CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 15-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2008 |
15-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
0.9941 |
-0.0006 |
-0.1% |
0.9890 |
| High |
0.9989 |
0.9941 |
-0.0048 |
-0.5% |
1.0062 |
| Low |
0.9947 |
0.9924 |
-0.0023 |
-0.2% |
0.9824 |
| Close |
0.9975 |
0.9932 |
-0.0043 |
-0.4% |
0.9991 |
| Range |
0.0042 |
0.0017 |
-0.0025 |
-59.5% |
0.0238 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
22 |
3 |
-19 |
-86.4% |
105 |
|
| Daily Pivots for day following 15-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9975 |
0.9941 |
|
| R3 |
0.9966 |
0.9958 |
0.9937 |
|
| R2 |
0.9949 |
0.9949 |
0.9935 |
|
| R1 |
0.9941 |
0.9941 |
0.9934 |
0.9937 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9930 |
| S1 |
0.9924 |
0.9924 |
0.9930 |
0.9920 |
| S2 |
0.9915 |
0.9915 |
0.9929 |
|
| S3 |
0.9898 |
0.9907 |
0.9927 |
|
| S4 |
0.9881 |
0.9890 |
0.9923 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0570 |
1.0122 |
|
| R3 |
1.0435 |
1.0332 |
1.0056 |
|
| R2 |
1.0197 |
1.0197 |
1.0035 |
|
| R1 |
1.0094 |
1.0094 |
1.0013 |
1.0146 |
| PP |
0.9959 |
0.9959 |
0.9959 |
0.9985 |
| S1 |
0.9856 |
0.9856 |
0.9969 |
0.9908 |
| S2 |
0.9721 |
0.9721 |
0.9947 |
|
| S3 |
0.9483 |
0.9618 |
0.9926 |
|
| S4 |
0.9245 |
0.9380 |
0.9860 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0013 |
|
2.618 |
0.9986 |
|
1.618 |
0.9969 |
|
1.000 |
0.9958 |
|
0.618 |
0.9952 |
|
HIGH |
0.9941 |
|
0.618 |
0.9935 |
|
0.500 |
0.9933 |
|
0.382 |
0.9930 |
|
LOW |
0.9924 |
|
0.618 |
0.9913 |
|
1.000 |
0.9907 |
|
1.618 |
0.9896 |
|
2.618 |
0.9879 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 15-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9952 |
| PP |
0.9932 |
0.9945 |
| S1 |
0.9932 |
0.9939 |
|