CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9570 |
0.9576 |
0.0006 |
0.1% |
0.9601 |
| High |
0.9580 |
0.9691 |
0.0111 |
1.2% |
0.9718 |
| Low |
0.9491 |
0.9547 |
0.0056 |
0.6% |
0.9484 |
| Close |
0.9557 |
0.9634 |
0.0077 |
0.8% |
0.9523 |
| Range |
0.0089 |
0.0144 |
0.0055 |
61.8% |
0.0234 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.6% |
0.0000 |
| Volume |
99,161 |
89,531 |
-9,630 |
-9.7% |
524,202 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9989 |
0.9713 |
|
| R3 |
0.9912 |
0.9845 |
0.9674 |
|
| R2 |
0.9768 |
0.9768 |
0.9660 |
|
| R1 |
0.9701 |
0.9701 |
0.9647 |
0.9735 |
| PP |
0.9624 |
0.9624 |
0.9624 |
0.9641 |
| S1 |
0.9557 |
0.9557 |
0.9621 |
0.9591 |
| S2 |
0.9480 |
0.9480 |
0.9608 |
|
| S3 |
0.9336 |
0.9413 |
0.9594 |
|
| S4 |
0.9192 |
0.9269 |
0.9555 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0134 |
0.9652 |
|
| R3 |
1.0043 |
0.9900 |
0.9587 |
|
| R2 |
0.9809 |
0.9809 |
0.9566 |
|
| R1 |
0.9666 |
0.9666 |
0.9544 |
0.9621 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9552 |
| S1 |
0.9432 |
0.9432 |
0.9502 |
0.9387 |
| S2 |
0.9341 |
0.9341 |
0.9480 |
|
| S3 |
0.9107 |
0.9198 |
0.9459 |
|
| S4 |
0.8873 |
0.8964 |
0.9394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9691 |
0.9484 |
0.0207 |
2.1% |
0.0108 |
1.1% |
72% |
True |
False |
103,002 |
| 10 |
0.9718 |
0.9484 |
0.0234 |
2.4% |
0.0101 |
1.1% |
64% |
False |
False |
104,967 |
| 20 |
1.0005 |
0.9484 |
0.0521 |
5.4% |
0.0112 |
1.2% |
29% |
False |
False |
113,840 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.5% |
0.0148 |
1.5% |
15% |
False |
False |
120,080 |
| 60 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0136 |
1.4% |
29% |
False |
False |
82,307 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0123 |
1.3% |
29% |
False |
False |
61,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0068 |
|
1.618 |
0.9924 |
|
1.000 |
0.9835 |
|
0.618 |
0.9780 |
|
HIGH |
0.9691 |
|
0.618 |
0.9636 |
|
0.500 |
0.9619 |
|
0.382 |
0.9602 |
|
LOW |
0.9547 |
|
0.618 |
0.9458 |
|
1.000 |
0.9403 |
|
1.618 |
0.9314 |
|
2.618 |
0.9170 |
|
4.250 |
0.8935 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9629 |
0.9620 |
| PP |
0.9624 |
0.9605 |
| S1 |
0.9619 |
0.9591 |
|