CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9519 |
-0.0086 |
-0.9% |
0.9747 |
| High |
0.9605 |
0.9553 |
-0.0052 |
-0.5% |
0.9747 |
| Low |
0.9504 |
0.9512 |
0.0008 |
0.1% |
0.9504 |
| Close |
0.9531 |
0.9538 |
0.0007 |
0.1% |
0.9538 |
| Range |
0.0101 |
0.0041 |
-0.0060 |
-59.4% |
0.0243 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
502 |
1,557 |
1,055 |
210.2% |
3,609 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9657 |
0.9639 |
0.9561 |
|
| R3 |
0.9616 |
0.9598 |
0.9549 |
|
| R2 |
0.9575 |
0.9575 |
0.9546 |
|
| R1 |
0.9557 |
0.9557 |
0.9542 |
0.9566 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9539 |
| S1 |
0.9516 |
0.9516 |
0.9534 |
0.9525 |
| S2 |
0.9493 |
0.9493 |
0.9530 |
|
| S3 |
0.9452 |
0.9475 |
0.9527 |
|
| S4 |
0.9411 |
0.9434 |
0.9515 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0175 |
0.9672 |
|
| R3 |
1.0082 |
0.9932 |
0.9605 |
|
| R2 |
0.9839 |
0.9839 |
0.9583 |
|
| R1 |
0.9689 |
0.9689 |
0.9560 |
0.9643 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9573 |
| S1 |
0.9446 |
0.9446 |
0.9516 |
0.9400 |
| S2 |
0.9353 |
0.9353 |
0.9493 |
|
| S3 |
0.9110 |
0.9203 |
0.9471 |
|
| S4 |
0.8867 |
0.8960 |
0.9404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9747 |
0.9504 |
0.0243 |
2.5% |
0.0077 |
0.8% |
14% |
False |
False |
721 |
| 10 |
0.9785 |
0.9504 |
0.0281 |
2.9% |
0.0083 |
0.9% |
12% |
False |
False |
613 |
| 20 |
0.9790 |
0.9504 |
0.0286 |
3.0% |
0.0086 |
0.9% |
12% |
False |
False |
477 |
| 40 |
1.0062 |
0.9504 |
0.0558 |
5.9% |
0.0076 |
0.8% |
6% |
False |
False |
285 |
| 60 |
1.0505 |
0.9504 |
0.1001 |
10.5% |
0.0086 |
0.9% |
3% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9727 |
|
2.618 |
0.9660 |
|
1.618 |
0.9619 |
|
1.000 |
0.9594 |
|
0.618 |
0.9578 |
|
HIGH |
0.9553 |
|
0.618 |
0.9537 |
|
0.500 |
0.9533 |
|
0.382 |
0.9528 |
|
LOW |
0.9512 |
|
0.618 |
0.9487 |
|
1.000 |
0.9471 |
|
1.618 |
0.9446 |
|
2.618 |
0.9405 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9536 |
0.9586 |
| PP |
0.9534 |
0.9570 |
| S1 |
0.9533 |
0.9554 |
|