CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9561 |
-0.0039 |
-0.4% |
0.9625 |
| High |
0.9635 |
0.9569 |
-0.0066 |
-0.7% |
0.9744 |
| Low |
0.9505 |
0.9453 |
-0.0052 |
-0.5% |
0.9565 |
| Close |
0.9563 |
0.9483 |
-0.0080 |
-0.8% |
0.9712 |
| Range |
0.0130 |
0.0116 |
-0.0014 |
-10.8% |
0.0179 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
132,521 |
140,809 |
8,288 |
6.3% |
618,930 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9850 |
0.9782 |
0.9547 |
|
| R3 |
0.9734 |
0.9666 |
0.9515 |
|
| R2 |
0.9618 |
0.9618 |
0.9504 |
|
| R1 |
0.9550 |
0.9550 |
0.9494 |
0.9526 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9490 |
| S1 |
0.9434 |
0.9434 |
0.9472 |
0.9410 |
| S2 |
0.9386 |
0.9386 |
0.9462 |
|
| S3 |
0.9270 |
0.9318 |
0.9451 |
|
| S4 |
0.9154 |
0.9202 |
0.9419 |
|
|
| 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 |
0.9453 |
0.0291 |
3.1% |
0.0125 |
1.3% |
10% |
False |
True |
126,962 |
| 10 |
0.9744 |
0.9453 |
0.0291 |
3.1% |
0.0112 |
1.2% |
10% |
False |
True |
119,095 |
| 20 |
0.9770 |
0.9453 |
0.0317 |
3.3% |
0.0112 |
1.2% |
9% |
False |
True |
118,549 |
| 40 |
1.0033 |
0.9453 |
0.0580 |
6.1% |
0.0116 |
1.2% |
5% |
False |
True |
116,057 |
| 60 |
1.0493 |
0.9453 |
0.1040 |
11.0% |
0.0140 |
1.5% |
3% |
False |
True |
110,685 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0128 |
1.3% |
16% |
False |
False |
83,133 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.3% |
0.0118 |
1.2% |
20% |
False |
False |
66,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0062 |
|
2.618 |
0.9873 |
|
1.618 |
0.9757 |
|
1.000 |
0.9685 |
|
0.618 |
0.9641 |
|
HIGH |
0.9569 |
|
0.618 |
0.9525 |
|
0.500 |
0.9511 |
|
0.382 |
0.9497 |
|
LOW |
0.9453 |
|
0.618 |
0.9381 |
|
1.000 |
0.9337 |
|
1.618 |
0.9265 |
|
2.618 |
0.9149 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9511 |
0.9580 |
| PP |
0.9502 |
0.9547 |
| S1 |
0.9492 |
0.9515 |
|