CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9555 |
0.9570 |
0.0015 |
0.2% |
0.9601 |
| High |
0.9638 |
0.9580 |
-0.0058 |
-0.6% |
0.9718 |
| Low |
0.9535 |
0.9491 |
-0.0044 |
-0.5% |
0.9484 |
| Close |
0.9571 |
0.9557 |
-0.0014 |
-0.1% |
0.9523 |
| Range |
0.0103 |
0.0089 |
-0.0014 |
-13.6% |
0.0234 |
| ATR |
0.0121 |
0.0118 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
88,821 |
99,161 |
10,340 |
11.6% |
524,202 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9772 |
0.9606 |
|
| R3 |
0.9721 |
0.9683 |
0.9581 |
|
| R2 |
0.9632 |
0.9632 |
0.9573 |
|
| R1 |
0.9594 |
0.9594 |
0.9565 |
0.9569 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9530 |
| S1 |
0.9505 |
0.9505 |
0.9549 |
0.9480 |
| S2 |
0.9454 |
0.9454 |
0.9541 |
|
| S3 |
0.9365 |
0.9416 |
0.9533 |
|
| S4 |
0.9276 |
0.9327 |
0.9508 |
|
|
| 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% |
0.0099 |
1.0% |
37% |
False |
False |
113,975 |
| 10 |
0.9718 |
0.9484 |
0.0234 |
2.4% |
0.0098 |
1.0% |
31% |
False |
False |
105,780 |
| 20 |
1.0033 |
0.9484 |
0.0549 |
5.7% |
0.0115 |
1.2% |
13% |
False |
False |
115,359 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.6% |
0.0149 |
1.6% |
7% |
False |
False |
118,930 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0135 |
1.4% |
22% |
False |
False |
80,816 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0123 |
1.3% |
22% |
False |
False |
60,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9958 |
|
2.618 |
0.9813 |
|
1.618 |
0.9724 |
|
1.000 |
0.9669 |
|
0.618 |
0.9635 |
|
HIGH |
0.9580 |
|
0.618 |
0.9546 |
|
0.500 |
0.9536 |
|
0.382 |
0.9525 |
|
LOW |
0.9491 |
|
0.618 |
0.9436 |
|
1.000 |
0.9402 |
|
1.618 |
0.9347 |
|
2.618 |
0.9258 |
|
4.250 |
0.9113 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9550 |
0.9564 |
| PP |
0.9543 |
0.9562 |
| S1 |
0.9536 |
0.9559 |
|