CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9722 |
0.9616 |
-0.0106 |
-1.1% |
0.9625 |
| High |
0.9744 |
0.9715 |
-0.0029 |
-0.3% |
0.9744 |
| Low |
0.9589 |
0.9601 |
0.0012 |
0.1% |
0.9565 |
| Close |
0.9592 |
0.9712 |
0.0120 |
1.3% |
0.9712 |
| Range |
0.0155 |
0.0114 |
-0.0041 |
-26.5% |
0.0179 |
| ATR |
0.0116 |
0.0117 |
0.0000 |
0.4% |
0.0000 |
| Volume |
121,155 |
140,550 |
19,395 |
16.0% |
618,930 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9979 |
0.9775 |
|
| R3 |
0.9904 |
0.9865 |
0.9743 |
|
| R2 |
0.9790 |
0.9790 |
0.9733 |
|
| R1 |
0.9751 |
0.9751 |
0.9722 |
0.9771 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9686 |
| S1 |
0.9637 |
0.9637 |
0.9702 |
0.9657 |
| S2 |
0.9562 |
0.9562 |
0.9691 |
|
| S3 |
0.9448 |
0.9523 |
0.9681 |
|
| S4 |
0.9334 |
0.9409 |
0.9649 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0140 |
0.9810 |
|
| R3 |
1.0032 |
0.9961 |
0.9761 |
|
| R2 |
0.9853 |
0.9853 |
0.9745 |
|
| R1 |
0.9782 |
0.9782 |
0.9728 |
0.9818 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9691 |
| S1 |
0.9603 |
0.9603 |
0.9696 |
0.9639 |
| S2 |
0.9495 |
0.9495 |
0.9679 |
|
| S3 |
0.9316 |
0.9424 |
0.9663 |
|
| S4 |
0.9137 |
0.9245 |
0.9614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9744 |
0.9565 |
0.0179 |
1.8% |
0.0107 |
1.1% |
82% |
False |
False |
123,786 |
| 10 |
0.9770 |
0.9501 |
0.0269 |
2.8% |
0.0112 |
1.2% |
78% |
False |
False |
118,227 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
2.9% |
0.0109 |
1.1% |
80% |
False |
False |
113,489 |
| 40 |
1.0162 |
0.9484 |
0.0678 |
7.0% |
0.0121 |
1.2% |
34% |
False |
False |
115,307 |
| 60 |
1.0493 |
0.9484 |
0.1009 |
10.4% |
0.0139 |
1.4% |
23% |
False |
False |
104,526 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0126 |
1.3% |
35% |
False |
False |
78,474 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.0% |
0.0117 |
1.2% |
38% |
False |
False |
62,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0013 |
|
1.618 |
0.9899 |
|
1.000 |
0.9829 |
|
0.618 |
0.9785 |
|
HIGH |
0.9715 |
|
0.618 |
0.9671 |
|
0.500 |
0.9658 |
|
0.382 |
0.9645 |
|
LOW |
0.9601 |
|
0.618 |
0.9531 |
|
1.000 |
0.9487 |
|
1.618 |
0.9417 |
|
2.618 |
0.9303 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9697 |
| PP |
0.9676 |
0.9682 |
| S1 |
0.9658 |
0.9667 |
|