CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9600 |
-0.0044 |
-0.5% |
0.9601 |
| High |
0.9683 |
0.9608 |
-0.0075 |
-0.8% |
0.9718 |
| Low |
0.9585 |
0.9484 |
-0.0101 |
-1.1% |
0.9484 |
| Close |
0.9606 |
0.9523 |
-0.0083 |
-0.9% |
0.9523 |
| Range |
0.0098 |
0.0124 |
0.0026 |
26.5% |
0.0234 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
144,394 |
107,907 |
-36,487 |
-25.3% |
524,202 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9841 |
0.9591 |
|
| R3 |
0.9786 |
0.9717 |
0.9557 |
|
| R2 |
0.9662 |
0.9662 |
0.9546 |
|
| R1 |
0.9593 |
0.9593 |
0.9534 |
0.9566 |
| PP |
0.9538 |
0.9538 |
0.9538 |
0.9525 |
| S1 |
0.9469 |
0.9469 |
0.9512 |
0.9442 |
| S2 |
0.9414 |
0.9414 |
0.9500 |
|
| S3 |
0.9290 |
0.9345 |
0.9489 |
|
| S4 |
0.9166 |
0.9221 |
0.9455 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0134 |
0.9652 |
|
| R3 |
1.0043 |
0.9900 |
0.9587 |
|
| R2 |
0.9809 |
0.9809 |
0.9566 |
|
| R1 |
0.9666 |
0.9666 |
0.9544 |
0.9621 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9552 |
| S1 |
0.9432 |
0.9432 |
0.9502 |
0.9387 |
| S2 |
0.9341 |
0.9341 |
0.9480 |
|
| S3 |
0.9107 |
0.9198 |
0.9459 |
|
| S4 |
0.8873 |
0.8964 |
0.9394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9718 |
0.9484 |
0.0234 |
2.5% |
0.0102 |
1.1% |
17% |
False |
True |
104,840 |
| 10 |
0.9773 |
0.9484 |
0.0289 |
3.0% |
0.0100 |
1.1% |
13% |
False |
True |
109,873 |
| 20 |
1.0033 |
0.9484 |
0.0549 |
5.8% |
0.0121 |
1.3% |
7% |
False |
True |
114,722 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.6% |
0.0154 |
1.6% |
4% |
False |
True |
112,827 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0133 |
1.4% |
20% |
False |
False |
75,531 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.3% |
0.0121 |
1.3% |
23% |
False |
False |
56,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0135 |
|
2.618 |
0.9933 |
|
1.618 |
0.9809 |
|
1.000 |
0.9732 |
|
0.618 |
0.9685 |
|
HIGH |
0.9608 |
|
0.618 |
0.9561 |
|
0.500 |
0.9546 |
|
0.382 |
0.9531 |
|
LOW |
0.9484 |
|
0.618 |
0.9407 |
|
1.000 |
0.9360 |
|
1.618 |
0.9283 |
|
2.618 |
0.9159 |
|
4.250 |
0.8957 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9584 |
| PP |
0.9538 |
0.9563 |
| S1 |
0.9531 |
0.9543 |
|