CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 04-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2008 |
04-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9821 |
-0.0004 |
0.0% |
1.0137 |
| High |
0.9856 |
0.9916 |
0.0060 |
0.6% |
1.0139 |
| Low |
0.9806 |
0.9821 |
0.0015 |
0.2% |
0.9806 |
| Close |
0.9850 |
0.9907 |
0.0057 |
0.6% |
0.9907 |
| Range |
0.0050 |
0.0095 |
0.0045 |
90.0% |
0.0333 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,041 |
17 |
-1,024 |
-98.4% |
1,125 |
|
| Daily Pivots for day following 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0166 |
1.0132 |
0.9959 |
|
| R3 |
1.0071 |
1.0037 |
0.9933 |
|
| R2 |
0.9976 |
0.9976 |
0.9924 |
|
| R1 |
0.9942 |
0.9942 |
0.9916 |
0.9959 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9890 |
| S1 |
0.9847 |
0.9847 |
0.9898 |
0.9864 |
| S2 |
0.9786 |
0.9786 |
0.9890 |
|
| S3 |
0.9691 |
0.9752 |
0.9881 |
|
| S4 |
0.9596 |
0.9657 |
0.9855 |
|
|
| Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0761 |
1.0090 |
|
| R3 |
1.0617 |
1.0428 |
0.9999 |
|
| R2 |
1.0284 |
1.0284 |
0.9968 |
|
| R1 |
1.0095 |
1.0095 |
0.9938 |
1.0023 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9915 |
| S1 |
0.9762 |
0.9762 |
0.9876 |
0.9690 |
| S2 |
0.9618 |
0.9618 |
0.9846 |
|
| S3 |
0.9285 |
0.9429 |
0.9815 |
|
| S4 |
0.8952 |
0.9096 |
0.9724 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0320 |
|
2.618 |
1.0165 |
|
1.618 |
1.0070 |
|
1.000 |
1.0011 |
|
0.618 |
0.9975 |
|
HIGH |
0.9916 |
|
0.618 |
0.9880 |
|
0.500 |
0.9869 |
|
0.382 |
0.9857 |
|
LOW |
0.9821 |
|
0.618 |
0.9762 |
|
1.000 |
0.9726 |
|
1.618 |
0.9667 |
|
2.618 |
0.9572 |
|
4.250 |
0.9417 |
|
|
| Fisher Pivots for day following 04-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9892 |
| PP |
0.9881 |
0.9876 |
| S1 |
0.9869 |
0.9861 |
|