CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 01-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
01-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
0.9995 |
-0.0142 |
-1.4% |
1.0065 |
| High |
1.0139 |
0.9995 |
-0.0144 |
-1.4% |
1.0290 |
| Low |
1.0102 |
0.9873 |
-0.0229 |
-2.3% |
0.9974 |
| Close |
1.0107 |
0.9883 |
-0.0224 |
-2.2% |
1.0135 |
| Range |
0.0037 |
0.0122 |
0.0085 |
229.7% |
0.0316 |
| ATR |
0.0115 |
0.0123 |
0.0009 |
7.4% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
1,114 |
|
| Daily Pivots for day following 01-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0205 |
0.9950 |
|
| R3 |
1.0161 |
1.0083 |
0.9917 |
|
| R2 |
1.0039 |
1.0039 |
0.9905 |
|
| R1 |
0.9961 |
0.9961 |
0.9894 |
0.9939 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9906 |
| S1 |
0.9839 |
0.9839 |
0.9872 |
0.9817 |
| S2 |
0.9795 |
0.9795 |
0.9861 |
|
| S3 |
0.9673 |
0.9717 |
0.9849 |
|
| S4 |
0.9551 |
0.9595 |
0.9816 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.0924 |
1.0309 |
|
| R3 |
1.0765 |
1.0608 |
1.0222 |
|
| R2 |
1.0449 |
1.0449 |
1.0193 |
|
| R1 |
1.0292 |
1.0292 |
1.0164 |
1.0371 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0172 |
| S1 |
0.9976 |
0.9976 |
1.0106 |
1.0055 |
| S2 |
0.9817 |
0.9817 |
1.0077 |
|
| S3 |
0.9501 |
0.9660 |
1.0048 |
|
| S4 |
0.9185 |
0.9344 |
0.9961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0514 |
|
2.618 |
1.0314 |
|
1.618 |
1.0192 |
|
1.000 |
1.0117 |
|
0.618 |
1.0070 |
|
HIGH |
0.9995 |
|
0.618 |
0.9948 |
|
0.500 |
0.9934 |
|
0.382 |
0.9920 |
|
LOW |
0.9873 |
|
0.618 |
0.9798 |
|
1.000 |
0.9751 |
|
1.618 |
0.9676 |
|
2.618 |
0.9554 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 01-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9934 |
1.0012 |
| PP |
0.9917 |
0.9969 |
| S1 |
0.9900 |
0.9926 |
|