CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9722 |
0.0058 |
0.6% |
0.9734 |
| High |
0.9726 |
0.9744 |
0.0018 |
0.2% |
0.9770 |
| Low |
0.9655 |
0.9589 |
-0.0066 |
-0.7% |
0.9501 |
| Close |
0.9711 |
0.9592 |
-0.0119 |
-1.2% |
0.9616 |
| Range |
0.0071 |
0.0155 |
0.0084 |
118.3% |
0.0269 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.6% |
0.0000 |
| Volume |
132,529 |
121,155 |
-11,374 |
-8.6% |
563,346 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0004 |
0.9677 |
|
| R3 |
0.9952 |
0.9849 |
0.9635 |
|
| R2 |
0.9797 |
0.9797 |
0.9620 |
|
| R1 |
0.9694 |
0.9694 |
0.9606 |
0.9668 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9629 |
| S1 |
0.9539 |
0.9539 |
0.9578 |
0.9513 |
| S2 |
0.9487 |
0.9487 |
0.9564 |
|
| S3 |
0.9332 |
0.9384 |
0.9549 |
|
| S4 |
0.9177 |
0.9229 |
0.9507 |
|
|
| 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 |
0.9744 |
0.9529 |
0.0215 |
2.2% |
0.0114 |
1.2% |
29% |
True |
False |
114,749 |
| 10 |
0.9770 |
0.9501 |
0.0269 |
2.8% |
0.0114 |
1.2% |
34% |
False |
False |
119,792 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0108 |
1.1% |
38% |
False |
False |
112,379 |
| 40 |
1.0162 |
0.9484 |
0.0678 |
7.1% |
0.0121 |
1.3% |
16% |
False |
False |
114,442 |
| 60 |
1.0493 |
0.9437 |
0.1056 |
11.0% |
0.0139 |
1.5% |
15% |
False |
False |
102,194 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0125 |
1.3% |
25% |
False |
False |
76,720 |
| 100 |
1.0493 |
0.9115 |
0.1378 |
14.4% |
0.0117 |
1.2% |
35% |
False |
False |
61,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0150 |
|
1.618 |
0.9995 |
|
1.000 |
0.9899 |
|
0.618 |
0.9840 |
|
HIGH |
0.9744 |
|
0.618 |
0.9685 |
|
0.500 |
0.9667 |
|
0.382 |
0.9648 |
|
LOW |
0.9589 |
|
0.618 |
0.9493 |
|
1.000 |
0.9434 |
|
1.618 |
0.9338 |
|
2.618 |
0.9183 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9667 |
0.9664 |
| PP |
0.9642 |
0.9640 |
| S1 |
0.9617 |
0.9616 |
|