CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 14-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2008 |
14-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9914 |
0.9947 |
0.0033 |
0.3% |
0.9890 |
High |
0.9960 |
0.9989 |
0.0029 |
0.3% |
1.0062 |
Low |
0.9914 |
0.9947 |
0.0033 |
0.3% |
0.9824 |
Close |
0.9991 |
0.9975 |
-0.0016 |
-0.2% |
0.9991 |
Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0238 |
ATR |
0.0104 |
0.0099 |
-0.0004 |
-4.1% |
0.0000 |
Volume |
57 |
22 |
-35 |
-61.4% |
105 |
|
Daily Pivots for day following 14-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0096 |
1.0078 |
0.9998 |
|
R3 |
1.0054 |
1.0036 |
0.9987 |
|
R2 |
1.0012 |
1.0012 |
0.9983 |
|
R1 |
0.9994 |
0.9994 |
0.9979 |
1.0003 |
PP |
0.9970 |
0.9970 |
0.9970 |
0.9975 |
S1 |
0.9952 |
0.9952 |
0.9971 |
0.9961 |
S2 |
0.9928 |
0.9928 |
0.9967 |
|
S3 |
0.9886 |
0.9910 |
0.9963 |
|
S4 |
0.9844 |
0.9868 |
0.9952 |
|
|
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 |
1.0168 |
2.618 |
1.0099 |
1.618 |
1.0057 |
1.000 |
1.0031 |
0.618 |
1.0015 |
HIGH |
0.9989 |
0.618 |
0.9973 |
0.500 |
0.9968 |
0.382 |
0.9963 |
LOW |
0.9947 |
0.618 |
0.9921 |
1.000 |
0.9905 |
1.618 |
0.9879 |
2.618 |
0.9837 |
4.250 |
0.9769 |
|
|
Fisher Pivots for day following 14-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9973 |
0.9979 |
PP |
0.9970 |
0.9977 |
S1 |
0.9968 |
0.9976 |
|