CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9565 |
0.0027 |
0.3% |
0.9734 |
| High |
0.9592 |
0.9676 |
0.0084 |
0.9% |
0.9770 |
| Low |
0.9513 |
0.9529 |
0.0016 |
0.2% |
0.9501 |
| Close |
0.9562 |
0.9616 |
0.0054 |
0.6% |
0.9616 |
| Range |
0.0079 |
0.0147 |
0.0068 |
86.1% |
0.0269 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.8% |
0.0000 |
| Volume |
103,550 |
95,365 |
-8,185 |
-7.9% |
563,346 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9979 |
0.9697 |
|
| R3 |
0.9901 |
0.9832 |
0.9656 |
|
| R2 |
0.9754 |
0.9754 |
0.9643 |
|
| R1 |
0.9685 |
0.9685 |
0.9629 |
0.9720 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9624 |
| S1 |
0.9538 |
0.9538 |
0.9603 |
0.9573 |
| S2 |
0.9460 |
0.9460 |
0.9589 |
|
| S3 |
0.9313 |
0.9391 |
0.9576 |
|
| S4 |
0.9166 |
0.9244 |
0.9535 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0295 |
0.9764 |
|
| R3 |
1.0167 |
1.0026 |
0.9690 |
|
| R2 |
0.9898 |
0.9898 |
0.9665 |
|
| R1 |
0.9757 |
0.9757 |
0.9641 |
0.9693 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9597 |
| S1 |
0.9488 |
0.9488 |
0.9591 |
0.9424 |
| S2 |
0.9360 |
0.9360 |
0.9567 |
|
| S3 |
0.9091 |
0.9219 |
0.9542 |
|
| S4 |
0.8822 |
0.8950 |
0.9468 |
|
|
| 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% |
0.0118 |
1.2% |
43% |
False |
False |
112,669 |
| 10 |
0.9770 |
0.9490 |
0.0280 |
2.9% |
0.0113 |
1.2% |
45% |
False |
False |
112,665 |
| 20 |
0.9773 |
0.9484 |
0.0289 |
3.0% |
0.0107 |
1.1% |
46% |
False |
False |
111,269 |
| 40 |
1.0187 |
0.9484 |
0.0703 |
7.3% |
0.0126 |
1.3% |
19% |
False |
False |
112,512 |
| 60 |
1.0493 |
0.9308 |
0.1185 |
12.3% |
0.0138 |
1.4% |
26% |
False |
False |
94,264 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.5% |
0.0124 |
1.3% |
27% |
False |
False |
70,757 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.8% |
0.0115 |
1.2% |
46% |
False |
False |
56,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0301 |
|
2.618 |
1.0061 |
|
1.618 |
0.9914 |
|
1.000 |
0.9823 |
|
0.618 |
0.9767 |
|
HIGH |
0.9676 |
|
0.618 |
0.9620 |
|
0.500 |
0.9603 |
|
0.382 |
0.9585 |
|
LOW |
0.9529 |
|
0.618 |
0.9438 |
|
1.000 |
0.9382 |
|
1.618 |
0.9291 |
|
2.618 |
0.9144 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9612 |
0.9607 |
| PP |
0.9607 |
0.9598 |
| S1 |
0.9603 |
0.9589 |
|