CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9683 |
0.9701 |
0.0018 |
0.2% |
0.9773 |
| High |
0.9683 |
0.9759 |
0.0076 |
0.8% |
0.9773 |
| Low |
0.9683 |
0.9701 |
0.0018 |
0.2% |
0.9605 |
| Close |
0.9683 |
0.9748 |
0.0065 |
0.7% |
0.9703 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0168 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.1% |
0.0000 |
| Volume |
6 |
0 |
-6 |
-100.0% |
112 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9887 |
0.9780 |
|
| R3 |
0.9852 |
0.9829 |
0.9764 |
|
| R2 |
0.9794 |
0.9794 |
0.9759 |
|
| R1 |
0.9771 |
0.9771 |
0.9753 |
0.9783 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9742 |
| S1 |
0.9713 |
0.9713 |
0.9743 |
0.9725 |
| S2 |
0.9678 |
0.9678 |
0.9737 |
|
| S3 |
0.9620 |
0.9655 |
0.9732 |
|
| S4 |
0.9562 |
0.9597 |
0.9716 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0118 |
0.9795 |
|
| R3 |
1.0030 |
0.9950 |
0.9749 |
|
| R2 |
0.9862 |
0.9862 |
0.9734 |
|
| R1 |
0.9782 |
0.9782 |
0.9718 |
0.9738 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9672 |
| S1 |
0.9614 |
0.9614 |
0.9688 |
0.9570 |
| S2 |
0.9526 |
0.9526 |
0.9672 |
|
| S3 |
0.9358 |
0.9446 |
0.9657 |
|
| S4 |
0.9190 |
0.9278 |
0.9611 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9911 |
|
1.618 |
0.9853 |
|
1.000 |
0.9817 |
|
0.618 |
0.9795 |
|
HIGH |
0.9759 |
|
0.618 |
0.9737 |
|
0.500 |
0.9730 |
|
0.382 |
0.9723 |
|
LOW |
0.9701 |
|
0.618 |
0.9665 |
|
1.000 |
0.9643 |
|
1.618 |
0.9607 |
|
2.618 |
0.9549 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9742 |
0.9739 |
| PP |
0.9736 |
0.9730 |
| S1 |
0.9730 |
0.9721 |
|