CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 16-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9941 |
0.9958 |
0.0017 |
0.2% |
0.9890 |
| High |
0.9941 |
0.9958 |
0.0017 |
0.2% |
1.0062 |
| Low |
0.9924 |
0.9940 |
0.0016 |
0.2% |
0.9824 |
| Close |
0.9932 |
0.9908 |
-0.0024 |
-0.2% |
0.9991 |
| Range |
0.0017 |
0.0018 |
0.0001 |
5.9% |
0.0238 |
| ATR |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
105 |
|
| Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9967 |
0.9918 |
|
| R3 |
0.9971 |
0.9949 |
0.9913 |
|
| R2 |
0.9953 |
0.9953 |
0.9911 |
|
| R1 |
0.9931 |
0.9931 |
0.9910 |
0.9933 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9937 |
| S1 |
0.9913 |
0.9913 |
0.9906 |
0.9915 |
| S2 |
0.9917 |
0.9917 |
0.9905 |
|
| S3 |
0.9899 |
0.9895 |
0.9903 |
|
| S4 |
0.9881 |
0.9877 |
0.9898 |
|
|
| 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 |
1.0035 |
|
2.618 |
1.0005 |
|
1.618 |
0.9987 |
|
1.000 |
0.9976 |
|
0.618 |
0.9969 |
|
HIGH |
0.9958 |
|
0.618 |
0.9951 |
|
0.500 |
0.9949 |
|
0.382 |
0.9947 |
|
LOW |
0.9940 |
|
0.618 |
0.9929 |
|
1.000 |
0.9922 |
|
1.618 |
0.9911 |
|
2.618 |
0.9893 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 16-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9949 |
0.9957 |
| PP |
0.9935 |
0.9940 |
| S1 |
0.9922 |
0.9924 |
|