CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 09-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2008 |
09-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9782 |
-0.0023 |
-0.2% |
1.0116 |
| High |
0.9865 |
0.9891 |
0.0026 |
0.3% |
1.0162 |
| Low |
0.9774 |
0.9760 |
-0.0014 |
-0.1% |
0.9750 |
| Close |
0.9791 |
0.9872 |
0.0081 |
0.8% |
0.9867 |
| Range |
0.0091 |
0.0131 |
0.0040 |
44.0% |
0.0412 |
| ATR |
0.0156 |
0.0154 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
80,249 |
114,378 |
34,129 |
42.5% |
572,274 |
|
| Daily Pivots for day following 09-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0184 |
0.9944 |
|
| R3 |
1.0103 |
1.0053 |
0.9908 |
|
| R2 |
0.9972 |
0.9972 |
0.9896 |
|
| R1 |
0.9922 |
0.9922 |
0.9884 |
0.9947 |
| PP |
0.9841 |
0.9841 |
0.9841 |
0.9854 |
| S1 |
0.9791 |
0.9791 |
0.9860 |
0.9816 |
| S2 |
0.9710 |
0.9710 |
0.9848 |
|
| S3 |
0.9579 |
0.9660 |
0.9836 |
|
| S4 |
0.9448 |
0.9529 |
0.9800 |
|
|
| 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% |
66% |
False |
False |
106,797 |
| 10 |
1.0187 |
0.9750 |
0.0437 |
4.4% |
0.0142 |
1.4% |
28% |
False |
False |
109,895 |
| 20 |
1.0493 |
0.9708 |
0.0785 |
8.0% |
0.0183 |
1.8% |
21% |
False |
False |
122,501 |
| 40 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0145 |
1.5% |
49% |
False |
False |
63,545 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0125 |
1.3% |
49% |
False |
False |
42,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0234 |
|
1.618 |
1.0103 |
|
1.000 |
1.0022 |
|
0.618 |
0.9972 |
|
HIGH |
0.9891 |
|
0.618 |
0.9841 |
|
0.500 |
0.9826 |
|
0.382 |
0.9810 |
|
LOW |
0.9760 |
|
0.618 |
0.9679 |
|
1.000 |
0.9629 |
|
1.618 |
0.9548 |
|
2.618 |
0.9417 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 09-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9864 |
| PP |
0.9841 |
0.9855 |
| S1 |
0.9826 |
0.9847 |
|