CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9651 |
-0.0083 |
-0.9% |
0.9529 |
| High |
0.9770 |
0.9691 |
-0.0079 |
-0.8% |
0.9765 |
| Low |
0.9631 |
0.9549 |
-0.0082 |
-0.9% |
0.9490 |
| Close |
0.9645 |
0.9561 |
-0.0084 |
-0.9% |
0.9733 |
| Range |
0.0139 |
0.0142 |
0.0003 |
2.2% |
0.0275 |
| ATR |
0.0122 |
0.0124 |
0.0001 |
1.2% |
0.0000 |
| Volume |
115,392 |
120,051 |
4,659 |
4.0% |
563,304 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9936 |
0.9639 |
|
| R3 |
0.9884 |
0.9794 |
0.9600 |
|
| R2 |
0.9742 |
0.9742 |
0.9587 |
|
| R1 |
0.9652 |
0.9652 |
0.9574 |
0.9626 |
| PP |
0.9600 |
0.9600 |
0.9600 |
0.9588 |
| S1 |
0.9510 |
0.9510 |
0.9548 |
0.9484 |
| S2 |
0.9458 |
0.9458 |
0.9535 |
|
| S3 |
0.9316 |
0.9368 |
0.9522 |
|
| S4 |
0.9174 |
0.9226 |
0.9483 |
|
|
| 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 |
0.9770 |
0.9491 |
0.0279 |
2.9% |
0.0128 |
1.3% |
25% |
False |
False |
116,066 |
| 10 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0116 |
1.2% |
27% |
False |
False |
115,397 |
| 20 |
0.9956 |
0.9484 |
0.0472 |
4.9% |
0.0113 |
1.2% |
16% |
False |
False |
112,196 |
| 40 |
1.0362 |
0.9484 |
0.0878 |
9.2% |
0.0138 |
1.4% |
9% |
False |
False |
117,641 |
| 60 |
1.0493 |
0.9298 |
0.1195 |
12.5% |
0.0138 |
1.4% |
22% |
False |
False |
88,831 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0125 |
1.3% |
23% |
False |
False |
66,684 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.8% |
0.0113 |
1.2% |
42% |
False |
False |
53,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0063 |
|
1.618 |
0.9921 |
|
1.000 |
0.9833 |
|
0.618 |
0.9779 |
|
HIGH |
0.9691 |
|
0.618 |
0.9637 |
|
0.500 |
0.9620 |
|
0.382 |
0.9603 |
|
LOW |
0.9549 |
|
0.618 |
0.9461 |
|
1.000 |
0.9407 |
|
1.618 |
0.9319 |
|
2.618 |
0.9177 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9660 |
| PP |
0.9600 |
0.9627 |
| S1 |
0.9581 |
0.9594 |
|