CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9599 |
0.9596 |
-0.0003 |
0.0% |
0.9627 |
| High |
0.9613 |
0.9732 |
0.0119 |
1.2% |
0.9755 |
| Low |
0.9546 |
0.9592 |
0.0046 |
0.5% |
0.9530 |
| Close |
0.9600 |
0.9676 |
0.0076 |
0.8% |
0.9566 |
| Range |
0.0067 |
0.0140 |
0.0073 |
109.0% |
0.0225 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
5.0% |
0.0000 |
| Volume |
165 |
362 |
197 |
119.4% |
687 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0087 |
1.0021 |
0.9753 |
|
| R3 |
0.9947 |
0.9881 |
0.9715 |
|
| R2 |
0.9807 |
0.9807 |
0.9702 |
|
| R1 |
0.9741 |
0.9741 |
0.9689 |
0.9774 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9683 |
| S1 |
0.9601 |
0.9601 |
0.9663 |
0.9634 |
| S2 |
0.9527 |
0.9527 |
0.9650 |
|
| S3 |
0.9387 |
0.9461 |
0.9638 |
|
| S4 |
0.9247 |
0.9321 |
0.9599 |
|
|
| 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 |
1.0327 |
|
2.618 |
1.0099 |
|
1.618 |
0.9959 |
|
1.000 |
0.9872 |
|
0.618 |
0.9819 |
|
HIGH |
0.9732 |
|
0.618 |
0.9679 |
|
0.500 |
0.9662 |
|
0.382 |
0.9645 |
|
LOW |
0.9592 |
|
0.618 |
0.9505 |
|
1.000 |
0.9452 |
|
1.618 |
0.9365 |
|
2.618 |
0.9225 |
|
4.250 |
0.8997 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9671 |
0.9664 |
| PP |
0.9667 |
0.9651 |
| S1 |
0.9662 |
0.9639 |
|