CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9923 |
0.0033 |
0.3% |
0.9898 |
| High |
1.0005 |
0.9956 |
-0.0049 |
-0.5% |
1.0033 |
| Low |
0.9885 |
0.9854 |
-0.0031 |
-0.3% |
0.9760 |
| Close |
0.9935 |
0.9891 |
-0.0044 |
-0.4% |
0.9951 |
| Range |
0.0120 |
0.0102 |
-0.0018 |
-15.0% |
0.0273 |
| ATR |
0.0156 |
0.0152 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
139,622 |
101,629 |
-37,993 |
-27.2% |
608,008 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0151 |
0.9947 |
|
| R3 |
1.0104 |
1.0049 |
0.9919 |
|
| R2 |
1.0002 |
1.0002 |
0.9910 |
|
| R1 |
0.9947 |
0.9947 |
0.9900 |
0.9924 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9889 |
| S1 |
0.9845 |
0.9845 |
0.9882 |
0.9822 |
| S2 |
0.9798 |
0.9798 |
0.9872 |
|
| S3 |
0.9696 |
0.9743 |
0.9863 |
|
| S4 |
0.9594 |
0.9641 |
0.9835 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0734 |
1.0615 |
1.0101 |
|
| R3 |
1.0461 |
1.0342 |
1.0026 |
|
| R2 |
1.0188 |
1.0188 |
1.0001 |
|
| R1 |
1.0069 |
1.0069 |
0.9976 |
1.0129 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9944 |
| S1 |
0.9796 |
0.9796 |
0.9926 |
0.9856 |
| S2 |
0.9642 |
0.9642 |
0.9901 |
|
| S3 |
0.9369 |
0.9523 |
0.9876 |
|
| S4 |
0.9096 |
0.9250 |
0.9801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0033 |
0.9760 |
0.0273 |
2.8% |
0.0144 |
1.5% |
48% |
False |
False |
131,762 |
| 10 |
1.0033 |
0.9750 |
0.0283 |
2.9% |
0.0132 |
1.3% |
50% |
False |
False |
123,806 |
| 20 |
1.0362 |
0.9750 |
0.0612 |
6.2% |
0.0163 |
1.6% |
23% |
False |
False |
123,085 |
| 40 |
1.0493 |
0.9298 |
0.1195 |
12.1% |
0.0150 |
1.5% |
50% |
False |
False |
77,149 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.2% |
0.0128 |
1.3% |
50% |
False |
False |
51,514 |
| 80 |
1.0493 |
0.8882 |
0.1611 |
16.3% |
0.0113 |
1.1% |
63% |
False |
False |
38,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0390 |
|
2.618 |
1.0223 |
|
1.618 |
1.0121 |
|
1.000 |
1.0058 |
|
0.618 |
1.0019 |
|
HIGH |
0.9956 |
|
0.618 |
0.9917 |
|
0.500 |
0.9905 |
|
0.382 |
0.9893 |
|
LOW |
0.9854 |
|
0.618 |
0.9791 |
|
1.000 |
0.9752 |
|
1.618 |
0.9689 |
|
2.618 |
0.9587 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9908 |
| PP |
0.9900 |
0.9902 |
| S1 |
0.9896 |
0.9897 |
|