CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9599 |
-0.0017 |
-0.2% |
0.9627 |
| High |
0.9673 |
0.9613 |
-0.0060 |
-0.6% |
0.9755 |
| Low |
0.9602 |
0.9546 |
-0.0056 |
-0.6% |
0.9530 |
| Close |
0.9614 |
0.9600 |
-0.0014 |
-0.1% |
0.9566 |
| Range |
0.0071 |
0.0067 |
-0.0004 |
-5.6% |
0.0225 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
86 |
165 |
79 |
91.9% |
687 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9761 |
0.9637 |
|
| R3 |
0.9720 |
0.9694 |
0.9618 |
|
| R2 |
0.9653 |
0.9653 |
0.9612 |
|
| R1 |
0.9627 |
0.9627 |
0.9606 |
0.9640 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9593 |
| S1 |
0.9560 |
0.9560 |
0.9594 |
0.9573 |
| S2 |
0.9519 |
0.9519 |
0.9588 |
|
| S3 |
0.9452 |
0.9493 |
0.9582 |
|
| S4 |
0.9385 |
0.9426 |
0.9563 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0154 |
0.9690 |
|
| R3 |
1.0067 |
0.9929 |
0.9628 |
|
| R2 |
0.9842 |
0.9842 |
0.9607 |
|
| R1 |
0.9704 |
0.9704 |
0.9587 |
0.9661 |
| PP |
0.9617 |
0.9617 |
0.9617 |
0.9595 |
| S1 |
0.9479 |
0.9479 |
0.9545 |
0.9436 |
| S2 |
0.9392 |
0.9392 |
0.9525 |
|
| S3 |
0.9167 |
0.9254 |
0.9504 |
|
| S4 |
0.8942 |
0.9029 |
0.9442 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9788 |
|
1.618 |
0.9721 |
|
1.000 |
0.9680 |
|
0.618 |
0.9654 |
|
HIGH |
0.9613 |
|
0.618 |
0.9587 |
|
0.500 |
0.9580 |
|
0.382 |
0.9572 |
|
LOW |
0.9546 |
|
0.618 |
0.9505 |
|
1.000 |
0.9479 |
|
1.618 |
0.9438 |
|
2.618 |
0.9371 |
|
4.250 |
0.9261 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9610 |
| PP |
0.9586 |
0.9606 |
| S1 |
0.9580 |
0.9603 |
|