CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9529 |
-0.0071 |
-0.7% |
0.9601 |
| High |
0.9608 |
0.9572 |
-0.0036 |
-0.4% |
0.9718 |
| Low |
0.9484 |
0.9490 |
0.0006 |
0.1% |
0.9484 |
| Close |
0.9523 |
0.9566 |
0.0043 |
0.5% |
0.9523 |
| Range |
0.0124 |
0.0082 |
-0.0042 |
-33.9% |
0.0234 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
107,907 |
129,592 |
21,685 |
20.1% |
524,202 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9759 |
0.9611 |
|
| R3 |
0.9707 |
0.9677 |
0.9589 |
|
| R2 |
0.9625 |
0.9625 |
0.9581 |
|
| R1 |
0.9595 |
0.9595 |
0.9574 |
0.9610 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9550 |
| S1 |
0.9513 |
0.9513 |
0.9558 |
0.9528 |
| S2 |
0.9461 |
0.9461 |
0.9551 |
|
| S3 |
0.9379 |
0.9431 |
0.9543 |
|
| S4 |
0.9297 |
0.9349 |
0.9521 |
|
|
| 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 |
2.4% |
0.0104 |
1.1% |
35% |
False |
False |
112,720 |
| 10 |
0.9773 |
0.9484 |
0.0289 |
3.0% |
0.0098 |
1.0% |
28% |
False |
False |
107,721 |
| 20 |
1.0033 |
0.9484 |
0.0549 |
5.7% |
0.0117 |
1.2% |
15% |
False |
False |
115,691 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.5% |
0.0152 |
1.6% |
8% |
False |
False |
115,948 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0134 |
1.4% |
23% |
False |
False |
77,687 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0122 |
1.3% |
23% |
False |
False |
58,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9787 |
|
1.618 |
0.9705 |
|
1.000 |
0.9654 |
|
0.618 |
0.9623 |
|
HIGH |
0.9572 |
|
0.618 |
0.9541 |
|
0.500 |
0.9531 |
|
0.382 |
0.9521 |
|
LOW |
0.9490 |
|
0.618 |
0.9439 |
|
1.000 |
0.9408 |
|
1.618 |
0.9357 |
|
2.618 |
0.9275 |
|
4.250 |
0.9142 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9554 |
0.9584 |
| PP |
0.9543 |
0.9578 |
| S1 |
0.9531 |
0.9572 |
|