CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9850 |
-0.0040 |
-0.4% |
1.0137 |
| High |
0.9890 |
0.9900 |
0.0010 |
0.1% |
1.0139 |
| Low |
0.9824 |
0.9850 |
0.0026 |
0.3% |
0.9806 |
| Close |
0.9839 |
0.9831 |
-0.0008 |
-0.1% |
0.9907 |
| Range |
0.0066 |
0.0050 |
-0.0016 |
-24.2% |
0.0333 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
23 |
5 |
-18 |
-78.3% |
1,125 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0010 |
0.9971 |
0.9859 |
|
| R3 |
0.9960 |
0.9921 |
0.9845 |
|
| R2 |
0.9910 |
0.9910 |
0.9840 |
|
| R1 |
0.9871 |
0.9871 |
0.9836 |
0.9866 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9858 |
| S1 |
0.9821 |
0.9821 |
0.9826 |
0.9816 |
| S2 |
0.9810 |
0.9810 |
0.9822 |
|
| S3 |
0.9760 |
0.9771 |
0.9817 |
|
| S4 |
0.9710 |
0.9721 |
0.9804 |
|
|
| 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 |
1.0113 |
|
2.618 |
1.0031 |
|
1.618 |
0.9981 |
|
1.000 |
0.9950 |
|
0.618 |
0.9931 |
|
HIGH |
0.9900 |
|
0.618 |
0.9881 |
|
0.500 |
0.9875 |
|
0.382 |
0.9869 |
|
LOW |
0.9850 |
|
0.618 |
0.9819 |
|
1.000 |
0.9800 |
|
1.618 |
0.9769 |
|
2.618 |
0.9719 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9869 |
| PP |
0.9860 |
0.9856 |
| S1 |
0.9846 |
0.9844 |
|