CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9561 |
0.9481 |
-0.0080 |
-0.8% |
0.9700 |
| High |
0.9569 |
0.9510 |
-0.0059 |
-0.6% |
0.9706 |
| Low |
0.9453 |
0.9464 |
0.0011 |
0.1% |
0.9453 |
| Close |
0.9483 |
0.9491 |
0.0008 |
0.1% |
0.9491 |
| Range |
0.0116 |
0.0046 |
-0.0070 |
-60.3% |
0.0253 |
| ATR |
0.0118 |
0.0113 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
140,809 |
132,223 |
-8,586 |
-6.1% |
505,331 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9626 |
0.9605 |
0.9516 |
|
| R3 |
0.9580 |
0.9559 |
0.9504 |
|
| R2 |
0.9534 |
0.9534 |
0.9499 |
|
| R1 |
0.9513 |
0.9513 |
0.9495 |
0.9524 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9494 |
| S1 |
0.9467 |
0.9467 |
0.9487 |
0.9478 |
| S2 |
0.9442 |
0.9442 |
0.9483 |
|
| S3 |
0.9396 |
0.9421 |
0.9478 |
|
| S4 |
0.9350 |
0.9375 |
0.9466 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0153 |
0.9630 |
|
| R3 |
1.0056 |
0.9900 |
0.9561 |
|
| R2 |
0.9803 |
0.9803 |
0.9537 |
|
| R1 |
0.9647 |
0.9647 |
0.9514 |
0.9599 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9526 |
| S1 |
0.9394 |
0.9394 |
0.9468 |
0.9346 |
| S2 |
0.9297 |
0.9297 |
0.9445 |
|
| S3 |
0.9044 |
0.9141 |
0.9421 |
|
| S4 |
0.8791 |
0.8888 |
0.9352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9715 |
0.9453 |
0.0262 |
2.8% |
0.0104 |
1.1% |
15% |
False |
False |
129,176 |
| 10 |
0.9744 |
0.9453 |
0.0291 |
3.1% |
0.0109 |
1.1% |
13% |
False |
False |
121,962 |
| 20 |
0.9770 |
0.9453 |
0.0317 |
3.3% |
0.0110 |
1.2% |
12% |
False |
False |
117,940 |
| 40 |
1.0033 |
0.9453 |
0.0580 |
6.1% |
0.0115 |
1.2% |
7% |
False |
False |
116,060 |
| 60 |
1.0493 |
0.9453 |
0.1040 |
11.0% |
0.0139 |
1.5% |
4% |
False |
False |
112,867 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0128 |
1.3% |
17% |
False |
False |
84,785 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.3% |
0.0118 |
1.2% |
21% |
False |
False |
67,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9706 |
|
2.618 |
0.9630 |
|
1.618 |
0.9584 |
|
1.000 |
0.9556 |
|
0.618 |
0.9538 |
|
HIGH |
0.9510 |
|
0.618 |
0.9492 |
|
0.500 |
0.9487 |
|
0.382 |
0.9482 |
|
LOW |
0.9464 |
|
0.618 |
0.9436 |
|
1.000 |
0.9418 |
|
1.618 |
0.9390 |
|
2.618 |
0.9344 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9490 |
0.9544 |
| PP |
0.9488 |
0.9526 |
| S1 |
0.9487 |
0.9509 |
|