CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9747 |
0.0000 |
0.0% |
0.9663 |
| High |
0.9747 |
0.9747 |
0.0000 |
0.0% |
0.9785 |
| Low |
0.9722 |
0.9644 |
-0.0078 |
-0.8% |
0.9612 |
| Close |
0.9722 |
0.9647 |
-0.0075 |
-0.8% |
0.9757 |
| Range |
0.0025 |
0.0103 |
0.0078 |
312.0% |
0.0173 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0000 |
| Volume |
793 |
90 |
-703 |
-88.7% |
2,528 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9921 |
0.9704 |
|
| R3 |
0.9885 |
0.9818 |
0.9675 |
|
| R2 |
0.9782 |
0.9782 |
0.9666 |
|
| R1 |
0.9715 |
0.9715 |
0.9656 |
0.9697 |
| PP |
0.9679 |
0.9679 |
0.9679 |
0.9671 |
| S1 |
0.9612 |
0.9612 |
0.9638 |
0.9594 |
| S2 |
0.9576 |
0.9576 |
0.9628 |
|
| S3 |
0.9473 |
0.9509 |
0.9619 |
|
| S4 |
0.9370 |
0.9406 |
0.9590 |
|
|
| 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% |
0.0084 |
0.9% |
7% |
False |
False |
433 |
| 10 |
0.9785 |
0.9550 |
0.0235 |
2.4% |
0.0081 |
0.8% |
41% |
False |
False |
506 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0086 |
0.9% |
45% |
False |
False |
368 |
| 40 |
1.0062 |
0.9530 |
0.0532 |
5.5% |
0.0075 |
0.8% |
22% |
False |
False |
244 |
| 60 |
1.0505 |
0.9530 |
0.0975 |
10.1% |
0.0083 |
0.9% |
12% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
1.0017 |
|
1.618 |
0.9914 |
|
1.000 |
0.9850 |
|
0.618 |
0.9811 |
|
HIGH |
0.9747 |
|
0.618 |
0.9708 |
|
0.500 |
0.9696 |
|
0.382 |
0.9683 |
|
LOW |
0.9644 |
|
0.618 |
0.9580 |
|
1.000 |
0.9541 |
|
1.618 |
0.9477 |
|
2.618 |
0.9374 |
|
4.250 |
0.9206 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9696 |
0.9700 |
| PP |
0.9679 |
0.9682 |
| S1 |
0.9663 |
0.9665 |
|