CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9600 |
-0.0025 |
-0.3% |
0.9734 |
| High |
0.9664 |
0.9680 |
0.0016 |
0.2% |
0.9770 |
| Low |
0.9565 |
0.9584 |
0.0019 |
0.2% |
0.9501 |
| Close |
0.9595 |
0.9661 |
0.0066 |
0.7% |
0.9616 |
| Range |
0.0099 |
0.0096 |
-0.0003 |
-3.0% |
0.0269 |
| ATR |
0.0118 |
0.0117 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
137,525 |
87,171 |
-50,354 |
-36.6% |
563,346 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9891 |
0.9714 |
|
| R3 |
0.9834 |
0.9795 |
0.9687 |
|
| R2 |
0.9738 |
0.9738 |
0.9679 |
|
| R1 |
0.9699 |
0.9699 |
0.9670 |
0.9719 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9651 |
| S1 |
0.9603 |
0.9603 |
0.9652 |
0.9623 |
| S2 |
0.9546 |
0.9546 |
0.9643 |
|
| S3 |
0.9450 |
0.9507 |
0.9635 |
|
| S4 |
0.9354 |
0.9411 |
0.9608 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0295 |
0.9764 |
|
| R3 |
1.0167 |
1.0026 |
0.9690 |
|
| R2 |
0.9898 |
0.9898 |
0.9665 |
|
| R1 |
0.9757 |
0.9757 |
0.9641 |
0.9693 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9597 |
| S1 |
0.9488 |
0.9488 |
0.9591 |
0.9424 |
| S2 |
0.9360 |
0.9360 |
0.9567 |
|
| S3 |
0.9091 |
0.9219 |
0.9542 |
|
| S4 |
0.8822 |
0.8950 |
0.9468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9680 |
0.9501 |
0.0179 |
1.9% |
0.0100 |
1.0% |
89% |
True |
False |
110,519 |
| 10 |
0.9770 |
0.9491 |
0.0279 |
2.9% |
0.0114 |
1.2% |
61% |
False |
False |
113,293 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0107 |
1.1% |
62% |
False |
False |
110,303 |
| 40 |
1.0187 |
0.9484 |
0.0703 |
7.3% |
0.0123 |
1.3% |
25% |
False |
False |
113,569 |
| 60 |
1.0493 |
0.9314 |
0.1179 |
12.2% |
0.0139 |
1.4% |
29% |
False |
False |
97,980 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0124 |
1.3% |
31% |
False |
False |
73,559 |
| 100 |
1.0493 |
0.8978 |
0.1515 |
15.7% |
0.0117 |
1.2% |
45% |
False |
False |
58,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9931 |
|
1.618 |
0.9835 |
|
1.000 |
0.9776 |
|
0.618 |
0.9739 |
|
HIGH |
0.9680 |
|
0.618 |
0.9643 |
|
0.500 |
0.9632 |
|
0.382 |
0.9621 |
|
LOW |
0.9584 |
|
0.618 |
0.9525 |
|
1.000 |
0.9488 |
|
1.618 |
0.9429 |
|
2.618 |
0.9333 |
|
4.250 |
0.9176 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9651 |
0.9642 |
| PP |
0.9642 |
0.9623 |
| S1 |
0.9632 |
0.9605 |
|