CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 29-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9626 |
0.0025 |
0.3% |
0.9669 |
| High |
0.9636 |
0.9718 |
0.0082 |
0.9% |
0.9773 |
| Low |
0.9566 |
0.9610 |
0.0044 |
0.5% |
0.9569 |
| Close |
0.9620 |
0.9645 |
0.0025 |
0.3% |
0.9599 |
| Range |
0.0070 |
0.0108 |
0.0038 |
54.3% |
0.0204 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
90,191 |
78,781 |
-11,410 |
-12.7% |
574,528 |
|
| Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9921 |
0.9704 |
|
| R3 |
0.9874 |
0.9813 |
0.9675 |
|
| R2 |
0.9766 |
0.9766 |
0.9665 |
|
| R1 |
0.9705 |
0.9705 |
0.9655 |
0.9736 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9673 |
| S1 |
0.9597 |
0.9597 |
0.9635 |
0.9628 |
| S2 |
0.9550 |
0.9550 |
0.9625 |
|
| S3 |
0.9442 |
0.9489 |
0.9615 |
|
| S4 |
0.9334 |
0.9381 |
0.9586 |
|
|
| 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 |
0.9766 |
0.9566 |
0.0200 |
2.1% |
0.0097 |
1.0% |
40% |
False |
False |
99,897 |
| 10 |
0.9956 |
0.9566 |
0.0390 |
4.0% |
0.0110 |
1.1% |
20% |
False |
False |
108,995 |
| 20 |
1.0033 |
0.9566 |
0.0467 |
4.8% |
0.0121 |
1.3% |
17% |
False |
False |
116,401 |
| 40 |
1.0493 |
0.9566 |
0.0927 |
9.6% |
0.0153 |
1.6% |
9% |
False |
False |
104,233 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0132 |
1.4% |
30% |
False |
False |
69,613 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.1% |
0.0119 |
1.2% |
33% |
False |
False |
52,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0001 |
|
1.618 |
0.9893 |
|
1.000 |
0.9826 |
|
0.618 |
0.9785 |
|
HIGH |
0.9718 |
|
0.618 |
0.9677 |
|
0.500 |
0.9664 |
|
0.382 |
0.9651 |
|
LOW |
0.9610 |
|
0.618 |
0.9543 |
|
1.000 |
0.9502 |
|
1.618 |
0.9435 |
|
2.618 |
0.9327 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 29-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9644 |
| PP |
0.9658 |
0.9643 |
| S1 |
0.9651 |
0.9642 |
|