CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9632 |
0.9644 |
0.0012 |
0.1% |
0.9669 |
| High |
0.9671 |
0.9683 |
0.0012 |
0.1% |
0.9773 |
| Low |
0.9561 |
0.9585 |
0.0024 |
0.3% |
0.9569 |
| Close |
0.9650 |
0.9606 |
-0.0044 |
-0.5% |
0.9599 |
| Range |
0.0110 |
0.0098 |
-0.0012 |
-10.9% |
0.0204 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
102,929 |
144,394 |
41,465 |
40.3% |
574,528 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9919 |
0.9860 |
0.9660 |
|
| R3 |
0.9821 |
0.9762 |
0.9633 |
|
| R2 |
0.9723 |
0.9723 |
0.9624 |
|
| R1 |
0.9664 |
0.9664 |
0.9615 |
0.9645 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9615 |
| S1 |
0.9566 |
0.9566 |
0.9597 |
0.9547 |
| S2 |
0.9527 |
0.9527 |
0.9588 |
|
| S3 |
0.9429 |
0.9468 |
0.9579 |
|
| S4 |
0.9331 |
0.9370 |
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 |
0.9718 |
0.9561 |
0.0157 |
1.6% |
0.0094 |
1.0% |
29% |
False |
False |
106,932 |
| 10 |
0.9814 |
0.9561 |
0.0253 |
2.6% |
0.0110 |
1.1% |
18% |
False |
False |
111,572 |
| 20 |
1.0033 |
0.9561 |
0.0472 |
4.9% |
0.0121 |
1.3% |
10% |
False |
False |
114,180 |
| 40 |
1.0493 |
0.9561 |
0.0932 |
9.7% |
0.0154 |
1.6% |
5% |
False |
False |
110,331 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0134 |
1.4% |
26% |
False |
False |
73,733 |
| 80 |
1.0493 |
0.9229 |
0.1264 |
13.2% |
0.0120 |
1.2% |
30% |
False |
False |
55,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0100 |
|
2.618 |
0.9940 |
|
1.618 |
0.9842 |
|
1.000 |
0.9781 |
|
0.618 |
0.9744 |
|
HIGH |
0.9683 |
|
0.618 |
0.9646 |
|
0.500 |
0.9634 |
|
0.382 |
0.9622 |
|
LOW |
0.9585 |
|
0.618 |
0.9524 |
|
1.000 |
0.9487 |
|
1.618 |
0.9426 |
|
2.618 |
0.9328 |
|
4.250 |
0.9169 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9634 |
0.9640 |
| PP |
0.9625 |
0.9628 |
| S1 |
0.9615 |
0.9617 |
|