CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 08-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9805 |
-0.0093 |
-0.9% |
1.0116 |
| High |
0.9934 |
0.9865 |
-0.0069 |
-0.7% |
1.0162 |
| Low |
0.9760 |
0.9774 |
0.0014 |
0.1% |
0.9750 |
| Close |
0.9799 |
0.9791 |
-0.0008 |
-0.1% |
0.9867 |
| Range |
0.0174 |
0.0091 |
-0.0083 |
-47.7% |
0.0412 |
| ATR |
0.0161 |
0.0156 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
110,200 |
80,249 |
-29,951 |
-27.2% |
572,274 |
|
| Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0028 |
0.9841 |
|
| R3 |
0.9992 |
0.9937 |
0.9816 |
|
| R2 |
0.9901 |
0.9901 |
0.9808 |
|
| R1 |
0.9846 |
0.9846 |
0.9799 |
0.9828 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9801 |
| S1 |
0.9755 |
0.9755 |
0.9783 |
0.9737 |
| S2 |
0.9719 |
0.9719 |
0.9774 |
|
| S3 |
0.9628 |
0.9664 |
0.9766 |
|
| S4 |
0.9537 |
0.9573 |
0.9741 |
|
|
| 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 |
0.9934 |
0.9750 |
0.0184 |
1.9% |
0.0120 |
1.2% |
22% |
False |
False |
115,851 |
| 10 |
1.0187 |
0.9750 |
0.0437 |
4.5% |
0.0144 |
1.5% |
9% |
False |
False |
108,743 |
| 20 |
1.0493 |
0.9702 |
0.0791 |
8.1% |
0.0186 |
1.9% |
11% |
False |
False |
119,711 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0143 |
1.5% |
42% |
False |
False |
60,687 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.3% |
0.0125 |
1.3% |
42% |
False |
False |
40,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0252 |
|
2.618 |
1.0103 |
|
1.618 |
1.0012 |
|
1.000 |
0.9956 |
|
0.618 |
0.9921 |
|
HIGH |
0.9865 |
|
0.618 |
0.9830 |
|
0.500 |
0.9820 |
|
0.382 |
0.9809 |
|
LOW |
0.9774 |
|
0.618 |
0.9718 |
|
1.000 |
0.9683 |
|
1.618 |
0.9627 |
|
2.618 |
0.9536 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 08-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9847 |
| PP |
0.9810 |
0.9828 |
| S1 |
0.9801 |
0.9810 |
|