CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
0.9914 |
-0.0037 |
-0.4% |
0.9890 |
| High |
1.0062 |
0.9960 |
-0.0102 |
-1.0% |
1.0062 |
| Low |
0.9895 |
0.9914 |
0.0019 |
0.2% |
0.9824 |
| Close |
0.9889 |
0.9991 |
0.0102 |
1.0% |
0.9991 |
| Range |
0.0167 |
0.0046 |
-0.0121 |
-72.5% |
0.0238 |
| ATR |
0.0106 |
0.0104 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
16 |
57 |
41 |
256.3% |
105 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0088 |
1.0016 |
|
| R3 |
1.0047 |
1.0042 |
1.0004 |
|
| R2 |
1.0001 |
1.0001 |
0.9999 |
|
| R1 |
0.9996 |
0.9996 |
0.9995 |
0.9999 |
| PP |
0.9955 |
0.9955 |
0.9955 |
0.9956 |
| S1 |
0.9950 |
0.9950 |
0.9987 |
0.9953 |
| S2 |
0.9909 |
0.9909 |
0.9983 |
|
| S3 |
0.9863 |
0.9904 |
0.9978 |
|
| S4 |
0.9817 |
0.9858 |
0.9966 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0570 |
1.0122 |
|
| R3 |
1.0435 |
1.0332 |
1.0056 |
|
| R2 |
1.0197 |
1.0197 |
1.0035 |
|
| R1 |
1.0094 |
1.0094 |
1.0013 |
1.0146 |
| PP |
0.9959 |
0.9959 |
0.9959 |
0.9985 |
| S1 |
0.9856 |
0.9856 |
0.9969 |
0.9908 |
| S2 |
0.9721 |
0.9721 |
0.9947 |
|
| S3 |
0.9483 |
0.9618 |
0.9926 |
|
| S4 |
0.9245 |
0.9380 |
0.9860 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0080 |
|
1.618 |
1.0034 |
|
1.000 |
1.0006 |
|
0.618 |
0.9988 |
|
HIGH |
0.9960 |
|
0.618 |
0.9942 |
|
0.500 |
0.9937 |
|
0.382 |
0.9932 |
|
LOW |
0.9914 |
|
0.618 |
0.9886 |
|
1.000 |
0.9868 |
|
1.618 |
0.9840 |
|
2.618 |
0.9794 |
|
4.250 |
0.9719 |
|
|
| Fisher Pivots for day following 11-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9979 |
| PP |
0.9955 |
0.9966 |
| S1 |
0.9937 |
0.9954 |
|