CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 07-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2008 |
07-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9842 |
-0.0104 |
-1.0% |
1.0141 |
| High |
0.9946 |
0.9889 |
-0.0057 |
-0.6% |
1.0141 |
| Low |
0.9946 |
0.9842 |
-0.0104 |
-1.0% |
0.9888 |
| Close |
0.9946 |
0.9878 |
-0.0068 |
-0.7% |
0.9946 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0253 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9991 |
0.9904 |
|
| R3 |
0.9964 |
0.9944 |
0.9891 |
|
| R2 |
0.9917 |
0.9917 |
0.9887 |
|
| R1 |
0.9897 |
0.9897 |
0.9882 |
0.9907 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9875 |
| S1 |
0.9850 |
0.9850 |
0.9874 |
0.9860 |
| S2 |
0.9823 |
0.9823 |
0.9869 |
|
| S3 |
0.9776 |
0.9803 |
0.9865 |
|
| S4 |
0.9729 |
0.9756 |
0.9852 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0601 |
1.0085 |
|
| R3 |
1.0498 |
1.0348 |
1.0016 |
|
| R2 |
1.0245 |
1.0245 |
0.9992 |
|
| R1 |
1.0095 |
1.0095 |
0.9969 |
1.0044 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9966 |
| S1 |
0.9842 |
0.9842 |
0.9923 |
0.9791 |
| S2 |
0.9739 |
0.9739 |
0.9900 |
|
| S3 |
0.9486 |
0.9589 |
0.9876 |
|
| S4 |
0.9233 |
0.9336 |
0.9807 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0089 |
|
2.618 |
1.0012 |
|
1.618 |
0.9965 |
|
1.000 |
0.9936 |
|
0.618 |
0.9918 |
|
HIGH |
0.9889 |
|
0.618 |
0.9871 |
|
0.500 |
0.9866 |
|
0.382 |
0.9860 |
|
LOW |
0.9842 |
|
0.618 |
0.9813 |
|
1.000 |
0.9795 |
|
1.618 |
0.9766 |
|
2.618 |
0.9719 |
|
4.250 |
0.9642 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9874 |
0.9894 |
| PP |
0.9870 |
0.9889 |
| S1 |
0.9866 |
0.9883 |
|