CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 10-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9951 |
0.0105 |
1.1% |
1.0137 |
| High |
0.9854 |
1.0062 |
0.0208 |
2.1% |
1.0139 |
| Low |
0.9846 |
0.9895 |
0.0049 |
0.5% |
0.9806 |
| Close |
0.9912 |
0.9889 |
-0.0023 |
-0.2% |
0.9907 |
| Range |
0.0008 |
0.0167 |
0.0159 |
1,987.5% |
0.0333 |
| ATR |
0.0101 |
0.0106 |
0.0005 |
4.6% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
1,125 |
|
| Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0336 |
0.9981 |
|
| R3 |
1.0283 |
1.0169 |
0.9935 |
|
| R2 |
1.0116 |
1.0116 |
0.9920 |
|
| R1 |
1.0002 |
1.0002 |
0.9904 |
0.9976 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9935 |
| S1 |
0.9835 |
0.9835 |
0.9874 |
0.9809 |
| S2 |
0.9782 |
0.9782 |
0.9858 |
|
| S3 |
0.9615 |
0.9668 |
0.9843 |
|
| S4 |
0.9448 |
0.9501 |
0.9797 |
|
|
| 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 |
1.0772 |
|
2.618 |
1.0499 |
|
1.618 |
1.0332 |
|
1.000 |
1.0229 |
|
0.618 |
1.0165 |
|
HIGH |
1.0062 |
|
0.618 |
0.9998 |
|
0.500 |
0.9979 |
|
0.382 |
0.9959 |
|
LOW |
0.9895 |
|
0.618 |
0.9792 |
|
1.000 |
0.9728 |
|
1.618 |
0.9625 |
|
2.618 |
0.9458 |
|
4.250 |
0.9185 |
|
|
| Fisher Pivots for day following 10-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
0.9954 |
| PP |
0.9949 |
0.9932 |
| S1 |
0.9919 |
0.9911 |
|