CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 23-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9751 |
0.0030 |
0.3% |
0.9890 |
| High |
0.9773 |
0.9766 |
-0.0007 |
-0.1% |
1.0005 |
| Low |
0.9691 |
0.9660 |
-0.0031 |
-0.3% |
0.9590 |
| Close |
0.9751 |
0.9693 |
-0.0058 |
-0.6% |
0.9663 |
| Range |
0.0082 |
0.0106 |
0.0024 |
29.3% |
0.0415 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
92,902 |
114,491 |
21,589 |
23.2% |
587,708 |
|
| Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9965 |
0.9751 |
|
| R3 |
0.9918 |
0.9859 |
0.9722 |
|
| R2 |
0.9812 |
0.9812 |
0.9712 |
|
| R1 |
0.9753 |
0.9753 |
0.9703 |
0.9730 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9695 |
| S1 |
0.9647 |
0.9647 |
0.9683 |
0.9624 |
| S2 |
0.9600 |
0.9600 |
0.9674 |
|
| S3 |
0.9494 |
0.9541 |
0.9664 |
|
| S4 |
0.9388 |
0.9435 |
0.9635 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0745 |
0.9891 |
|
| R3 |
1.0583 |
1.0330 |
0.9777 |
|
| R2 |
1.0168 |
1.0168 |
0.9739 |
|
| R1 |
0.9915 |
0.9915 |
0.9701 |
0.9834 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9712 |
| S1 |
0.9500 |
0.9500 |
0.9625 |
0.9419 |
| S2 |
0.9338 |
0.9338 |
0.9587 |
|
| S3 |
0.8923 |
0.9085 |
0.9549 |
|
| S4 |
0.8508 |
0.8670 |
0.9435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9868 |
0.9590 |
0.0278 |
2.9% |
0.0123 |
1.3% |
37% |
False |
False |
119,209 |
| 10 |
1.0033 |
0.9590 |
0.0443 |
4.6% |
0.0132 |
1.4% |
23% |
False |
False |
124,939 |
| 20 |
1.0187 |
0.9590 |
0.0597 |
6.2% |
0.0137 |
1.4% |
17% |
False |
False |
117,417 |
| 40 |
1.0493 |
0.9380 |
0.1113 |
11.5% |
0.0155 |
1.6% |
28% |
False |
False |
94,674 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.4% |
0.0131 |
1.4% |
34% |
False |
False |
63,208 |
| 80 |
1.0493 |
0.9017 |
0.1476 |
15.2% |
0.0119 |
1.2% |
46% |
False |
False |
47,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
1.0044 |
|
1.618 |
0.9938 |
|
1.000 |
0.9872 |
|
0.618 |
0.9832 |
|
HIGH |
0.9766 |
|
0.618 |
0.9726 |
|
0.500 |
0.9713 |
|
0.382 |
0.9700 |
|
LOW |
0.9660 |
|
0.618 |
0.9594 |
|
1.000 |
0.9554 |
|
1.618 |
0.9488 |
|
2.618 |
0.9382 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 23-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9709 |
| PP |
0.9706 |
0.9703 |
| S1 |
0.9700 |
0.9698 |
|