CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9565 |
0.9625 |
0.0060 |
0.6% |
0.9734 |
| High |
0.9676 |
0.9664 |
-0.0012 |
-0.1% |
0.9770 |
| Low |
0.9529 |
0.9565 |
0.0036 |
0.4% |
0.9501 |
| Close |
0.9616 |
0.9595 |
-0.0021 |
-0.2% |
0.9616 |
| Range |
0.0147 |
0.0099 |
-0.0048 |
-32.7% |
0.0269 |
| ATR |
0.0120 |
0.0118 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
95,365 |
137,525 |
42,160 |
44.2% |
563,346 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9849 |
0.9649 |
|
| R3 |
0.9806 |
0.9750 |
0.9622 |
|
| R2 |
0.9707 |
0.9707 |
0.9613 |
|
| R1 |
0.9651 |
0.9651 |
0.9604 |
0.9630 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9597 |
| S1 |
0.9552 |
0.9552 |
0.9586 |
0.9531 |
| S2 |
0.9509 |
0.9509 |
0.9577 |
|
| S3 |
0.9410 |
0.9453 |
0.9568 |
|
| S4 |
0.9311 |
0.9354 |
0.9541 |
|
|
| 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 |
0.9691 |
0.9501 |
0.0190 |
2.0% |
0.0110 |
1.1% |
49% |
False |
False |
117,095 |
| 10 |
0.9770 |
0.9491 |
0.0279 |
2.9% |
0.0115 |
1.2% |
37% |
False |
False |
113,458 |
| 20 |
0.9773 |
0.9484 |
0.0289 |
3.0% |
0.0107 |
1.1% |
38% |
False |
False |
110,589 |
| 40 |
1.0187 |
0.9484 |
0.0703 |
7.3% |
0.0124 |
1.3% |
16% |
False |
False |
113,117 |
| 60 |
1.0493 |
0.9308 |
0.1185 |
12.4% |
0.0139 |
1.4% |
24% |
False |
False |
96,545 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0124 |
1.3% |
26% |
False |
False |
72,473 |
| 100 |
1.0493 |
0.8882 |
0.1611 |
16.8% |
0.0116 |
1.2% |
44% |
False |
False |
58,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0085 |
|
2.618 |
0.9923 |
|
1.618 |
0.9824 |
|
1.000 |
0.9763 |
|
0.618 |
0.9725 |
|
HIGH |
0.9664 |
|
0.618 |
0.9626 |
|
0.500 |
0.9615 |
|
0.382 |
0.9603 |
|
LOW |
0.9565 |
|
0.618 |
0.9504 |
|
1.000 |
0.9466 |
|
1.618 |
0.9405 |
|
2.618 |
0.9306 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9615 |
0.9595 |
| PP |
0.9608 |
0.9595 |
| S1 |
0.9602 |
0.9595 |
|