CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9664 |
0.0064 |
0.7% |
0.9734 |
| High |
0.9680 |
0.9726 |
0.0046 |
0.5% |
0.9770 |
| Low |
0.9584 |
0.9655 |
0.0071 |
0.7% |
0.9501 |
| Close |
0.9661 |
0.9711 |
0.0050 |
0.5% |
0.9616 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0269 |
| ATR |
0.0117 |
0.0113 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
87,171 |
132,529 |
45,358 |
52.0% |
563,346 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9882 |
0.9750 |
|
| R3 |
0.9839 |
0.9811 |
0.9731 |
|
| R2 |
0.9768 |
0.9768 |
0.9724 |
|
| R1 |
0.9740 |
0.9740 |
0.9718 |
0.9754 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9705 |
| S1 |
0.9669 |
0.9669 |
0.9704 |
0.9683 |
| S2 |
0.9626 |
0.9626 |
0.9698 |
|
| S3 |
0.9555 |
0.9598 |
0.9691 |
|
| S4 |
0.9484 |
0.9527 |
0.9672 |
|
|
| 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 |
0.9726 |
0.9513 |
0.0213 |
2.2% |
0.0098 |
1.0% |
93% |
True |
False |
111,228 |
| 10 |
0.9770 |
0.9501 |
0.0269 |
2.8% |
0.0113 |
1.2% |
78% |
False |
False |
116,630 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
2.9% |
0.0106 |
1.1% |
79% |
False |
False |
111,205 |
| 40 |
1.0187 |
0.9484 |
0.0703 |
7.2% |
0.0121 |
1.2% |
32% |
False |
False |
114,311 |
| 60 |
1.0493 |
0.9380 |
0.1113 |
11.5% |
0.0139 |
1.4% |
30% |
False |
False |
100,185 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0125 |
1.3% |
35% |
False |
False |
75,207 |
| 100 |
1.0493 |
0.9017 |
0.1476 |
15.2% |
0.0117 |
1.2% |
47% |
False |
False |
60,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0028 |
|
2.618 |
0.9912 |
|
1.618 |
0.9841 |
|
1.000 |
0.9797 |
|
0.618 |
0.9770 |
|
HIGH |
0.9726 |
|
0.618 |
0.9699 |
|
0.500 |
0.9691 |
|
0.382 |
0.9682 |
|
LOW |
0.9655 |
|
0.618 |
0.9611 |
|
1.000 |
0.9584 |
|
1.618 |
0.9540 |
|
2.618 |
0.9469 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9689 |
| PP |
0.9697 |
0.9667 |
| S1 |
0.9691 |
0.9646 |
|