CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9760 |
0.0036 |
0.4% |
0.9789 |
| High |
0.9763 |
0.9785 |
0.0022 |
0.2% |
0.9790 |
| Low |
0.9724 |
0.9636 |
-0.0088 |
-0.9% |
0.9550 |
| Close |
0.9755 |
0.9636 |
-0.0119 |
-1.2% |
0.9660 |
| Range |
0.0039 |
0.0149 |
0.0110 |
282.1% |
0.0240 |
| ATR |
0.0087 |
0.0091 |
0.0004 |
5.1% |
0.0000 |
| Volume |
292 |
197 |
-95 |
-32.5% |
2,176 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0033 |
0.9718 |
|
| R3 |
0.9984 |
0.9884 |
0.9677 |
|
| R2 |
0.9835 |
0.9835 |
0.9663 |
|
| R1 |
0.9735 |
0.9735 |
0.9650 |
0.9711 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9673 |
| S1 |
0.9586 |
0.9586 |
0.9622 |
0.9562 |
| S2 |
0.9537 |
0.9537 |
0.9609 |
|
| S3 |
0.9388 |
0.9437 |
0.9595 |
|
| S4 |
0.9239 |
0.9288 |
0.9554 |
|
|
| 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 |
0.9785 |
0.9584 |
0.0201 |
2.1% |
0.0094 |
1.0% |
26% |
True |
False |
462 |
| 10 |
0.9790 |
0.9550 |
0.0240 |
2.5% |
0.0089 |
0.9% |
36% |
False |
False |
407 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0084 |
0.9% |
41% |
False |
False |
325 |
| 40 |
1.0150 |
0.9530 |
0.0620 |
6.4% |
0.0076 |
0.8% |
17% |
False |
False |
204 |
| 60 |
1.0505 |
0.9530 |
0.0975 |
10.1% |
0.0082 |
0.9% |
11% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0418 |
|
2.618 |
1.0175 |
|
1.618 |
1.0026 |
|
1.000 |
0.9934 |
|
0.618 |
0.9877 |
|
HIGH |
0.9785 |
|
0.618 |
0.9728 |
|
0.500 |
0.9711 |
|
0.382 |
0.9693 |
|
LOW |
0.9636 |
|
0.618 |
0.9544 |
|
1.000 |
0.9487 |
|
1.618 |
0.9395 |
|
2.618 |
0.9246 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9711 |
| PP |
0.9686 |
0.9686 |
| S1 |
0.9661 |
0.9661 |
|