CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 28-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9619 |
0.9601 |
-0.0018 |
-0.2% |
0.9669 |
| High |
0.9655 |
0.9636 |
-0.0019 |
-0.2% |
0.9773 |
| Low |
0.9569 |
0.9566 |
-0.0003 |
0.0% |
0.9569 |
| Close |
0.9599 |
0.9620 |
0.0021 |
0.2% |
0.9599 |
| Range |
0.0086 |
0.0070 |
-0.0016 |
-18.6% |
0.0204 |
| ATR |
0.0135 |
0.0130 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
118,367 |
90,191 |
-28,176 |
-23.8% |
574,528 |
|
| Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9789 |
0.9659 |
|
| R3 |
0.9747 |
0.9719 |
0.9639 |
|
| R2 |
0.9677 |
0.9677 |
0.9633 |
|
| R1 |
0.9649 |
0.9649 |
0.9626 |
0.9663 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9615 |
| S1 |
0.9579 |
0.9579 |
0.9614 |
0.9593 |
| S2 |
0.9537 |
0.9537 |
0.9607 |
|
| S3 |
0.9467 |
0.9509 |
0.9601 |
|
| S4 |
0.9397 |
0.9439 |
0.9582 |
|
|
| 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 |
0.9566 |
0.0207 |
2.2% |
0.0092 |
1.0% |
26% |
False |
True |
102,722 |
| 10 |
0.9956 |
0.9566 |
0.0390 |
4.1% |
0.0110 |
1.1% |
14% |
False |
True |
111,280 |
| 20 |
1.0086 |
0.9566 |
0.0520 |
5.4% |
0.0129 |
1.3% |
10% |
False |
True |
117,251 |
| 40 |
1.0493 |
0.9566 |
0.0927 |
9.6% |
0.0153 |
1.6% |
6% |
False |
True |
102,287 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0131 |
1.4% |
28% |
False |
False |
68,304 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.1% |
0.0118 |
1.2% |
31% |
False |
False |
51,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9819 |
|
1.618 |
0.9749 |
|
1.000 |
0.9706 |
|
0.618 |
0.9679 |
|
HIGH |
0.9636 |
|
0.618 |
0.9609 |
|
0.500 |
0.9601 |
|
0.382 |
0.9593 |
|
LOW |
0.9566 |
|
0.618 |
0.9523 |
|
1.000 |
0.9496 |
|
1.618 |
0.9453 |
|
2.618 |
0.9383 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 28-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9614 |
0.9638 |
| PP |
0.9607 |
0.9632 |
| S1 |
0.9601 |
0.9626 |
|