CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9529 |
0.9555 |
0.0026 |
0.3% |
0.9601 |
| High |
0.9572 |
0.9638 |
0.0066 |
0.7% |
0.9718 |
| Low |
0.9490 |
0.9535 |
0.0045 |
0.5% |
0.9484 |
| Close |
0.9566 |
0.9571 |
0.0005 |
0.1% |
0.9523 |
| Range |
0.0082 |
0.0103 |
0.0021 |
25.6% |
0.0234 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
129,592 |
88,821 |
-40,771 |
-31.5% |
524,202 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9834 |
0.9628 |
|
| R3 |
0.9787 |
0.9731 |
0.9599 |
|
| R2 |
0.9684 |
0.9684 |
0.9590 |
|
| R1 |
0.9628 |
0.9628 |
0.9580 |
0.9656 |
| PP |
0.9581 |
0.9581 |
0.9581 |
0.9596 |
| S1 |
0.9525 |
0.9525 |
0.9562 |
0.9553 |
| S2 |
0.9478 |
0.9478 |
0.9552 |
|
| S3 |
0.9375 |
0.9422 |
0.9543 |
|
| S4 |
0.9272 |
0.9319 |
0.9514 |
|
|
| 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 |
0.9683 |
0.9484 |
0.0199 |
2.1% |
0.0103 |
1.1% |
44% |
False |
False |
114,728 |
| 10 |
0.9766 |
0.9484 |
0.0282 |
2.9% |
0.0100 |
1.0% |
31% |
False |
False |
107,313 |
| 20 |
1.0033 |
0.9484 |
0.0549 |
5.7% |
0.0117 |
1.2% |
16% |
False |
False |
116,120 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.5% |
0.0152 |
1.6% |
9% |
False |
False |
117,916 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0134 |
1.4% |
24% |
False |
False |
79,165 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0123 |
1.3% |
24% |
False |
False |
59,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
0.9908 |
|
1.618 |
0.9805 |
|
1.000 |
0.9741 |
|
0.618 |
0.9702 |
|
HIGH |
0.9638 |
|
0.618 |
0.9599 |
|
0.500 |
0.9587 |
|
0.382 |
0.9574 |
|
LOW |
0.9535 |
|
0.618 |
0.9471 |
|
1.000 |
0.9432 |
|
1.618 |
0.9368 |
|
2.618 |
0.9265 |
|
4.250 |
0.9097 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9587 |
0.9568 |
| PP |
0.9581 |
0.9564 |
| S1 |
0.9576 |
0.9561 |
|