CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9626 |
0.9632 |
0.0006 |
0.1% |
0.9669 |
| High |
0.9718 |
0.9671 |
-0.0047 |
-0.5% |
0.9773 |
| Low |
0.9610 |
0.9561 |
-0.0049 |
-0.5% |
0.9569 |
| Close |
0.9645 |
0.9650 |
0.0005 |
0.1% |
0.9599 |
| Range |
0.0108 |
0.0110 |
0.0002 |
1.9% |
0.0204 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
78,781 |
102,929 |
24,148 |
30.7% |
574,528 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9914 |
0.9711 |
|
| R3 |
0.9847 |
0.9804 |
0.9680 |
|
| R2 |
0.9737 |
0.9737 |
0.9670 |
|
| R1 |
0.9694 |
0.9694 |
0.9660 |
0.9716 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9638 |
| S1 |
0.9584 |
0.9584 |
0.9640 |
0.9606 |
| S2 |
0.9517 |
0.9517 |
0.9630 |
|
| S3 |
0.9407 |
0.9474 |
0.9620 |
|
| S4 |
0.9297 |
0.9364 |
0.9590 |
|
|
| 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 |
0.9718 |
0.9561 |
0.0157 |
1.6% |
0.0098 |
1.0% |
57% |
False |
True |
97,585 |
| 10 |
0.9868 |
0.9561 |
0.0307 |
3.2% |
0.0110 |
1.1% |
29% |
False |
True |
108,397 |
| 20 |
1.0033 |
0.9561 |
0.0472 |
4.9% |
0.0120 |
1.2% |
19% |
False |
True |
113,565 |
| 40 |
1.0493 |
0.9561 |
0.0932 |
9.7% |
0.0154 |
1.6% |
10% |
False |
True |
106,753 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0133 |
1.4% |
30% |
False |
False |
71,328 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.1% |
0.0120 |
1.2% |
33% |
False |
False |
53,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
0.9959 |
|
1.618 |
0.9849 |
|
1.000 |
0.9781 |
|
0.618 |
0.9739 |
|
HIGH |
0.9671 |
|
0.618 |
0.9629 |
|
0.500 |
0.9616 |
|
0.382 |
0.9603 |
|
LOW |
0.9561 |
|
0.618 |
0.9493 |
|
1.000 |
0.9451 |
|
1.618 |
0.9383 |
|
2.618 |
0.9273 |
|
4.250 |
0.9094 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9639 |
0.9647 |
| PP |
0.9627 |
0.9643 |
| S1 |
0.9616 |
0.9640 |
|