CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9653 |
0.9747 |
0.0094 |
1.0% |
0.9663 |
| High |
0.9756 |
0.9747 |
-0.0009 |
-0.1% |
0.9785 |
| Low |
0.9653 |
0.9722 |
0.0069 |
0.7% |
0.9612 |
| Close |
0.9757 |
0.9722 |
-0.0035 |
-0.4% |
0.9757 |
| Range |
0.0103 |
0.0025 |
-0.0078 |
-75.7% |
0.0173 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
793 |
793 |
0 |
0.0% |
2,528 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9805 |
0.9789 |
0.9736 |
|
| R3 |
0.9780 |
0.9764 |
0.9729 |
|
| R2 |
0.9755 |
0.9755 |
0.9727 |
|
| R1 |
0.9739 |
0.9739 |
0.9724 |
0.9735 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9728 |
| S1 |
0.9714 |
0.9714 |
0.9720 |
0.9710 |
| S2 |
0.9705 |
0.9705 |
0.9717 |
|
| S3 |
0.9680 |
0.9689 |
0.9715 |
|
| S4 |
0.9655 |
0.9664 |
0.9708 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0170 |
0.9852 |
|
| R3 |
1.0064 |
0.9997 |
0.9805 |
|
| R2 |
0.9891 |
0.9891 |
0.9789 |
|
| R1 |
0.9824 |
0.9824 |
0.9773 |
0.9858 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9735 |
| S1 |
0.9651 |
0.9651 |
0.9741 |
0.9685 |
| S2 |
0.9545 |
0.9545 |
0.9725 |
|
| S3 |
0.9372 |
0.9478 |
0.9709 |
|
| S4 |
0.9199 |
0.9305 |
0.9662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9785 |
0.9636 |
0.0149 |
1.5% |
0.0076 |
0.8% |
58% |
False |
False |
601 |
| 10 |
0.9785 |
0.9550 |
0.0235 |
2.4% |
0.0082 |
0.8% |
73% |
False |
False |
520 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0085 |
0.9% |
74% |
False |
False |
366 |
| 40 |
1.0062 |
0.9530 |
0.0532 |
5.5% |
0.0076 |
0.8% |
36% |
False |
False |
242 |
| 60 |
1.0505 |
0.9530 |
0.0975 |
10.0% |
0.0083 |
0.9% |
20% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9853 |
|
2.618 |
0.9812 |
|
1.618 |
0.9787 |
|
1.000 |
0.9772 |
|
0.618 |
0.9762 |
|
HIGH |
0.9747 |
|
0.618 |
0.9737 |
|
0.500 |
0.9735 |
|
0.382 |
0.9732 |
|
LOW |
0.9722 |
|
0.618 |
0.9707 |
|
1.000 |
0.9697 |
|
1.618 |
0.9682 |
|
2.618 |
0.9657 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9718 |
| PP |
0.9730 |
0.9714 |
| S1 |
0.9726 |
0.9711 |
|