CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9618 |
0.0048 |
0.5% |
0.9789 |
| High |
0.9621 |
0.9716 |
0.0095 |
1.0% |
0.9790 |
| Low |
0.9570 |
0.9584 |
0.0014 |
0.1% |
0.9550 |
| Close |
0.9608 |
0.9660 |
0.0052 |
0.5% |
0.9660 |
| Range |
0.0051 |
0.0132 |
0.0081 |
158.8% |
0.0240 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.7% |
0.0000 |
| Volume |
682 |
575 |
-107 |
-15.7% |
2,176 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
0.9987 |
0.9733 |
|
| R3 |
0.9917 |
0.9855 |
0.9696 |
|
| R2 |
0.9785 |
0.9785 |
0.9684 |
|
| R1 |
0.9723 |
0.9723 |
0.9672 |
0.9754 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9669 |
| S1 |
0.9591 |
0.9591 |
0.9648 |
0.9622 |
| S2 |
0.9521 |
0.9521 |
0.9636 |
|
| S3 |
0.9389 |
0.9459 |
0.9624 |
|
| S4 |
0.9257 |
0.9327 |
0.9587 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0263 |
0.9792 |
|
| R3 |
1.0147 |
1.0023 |
0.9726 |
|
| R2 |
0.9907 |
0.9907 |
0.9704 |
|
| R1 |
0.9783 |
0.9783 |
0.9682 |
0.9725 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9638 |
| S1 |
0.9543 |
0.9543 |
0.9638 |
0.9485 |
| S2 |
0.9427 |
0.9427 |
0.9616 |
|
| S3 |
0.9187 |
0.9303 |
0.9594 |
|
| S4 |
0.8947 |
0.9063 |
0.9528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9790 |
0.9550 |
0.0240 |
2.5% |
0.0092 |
1.0% |
46% |
False |
False |
435 |
| 10 |
0.9790 |
0.9546 |
0.0244 |
2.5% |
0.0090 |
0.9% |
47% |
False |
False |
340 |
| 20 |
0.9808 |
0.9530 |
0.0278 |
2.9% |
0.0079 |
0.8% |
47% |
False |
False |
256 |
| 40 |
1.0290 |
0.9530 |
0.0760 |
7.9% |
0.0079 |
0.8% |
17% |
False |
False |
187 |
| 60 |
1.0505 |
0.9372 |
0.1133 |
11.7% |
0.0077 |
0.8% |
25% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0062 |
|
1.618 |
0.9930 |
|
1.000 |
0.9848 |
|
0.618 |
0.9798 |
|
HIGH |
0.9716 |
|
0.618 |
0.9666 |
|
0.500 |
0.9650 |
|
0.382 |
0.9634 |
|
LOW |
0.9584 |
|
0.618 |
0.9502 |
|
1.000 |
0.9452 |
|
1.618 |
0.9370 |
|
2.618 |
0.9238 |
|
4.250 |
0.9023 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9657 |
0.9651 |
| PP |
0.9653 |
0.9642 |
| S1 |
0.9650 |
0.9633 |
|