CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 17-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2008 |
17-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9958 |
0.9901 |
-0.0057 |
-0.6% |
0.9890 |
High |
0.9958 |
0.9901 |
-0.0057 |
-0.6% |
1.0062 |
Low |
0.9940 |
0.9849 |
-0.0091 |
-0.9% |
0.9824 |
Close |
0.9908 |
0.9838 |
-0.0070 |
-0.7% |
0.9991 |
Range |
0.0018 |
0.0052 |
0.0034 |
188.9% |
0.0238 |
ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
9 |
4 |
-5 |
-55.6% |
105 |
|
Daily Pivots for day following 17-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0019 |
0.9980 |
0.9867 |
|
R3 |
0.9967 |
0.9928 |
0.9852 |
|
R2 |
0.9915 |
0.9915 |
0.9848 |
|
R1 |
0.9876 |
0.9876 |
0.9843 |
0.9870 |
PP |
0.9863 |
0.9863 |
0.9863 |
0.9859 |
S1 |
0.9824 |
0.9824 |
0.9833 |
0.9818 |
S2 |
0.9811 |
0.9811 |
0.9828 |
|
S3 |
0.9759 |
0.9772 |
0.9824 |
|
S4 |
0.9707 |
0.9720 |
0.9809 |
|
|
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 |
1.0122 |
2.618 |
1.0037 |
1.618 |
0.9985 |
1.000 |
0.9953 |
0.618 |
0.9933 |
HIGH |
0.9901 |
0.618 |
0.9881 |
0.500 |
0.9875 |
0.382 |
0.9869 |
LOW |
0.9849 |
0.618 |
0.9817 |
1.000 |
0.9797 |
1.618 |
0.9765 |
2.618 |
0.9713 |
4.250 |
0.9628 |
|
|
Fisher Pivots for day following 17-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9875 |
0.9904 |
PP |
0.9863 |
0.9882 |
S1 |
0.9850 |
0.9860 |
|