CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9627 |
0.9675 |
0.0048 |
0.5% |
0.9780 |
| High |
0.9656 |
0.9755 |
0.0099 |
1.0% |
0.9808 |
| Low |
0.9624 |
0.9675 |
0.0051 |
0.5% |
0.9621 |
| Close |
0.9668 |
0.9692 |
0.0024 |
0.2% |
0.9649 |
| Range |
0.0032 |
0.0080 |
0.0048 |
150.0% |
0.0187 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.3% |
0.0000 |
| Volume |
88 |
34 |
-54 |
-61.4% |
1,037 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9900 |
0.9736 |
|
| R3 |
0.9867 |
0.9820 |
0.9714 |
|
| R2 |
0.9787 |
0.9787 |
0.9707 |
|
| R1 |
0.9740 |
0.9740 |
0.9699 |
0.9764 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9719 |
| S1 |
0.9660 |
0.9660 |
0.9685 |
0.9684 |
| S2 |
0.9627 |
0.9627 |
0.9677 |
|
| S3 |
0.9547 |
0.9580 |
0.9670 |
|
| S4 |
0.9467 |
0.9500 |
0.9648 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0138 |
0.9752 |
|
| R3 |
1.0067 |
0.9951 |
0.9700 |
|
| R2 |
0.9880 |
0.9880 |
0.9683 |
|
| R1 |
0.9764 |
0.9764 |
0.9666 |
0.9729 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9675 |
| S1 |
0.9577 |
0.9577 |
0.9632 |
0.9542 |
| S2 |
0.9506 |
0.9506 |
0.9615 |
|
| S3 |
0.9319 |
0.9390 |
0.9598 |
|
| S4 |
0.9132 |
0.9203 |
0.9546 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
0.9964 |
|
1.618 |
0.9884 |
|
1.000 |
0.9835 |
|
0.618 |
0.9804 |
|
HIGH |
0.9755 |
|
0.618 |
0.9724 |
|
0.500 |
0.9715 |
|
0.382 |
0.9706 |
|
LOW |
0.9675 |
|
0.618 |
0.9626 |
|
1.000 |
0.9595 |
|
1.618 |
0.9546 |
|
2.618 |
0.9466 |
|
4.250 |
0.9335 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9691 |
| PP |
0.9707 |
0.9689 |
| S1 |
0.9700 |
0.9688 |
|