CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 03-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9825 |
-0.0065 |
-0.7% |
1.0065 |
| High |
0.9895 |
0.9856 |
-0.0039 |
-0.4% |
1.0290 |
| Low |
0.9826 |
0.9806 |
-0.0020 |
-0.2% |
0.9974 |
| Close |
0.9849 |
0.9850 |
0.0001 |
0.0% |
1.0135 |
| Range |
0.0069 |
0.0050 |
-0.0019 |
-27.5% |
0.0316 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
49 |
1,041 |
992 |
2,024.5% |
1,114 |
|
| Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9969 |
0.9878 |
|
| R3 |
0.9937 |
0.9919 |
0.9864 |
|
| R2 |
0.9887 |
0.9887 |
0.9859 |
|
| R1 |
0.9869 |
0.9869 |
0.9855 |
0.9878 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9842 |
| S1 |
0.9819 |
0.9819 |
0.9845 |
0.9828 |
| S2 |
0.9787 |
0.9787 |
0.9841 |
|
| S3 |
0.9737 |
0.9769 |
0.9836 |
|
| S4 |
0.9687 |
0.9719 |
0.9823 |
|
|
| Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.0924 |
1.0309 |
|
| R3 |
1.0765 |
1.0608 |
1.0222 |
|
| R2 |
1.0449 |
1.0449 |
1.0193 |
|
| R1 |
1.0292 |
1.0292 |
1.0164 |
1.0371 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0172 |
| S1 |
0.9976 |
0.9976 |
1.0106 |
1.0055 |
| S2 |
0.9817 |
0.9817 |
1.0077 |
|
| S3 |
0.9501 |
0.9660 |
1.0048 |
|
| S4 |
0.9185 |
0.9344 |
0.9961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
0.9987 |
|
1.618 |
0.9937 |
|
1.000 |
0.9906 |
|
0.618 |
0.9887 |
|
HIGH |
0.9856 |
|
0.618 |
0.9837 |
|
0.500 |
0.9831 |
|
0.382 |
0.9825 |
|
LOW |
0.9806 |
|
0.618 |
0.9775 |
|
1.000 |
0.9756 |
|
1.618 |
0.9725 |
|
2.618 |
0.9675 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 03-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9844 |
0.9901 |
| PP |
0.9837 |
0.9884 |
| S1 |
0.9831 |
0.9867 |
|