CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9890 |
0.0069 |
0.7% |
1.0137 |
| High |
0.9916 |
0.9890 |
-0.0026 |
-0.3% |
1.0139 |
| Low |
0.9821 |
0.9824 |
0.0003 |
0.0% |
0.9806 |
| Close |
0.9907 |
0.9839 |
-0.0068 |
-0.7% |
0.9907 |
| Range |
0.0095 |
0.0066 |
-0.0029 |
-30.5% |
0.0333 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
17 |
23 |
6 |
35.3% |
1,125 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
1.0010 |
0.9875 |
|
| R3 |
0.9983 |
0.9944 |
0.9857 |
|
| R2 |
0.9917 |
0.9917 |
0.9851 |
|
| R1 |
0.9878 |
0.9878 |
0.9845 |
0.9865 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9844 |
| S1 |
0.9812 |
0.9812 |
0.9833 |
0.9799 |
| S2 |
0.9785 |
0.9785 |
0.9827 |
|
| S3 |
0.9719 |
0.9746 |
0.9821 |
|
| S4 |
0.9653 |
0.9680 |
0.9803 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0761 |
1.0090 |
|
| R3 |
1.0617 |
1.0428 |
0.9999 |
|
| R2 |
1.0284 |
1.0284 |
0.9968 |
|
| R1 |
1.0095 |
1.0095 |
0.9938 |
1.0023 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9915 |
| S1 |
0.9762 |
0.9762 |
0.9876 |
0.9690 |
| S2 |
0.9618 |
0.9618 |
0.9846 |
|
| S3 |
0.9285 |
0.9429 |
0.9815 |
|
| S4 |
0.8952 |
0.9096 |
0.9724 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0171 |
|
2.618 |
1.0063 |
|
1.618 |
0.9997 |
|
1.000 |
0.9956 |
|
0.618 |
0.9931 |
|
HIGH |
0.9890 |
|
0.618 |
0.9865 |
|
0.500 |
0.9857 |
|
0.382 |
0.9849 |
|
LOW |
0.9824 |
|
0.618 |
0.9783 |
|
1.000 |
0.9758 |
|
1.618 |
0.9717 |
|
2.618 |
0.9651 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9861 |
| PP |
0.9851 |
0.9854 |
| S1 |
0.9845 |
0.9846 |
|