,708 |
|
| Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9911 |
0.9676 |
|
| R3 |
0.9867 |
0.9797 |
0.9644 |
|
| R2 |
0.9753 |
0.9753 |
0.9634 |
|
| R1 |
0.9683 |
0.9683 |
0.9623 |
0.9661 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9628 |
| S1 |
0.9569 |
0.9569 |
0.9603 |
0.9547 |
| S2 |
0.9525 |
0.9525 |
0.9592 |
|
| S3 |
0.9411 |
0.9455 |
0.9582 |
|
| S4 |
0.9297 |
0.9341 |
0.9550 |
|
|
| 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 |
0.9814 |
0.9590 |
0.0224 |
2.3% |
0.0126 |
1.3% |
10% |
False |
False |
116,213 |
| 10 |
1.0005 |
0.9590 |
0.0415 |
4.3% |
0.0122 |
1.3% |
6% |
False |
False |
122,713 |
| 20 |
1.0162 |
0.9590 |
0.0572 |
6.0% |
0.0134 |
1.4% |
4% |
False |
False |
116,504 |
| 40 |
1.0493 |
0.9437 |
0.1056 |
11.0% |
0.0155 |
1.6% |
17% |
False |
False |
97,102 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0131 |
1.4% |
27% |
False |
False |
64,834 |
| 80 |
1.0493 |
0.9115 |
0.1378 |
14.3% |
0.0120 |
1.2% |
36% |
False |
False |
48,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0007 |
|
1.618 |
0.9893 |
|
1.000 |
0.9823 |
|
0.618 |
0.9779 |
|
HIGH |
0.9709 |
|
0.618 |
0.9665 |
|
0.500 |
0.9652 |
|
0.382 |
0.9639 |
|
LOW |
0.9595 |
|
0.618 |
0.9525 |
|
1.000 |
0.9481 |
|
1.618 |
0.9411 |
|
2.618 |
0.9297 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 24-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9684 |
| PP |
0.9639 |
0.9660 |
| S1 |
0.9626 |
0.9637 |
|