CME Japanese Yen Future June 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 |
0.9820 |
0.9898 |
0.0078 |
0.8% |
1.0116 |
| High |
0.9895 |
0.9934 |
0.0039 |
0.4% |
1.0162 |
| Low |
0.9777 |
0.9760 |
-0.0017 |
-0.2% |
0.9750 |
| Close |
0.9867 |
0.9799 |
-0.0068 |
-0.7% |
0.9867 |
| Range |
0.0118 |
0.0174 |
0.0056 |
47.5% |
0.0412 |
| ATR |
0.0160 |
0.0161 |
0.0001 |
0.6% |
0.0000 |
| Volume |
97,063 |
110,200 |
13,137 |
13.5% |
572,274 |
|
| Daily Pivots for day following 07-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0250 |
0.9895 |
|
| R3 |
1.0179 |
1.0076 |
0.9847 |
|
| R2 |
1.0005 |
1.0005 |
0.9831 |
|
| R1 |
0.9902 |
0.9902 |
0.9815 |
0.9867 |
| PP |
0.9831 |
0.9831 |
0.9831 |
0.9813 |
| S1 |
0.9728 |
0.9728 |
0.9783 |
0.9693 |
| S2 |
0.9657 |
0.9657 |
0.9767 |
|
| S3 |
0.9483 |
0.9554 |
0.9751 |
|
| S4 |
0.9309 |
0.9380 |
0.9703 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.0927 |
1.0094 |
|
| R3 |
1.0750 |
1.0515 |
0.9980 |
|
| R2 |
1.0338 |
1.0338 |
0.9943 |
|
| R1 |
1.0103 |
1.0103 |
0.9905 |
1.0015 |
| PP |
0.9926 |
0.9926 |
0.9926 |
0.9882 |
| S1 |
0.9691 |
0.9691 |
0.9829 |
0.9603 |
| S2 |
0.9514 |
0.9514 |
0.9791 |
|
| S3 |
0.9102 |
0.9279 |
0.9754 |
|
| S4 |
0.8690 |
0.8867 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0086 |
0.9750 |
0.0336 |
3.4% |
0.0153 |
1.6% |
15% |
False |
False |
118,960 |
| 10 |
1.0187 |
0.9750 |
0.0437 |
4.5% |
0.0149 |
1.5% |
11% |
False |
False |
107,628 |
| 20 |
1.0493 |
0.9702 |
0.0791 |
8.1% |
0.0187 |
1.9% |
12% |
False |
False |
116,205 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0143 |
1.5% |
42% |
False |
False |
58,684 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0123 |
1.3% |
42% |
False |
False |
39,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0674 |
|
2.618 |
1.0390 |
|
1.618 |
1.0216 |
|
1.000 |
1.0108 |
|
0.618 |
1.0042 |
|
HIGH |
0.9934 |
|
0.618 |
0.9868 |
|
0.500 |
0.9847 |
|
0.382 |
0.9826 |
|
LOW |
0.9760 |
|
0.618 |
0.9652 |
|
1.000 |
0.9586 |
|
1.618 |
0.9478 |
|
2.618 |
0.9304 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 07-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9842 |
| PP |
0.9831 |
0.9828 |
| S1 |
0.9815 |
0.9813 |
|