CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 25-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9699 |
0.9619 |
-0.0080 |
-0.8% |
0.9669 |
| High |
0.9709 |
0.9655 |
-0.0054 |
-0.6% |
0.9773 |
| Low |
0.9595 |
0.9569 |
-0.0026 |
-0.3% |
0.9569 |
| Close |
0.9613 |
0.9599 |
-0.0014 |
-0.1% |
0.9599 |
| Range |
0.0114 |
0.0086 |
-0.0028 |
-24.6% |
0.0204 |
| ATR |
0.0138 |
0.0135 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
97,659 |
118,367 |
20,708 |
21.2% |
574,528 |
|
| Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9866 |
0.9818 |
0.9646 |
|
| R3 |
0.9780 |
0.9732 |
0.9623 |
|
| R2 |
0.9694 |
0.9694 |
0.9615 |
|
| R1 |
0.9646 |
0.9646 |
0.9607 |
0.9627 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9598 |
| S1 |
0.9560 |
0.9560 |
0.9591 |
0.9541 |
| S2 |
0.9522 |
0.9522 |
0.9583 |
|
| S3 |
0.9436 |
0.9474 |
0.9575 |
|
| S4 |
0.9350 |
0.9388 |
0.9552 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0133 |
0.9711 |
|
| R3 |
1.0055 |
0.9929 |
0.9655 |
|
| R2 |
0.9851 |
0.9851 |
0.9636 |
|
| R1 |
0.9725 |
0.9725 |
0.9618 |
0.9686 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9628 |
| S1 |
0.9521 |
0.9521 |
0.9580 |
0.9482 |
| S2 |
0.9443 |
0.9443 |
0.9562 |
|
| S3 |
0.9239 |
0.9317 |
0.9543 |
|
| S4 |
0.9035 |
0.9113 |
0.9487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9773 |
0.9569 |
0.0204 |
2.1% |
0.0098 |
1.0% |
15% |
False |
True |
114,905 |
| 10 |
1.0005 |
0.9569 |
0.0436 |
4.5% |
0.0115 |
1.2% |
7% |
False |
True |
116,223 |
| 20 |
1.0162 |
0.9569 |
0.0593 |
6.2% |
0.0132 |
1.4% |
5% |
False |
True |
117,125 |
| 40 |
1.0493 |
0.9569 |
0.0924 |
9.6% |
0.0154 |
1.6% |
3% |
False |
True |
100,045 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0131 |
1.4% |
26% |
False |
False |
66,803 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.2% |
0.0118 |
1.2% |
29% |
False |
False |
50,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
0.9880 |
|
1.618 |
0.9794 |
|
1.000 |
0.9741 |
|
0.618 |
0.9708 |
|
HIGH |
0.9655 |
|
0.618 |
0.9622 |
|
0.500 |
0.9612 |
|
0.382 |
0.9602 |
|
LOW |
0.9569 |
|
0.618 |
0.9516 |
|
1.000 |
0.9483 |
|
1.618 |
0.9430 |
|
2.618 |
0.9344 |
|
4.250 |
0.9204 |
|
|
| Fisher Pivots for day following 25-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9612 |
0.9668 |
| PP |
0.9608 |
0.9645 |
| S1 |
0.9603 |
0.9622 |
|