CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 09-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9576 |
0.9656 |
0.0080 |
0.8% |
0.9529 |
| High |
0.9691 |
0.9765 |
0.0074 |
0.8% |
0.9765 |
| Low |
0.9547 |
0.9637 |
0.0090 |
0.9% |
0.9490 |
| Close |
0.9634 |
0.9733 |
0.0099 |
1.0% |
0.9733 |
| Range |
0.0144 |
0.0128 |
-0.0016 |
-11.1% |
0.0275 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.6% |
0.0000 |
| Volume |
89,531 |
156,199 |
66,668 |
74.5% |
563,304 |
|
| Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0042 |
0.9803 |
|
| R3 |
0.9968 |
0.9914 |
0.9768 |
|
| R2 |
0.9840 |
0.9840 |
0.9756 |
|
| R1 |
0.9786 |
0.9786 |
0.9745 |
0.9813 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9725 |
| S1 |
0.9658 |
0.9658 |
0.9721 |
0.9685 |
| S2 |
0.9584 |
0.9584 |
0.9710 |
|
| S3 |
0.9456 |
0.9530 |
0.9698 |
|
| S4 |
0.9328 |
0.9402 |
0.9663 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0385 |
0.9884 |
|
| R3 |
1.0213 |
1.0110 |
0.9809 |
|
| R2 |
0.9938 |
0.9938 |
0.9783 |
|
| R1 |
0.9835 |
0.9835 |
0.9758 |
0.9887 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9688 |
| S1 |
0.9560 |
0.9560 |
0.9708 |
0.9612 |
| S2 |
0.9388 |
0.9388 |
0.9683 |
|
| S3 |
0.9113 |
0.9285 |
0.9657 |
|
| S4 |
0.8838 |
0.9010 |
0.9582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9765 |
0.9490 |
0.0275 |
2.8% |
0.0109 |
1.1% |
88% |
True |
False |
112,660 |
| 10 |
0.9765 |
0.9484 |
0.0281 |
2.9% |
0.0106 |
1.1% |
89% |
True |
False |
108,750 |
| 20 |
1.0005 |
0.9484 |
0.0521 |
5.4% |
0.0110 |
1.1% |
48% |
False |
False |
112,487 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.4% |
0.0146 |
1.5% |
25% |
False |
False |
121,781 |
| 60 |
1.0493 |
0.9297 |
0.1196 |
12.3% |
0.0137 |
1.4% |
36% |
False |
False |
84,909 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0123 |
1.3% |
37% |
False |
False |
63,749 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.6% |
0.0111 |
1.1% |
53% |
False |
False |
51,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0100 |
|
1.618 |
0.9972 |
|
1.000 |
0.9893 |
|
0.618 |
0.9844 |
|
HIGH |
0.9765 |
|
0.618 |
0.9716 |
|
0.500 |
0.9701 |
|
0.382 |
0.9686 |
|
LOW |
0.9637 |
|
0.618 |
0.9558 |
|
1.000 |
0.9509 |
|
1.618 |
0.9430 |
|
2.618 |
0.9302 |
|
4.250 |
0.9093 |
|
|
| Fisher Pivots for day following 09-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9698 |
| PP |
0.9712 |
0.9663 |
| S1 |
0.9701 |
0.9628 |
|