CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9656 |
0.9734 |
0.0078 |
0.8% |
0.9529 |
| High |
0.9765 |
0.9770 |
0.0005 |
0.1% |
0.9765 |
| Low |
0.9637 |
0.9631 |
-0.0006 |
-0.1% |
0.9490 |
| Close |
0.9733 |
0.9645 |
-0.0088 |
-0.9% |
0.9733 |
| Range |
0.0128 |
0.0139 |
0.0011 |
8.6% |
0.0275 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
1.1% |
0.0000 |
| Volume |
156,199 |
115,392 |
-40,807 |
-26.1% |
563,304 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
1.0011 |
0.9721 |
|
| R3 |
0.9960 |
0.9872 |
0.9683 |
|
| R2 |
0.9821 |
0.9821 |
0.9670 |
|
| R1 |
0.9733 |
0.9733 |
0.9658 |
0.9708 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9669 |
| S1 |
0.9594 |
0.9594 |
0.9632 |
0.9569 |
| S2 |
0.9543 |
0.9543 |
0.9620 |
|
| S3 |
0.9404 |
0.9455 |
0.9607 |
|
| S4 |
0.9265 |
0.9316 |
0.9569 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0385 |
0.9884 |
|
| R3 |
1.0213 |
1.0110 |
0.9809 |
|
| R2 |
0.9938 |
0.9938 |
0.9783 |
|
| R1 |
0.9835 |
0.9835 |
0.9758 |
0.9887 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9688 |
| S1 |
0.9560 |
0.9560 |
0.9708 |
0.9612 |
| S2 |
0.9388 |
0.9388 |
0.9683 |
|
| S3 |
0.9113 |
0.9285 |
0.9657 |
|
| S4 |
0.8838 |
0.9010 |
0.9582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9491 |
0.0279 |
2.9% |
0.0121 |
1.3% |
55% |
True |
False |
109,820 |
| 10 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0113 |
1.2% |
56% |
True |
False |
111,270 |
| 20 |
0.9956 |
0.9484 |
0.0472 |
4.9% |
0.0111 |
1.2% |
34% |
False |
False |
111,275 |
| 40 |
1.0493 |
0.9484 |
0.1009 |
10.5% |
0.0144 |
1.5% |
16% |
False |
False |
120,023 |
| 60 |
1.0493 |
0.9298 |
0.1195 |
12.4% |
0.0138 |
1.4% |
29% |
False |
False |
86,831 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0124 |
1.3% |
30% |
False |
False |
65,189 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.7% |
0.0112 |
1.2% |
47% |
False |
False |
52,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0134 |
|
1.618 |
0.9995 |
|
1.000 |
0.9909 |
|
0.618 |
0.9856 |
|
HIGH |
0.9770 |
|
0.618 |
0.9717 |
|
0.500 |
0.9701 |
|
0.382 |
0.9684 |
|
LOW |
0.9631 |
|
0.618 |
0.9545 |
|
1.000 |
0.9492 |
|
1.618 |
0.9406 |
|
2.618 |
0.9267 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9659 |
| PP |
0.9682 |
0.9654 |
| S1 |
0.9664 |
0.9650 |
|