CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9600 |
-0.0100 |
-1.0% |
0.9625 |
| High |
0.9706 |
0.9635 |
-0.0071 |
-0.7% |
0.9744 |
| Low |
0.9594 |
0.9505 |
-0.0089 |
-0.9% |
0.9565 |
| Close |
0.9600 |
0.9563 |
-0.0037 |
-0.4% |
0.9712 |
| Range |
0.0112 |
0.0130 |
0.0018 |
16.1% |
0.0179 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.8% |
0.0000 |
| Volume |
99,778 |
132,521 |
32,743 |
32.8% |
618,930 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9890 |
0.9635 |
|
| R3 |
0.9828 |
0.9760 |
0.9599 |
|
| R2 |
0.9698 |
0.9698 |
0.9587 |
|
| R1 |
0.9630 |
0.9630 |
0.9575 |
0.9599 |
| PP |
0.9568 |
0.9568 |
0.9568 |
0.9552 |
| S1 |
0.9500 |
0.9500 |
0.9551 |
0.9469 |
| S2 |
0.9438 |
0.9438 |
0.9539 |
|
| S3 |
0.9308 |
0.9370 |
0.9527 |
|
| S4 |
0.9178 |
0.9240 |
0.9492 |
|
|
| 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 |
0.9505 |
0.0239 |
2.5% |
0.0116 |
1.2% |
24% |
False |
True |
125,306 |
| 10 |
0.9744 |
0.9501 |
0.0243 |
2.5% |
0.0108 |
1.1% |
26% |
False |
False |
117,913 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0112 |
1.2% |
28% |
False |
False |
116,655 |
| 40 |
1.0033 |
0.9484 |
0.0549 |
5.7% |
0.0117 |
1.2% |
14% |
False |
False |
116,528 |
| 60 |
1.0493 |
0.9484 |
0.1009 |
10.6% |
0.0139 |
1.5% |
8% |
False |
False |
108,374 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0127 |
1.3% |
23% |
False |
False |
81,373 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.2% |
0.0118 |
1.2% |
26% |
False |
False |
65,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
0.9975 |
|
1.618 |
0.9845 |
|
1.000 |
0.9765 |
|
0.618 |
0.9715 |
|
HIGH |
0.9635 |
|
0.618 |
0.9585 |
|
0.500 |
0.9570 |
|
0.382 |
0.9555 |
|
LOW |
0.9505 |
|
0.618 |
0.9425 |
|
1.000 |
0.9375 |
|
1.618 |
0.9295 |
|
2.618 |
0.9165 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9570 |
0.9610 |
| PP |
0.9568 |
0.9594 |
| S1 |
0.9565 |
0.9579 |
|