CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9572 |
-0.0079 |
-0.8% |
0.9529 |
| High |
0.9691 |
0.9582 |
-0.0109 |
-1.1% |
0.9765 |
| Low |
0.9549 |
0.9501 |
-0.0048 |
-0.5% |
0.9490 |
| Close |
0.9561 |
0.9513 |
-0.0048 |
-0.5% |
0.9733 |
| Range |
0.0142 |
0.0081 |
-0.0061 |
-43.0% |
0.0275 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
120,051 |
128,988 |
8,937 |
7.4% |
563,304 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9775 |
0.9725 |
0.9558 |
|
| R3 |
0.9694 |
0.9644 |
0.9535 |
|
| R2 |
0.9613 |
0.9613 |
0.9528 |
|
| R1 |
0.9563 |
0.9563 |
0.9520 |
0.9548 |
| PP |
0.9532 |
0.9532 |
0.9532 |
0.9524 |
| S1 |
0.9482 |
0.9482 |
0.9506 |
0.9467 |
| S2 |
0.9451 |
0.9451 |
0.9498 |
|
| S3 |
0.9370 |
0.9401 |
0.9491 |
|
| S4 |
0.9289 |
0.9320 |
0.9468 |
|
|
| 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 |
0.9501 |
0.0269 |
2.8% |
0.0127 |
1.3% |
4% |
False |
True |
122,032 |
| 10 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0113 |
1.2% |
10% |
False |
False |
118,003 |
| 20 |
0.9868 |
0.9484 |
0.0384 |
4.0% |
0.0112 |
1.2% |
8% |
False |
False |
113,200 |
| 40 |
1.0277 |
0.9484 |
0.0793 |
8.3% |
0.0132 |
1.4% |
4% |
False |
False |
116,031 |
| 60 |
1.0493 |
0.9298 |
0.1195 |
12.6% |
0.0137 |
1.4% |
18% |
False |
False |
90,972 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0124 |
1.3% |
19% |
False |
False |
68,292 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.9% |
0.0114 |
1.2% |
39% |
False |
False |
54,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9926 |
|
2.618 |
0.9794 |
|
1.618 |
0.9713 |
|
1.000 |
0.9663 |
|
0.618 |
0.9632 |
|
HIGH |
0.9582 |
|
0.618 |
0.9551 |
|
0.500 |
0.9542 |
|
0.382 |
0.9532 |
|
LOW |
0.9501 |
|
0.618 |
0.9451 |
|
1.000 |
0.9420 |
|
1.618 |
0.9370 |
|
2.618 |
0.9289 |
|
4.250 |
0.9157 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9542 |
0.9636 |
| PP |
0.9532 |
0.9595 |
| S1 |
0.9523 |
0.9554 |
|