CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9538 |
-0.0034 |
-0.4% |
0.9529 |
| High |
0.9582 |
0.9592 |
0.0010 |
0.1% |
0.9765 |
| Low |
0.9501 |
0.9513 |
0.0012 |
0.1% |
0.9490 |
| Close |
0.9513 |
0.9562 |
0.0049 |
0.5% |
0.9733 |
| Range |
0.0081 |
0.0079 |
-0.0002 |
-2.5% |
0.0275 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
128,988 |
103,550 |
-25,438 |
-19.7% |
563,304 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9793 |
0.9756 |
0.9605 |
|
| R3 |
0.9714 |
0.9677 |
0.9584 |
|
| R2 |
0.9635 |
0.9635 |
0.9576 |
|
| R1 |
0.9598 |
0.9598 |
0.9569 |
0.9617 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9565 |
| S1 |
0.9519 |
0.9519 |
0.9555 |
0.9538 |
| S2 |
0.9477 |
0.9477 |
0.9548 |
|
| S3 |
0.9398 |
0.9440 |
0.9540 |
|
| S4 |
0.9319 |
0.9361 |
0.9519 |
|
|
| 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 |
0.9501 |
0.0269 |
2.8% |
0.0114 |
1.2% |
23% |
False |
False |
124,836 |
| 10 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0111 |
1.2% |
27% |
False |
False |
113,919 |
| 20 |
0.9814 |
0.9484 |
0.0330 |
3.5% |
0.0111 |
1.2% |
24% |
False |
False |
112,746 |
| 40 |
1.0200 |
0.9484 |
0.0716 |
7.5% |
0.0127 |
1.3% |
11% |
False |
False |
114,532 |
| 60 |
1.0493 |
0.9307 |
0.1186 |
12.4% |
0.0137 |
1.4% |
22% |
False |
False |
92,687 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0123 |
1.3% |
23% |
False |
False |
69,576 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.8% |
0.0114 |
1.2% |
42% |
False |
False |
55,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9928 |
|
2.618 |
0.9799 |
|
1.618 |
0.9720 |
|
1.000 |
0.9671 |
|
0.618 |
0.9641 |
|
HIGH |
0.9592 |
|
0.618 |
0.9562 |
|
0.500 |
0.9553 |
|
0.382 |
0.9543 |
|
LOW |
0.9513 |
|
0.618 |
0.9464 |
|
1.000 |
0.9434 |
|
1.618 |
0.9385 |
|
2.618 |
0.9306 |
|
4.250 |
0.9177 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9559 |
0.9596 |
| PP |
0.9556 |
0.9585 |
| S1 |
0.9553 |
0.9573 |
|