CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 21-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9780 |
-0.0052 |
-0.5% |
0.9947 |
| High |
0.9832 |
0.9780 |
-0.0052 |
-0.5% |
0.9989 |
| Low |
0.9647 |
0.9747 |
0.0100 |
1.0% |
0.9647 |
| Close |
0.9714 |
0.9784 |
0.0070 |
0.7% |
0.9714 |
| Range |
0.0185 |
0.0033 |
-0.0152 |
-82.2% |
0.0342 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
5 |
248 |
243 |
4,860.0% |
43 |
|
| Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9860 |
0.9802 |
|
| R3 |
0.9836 |
0.9827 |
0.9793 |
|
| R2 |
0.9803 |
0.9803 |
0.9790 |
|
| R1 |
0.9794 |
0.9794 |
0.9787 |
0.9799 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9773 |
| S1 |
0.9761 |
0.9761 |
0.9781 |
0.9766 |
| S2 |
0.9737 |
0.9737 |
0.9778 |
|
| S3 |
0.9704 |
0.9728 |
0.9775 |
|
| S4 |
0.9671 |
0.9695 |
0.9766 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0809 |
1.0604 |
0.9902 |
|
| R3 |
1.0467 |
1.0262 |
0.9808 |
|
| R2 |
1.0125 |
1.0125 |
0.9777 |
|
| R1 |
0.9920 |
0.9920 |
0.9745 |
0.9852 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9749 |
| S1 |
0.9578 |
0.9578 |
0.9683 |
0.9510 |
| S2 |
0.9441 |
0.9441 |
0.9651 |
|
| S3 |
0.9099 |
0.9236 |
0.9620 |
|
| S4 |
0.8757 |
0.8894 |
0.9526 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9920 |
|
2.618 |
0.9866 |
|
1.618 |
0.9833 |
|
1.000 |
0.9813 |
|
0.618 |
0.9800 |
|
HIGH |
0.9780 |
|
0.618 |
0.9767 |
|
0.500 |
0.9764 |
|
0.382 |
0.9760 |
|
LOW |
0.9747 |
|
0.618 |
0.9727 |
|
1.000 |
0.9714 |
|
1.618 |
0.9694 |
|
2.618 |
0.9661 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 21-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9781 |
| PP |
0.9770 |
0.9777 |
| S1 |
0.9764 |
0.9774 |
|