CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9700 |
0.0084 |
0.9% |
0.9625 |
| High |
0.9715 |
0.9706 |
-0.0009 |
-0.1% |
0.9744 |
| Low |
0.9601 |
0.9594 |
-0.0007 |
-0.1% |
0.9565 |
| Close |
0.9712 |
0.9600 |
-0.0112 |
-1.2% |
0.9712 |
| Range |
0.0114 |
0.0112 |
-0.0002 |
-1.8% |
0.0179 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.1% |
0.0000 |
| Volume |
140,550 |
99,778 |
-40,772 |
-29.0% |
618,930 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9897 |
0.9662 |
|
| R3 |
0.9857 |
0.9785 |
0.9631 |
|
| R2 |
0.9745 |
0.9745 |
0.9621 |
|
| R1 |
0.9673 |
0.9673 |
0.9610 |
0.9653 |
| PP |
0.9633 |
0.9633 |
0.9633 |
0.9624 |
| S1 |
0.9561 |
0.9561 |
0.9590 |
0.9541 |
| S2 |
0.9521 |
0.9521 |
0.9579 |
|
| S3 |
0.9409 |
0.9449 |
0.9569 |
|
| S4 |
0.9297 |
0.9337 |
0.9538 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0140 |
0.9810 |
|
| R3 |
1.0032 |
0.9961 |
0.9761 |
|
| R2 |
0.9853 |
0.9853 |
0.9745 |
|
| R1 |
0.9782 |
0.9782 |
0.9728 |
0.9818 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9691 |
| S1 |
0.9603 |
0.9603 |
0.9696 |
0.9639 |
| S2 |
0.9495 |
0.9495 |
0.9679 |
|
| S3 |
0.9316 |
0.9424 |
0.9663 |
|
| S4 |
0.9137 |
0.9245 |
0.9614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9744 |
0.9584 |
0.0160 |
1.7% |
0.0110 |
1.1% |
10% |
False |
False |
116,236 |
| 10 |
0.9744 |
0.9501 |
0.0243 |
2.5% |
0.0110 |
1.1% |
41% |
False |
False |
116,666 |
| 20 |
0.9770 |
0.9484 |
0.0286 |
3.0% |
0.0111 |
1.2% |
41% |
False |
False |
113,968 |
| 40 |
1.0086 |
0.9484 |
0.0602 |
6.3% |
0.0120 |
1.2% |
19% |
False |
False |
115,610 |
| 60 |
1.0493 |
0.9484 |
0.1009 |
10.5% |
0.0139 |
1.4% |
11% |
False |
False |
106,181 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0126 |
1.3% |
26% |
False |
False |
79,720 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.2% |
0.0117 |
1.2% |
29% |
False |
False |
63,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
0.9999 |
|
1.618 |
0.9887 |
|
1.000 |
0.9818 |
|
0.618 |
0.9775 |
|
HIGH |
0.9706 |
|
0.618 |
0.9663 |
|
0.500 |
0.9650 |
|
0.382 |
0.9637 |
|
LOW |
0.9594 |
|
0.618 |
0.9525 |
|
1.000 |
0.9482 |
|
1.618 |
0.9413 |
|
2.618 |
0.9301 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9667 |
| PP |
0.9633 |
0.9644 |
| S1 |
0.9617 |
0.9622 |
|