CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 18-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2008 |
18-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9901 |
0.9832 |
-0.0069 |
-0.7% |
0.9947 |
High |
0.9901 |
0.9832 |
-0.0069 |
-0.7% |
0.9989 |
Low |
0.9849 |
0.9647 |
-0.0202 |
-2.1% |
0.9647 |
Close |
0.9838 |
0.9714 |
-0.0124 |
-1.3% |
0.9714 |
Range |
0.0052 |
0.0185 |
0.0133 |
255.8% |
0.0342 |
ATR |
0.0089 |
0.0096 |
0.0007 |
8.3% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
43 |
|
Daily Pivots for day following 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0286 |
1.0185 |
0.9816 |
|
R3 |
1.0101 |
1.0000 |
0.9765 |
|
R2 |
0.9916 |
0.9916 |
0.9748 |
|
R1 |
0.9815 |
0.9815 |
0.9731 |
0.9773 |
PP |
0.9731 |
0.9731 |
0.9731 |
0.9710 |
S1 |
0.9630 |
0.9630 |
0.9697 |
0.9588 |
S2 |
0.9546 |
0.9546 |
0.9680 |
|
S3 |
0.9361 |
0.9445 |
0.9663 |
|
S4 |
0.9176 |
0.9260 |
0.9612 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0809 |
1.0604 |
0.9902 |
|
R3 |
1.0467 |
1.0262 |
0.9808 |
|
R2 |
1.0125 |
1.0125 |
0.9777 |
|
R1 |
0.9920 |
0.9920 |
0.9745 |
0.9852 |
PP |
0.9783 |
0.9783 |
0.9783 |
0.9749 |
S1 |
0.9578 |
0.9578 |
0.9683 |
0.9510 |
S2 |
0.9441 |
0.9441 |
0.9651 |
|
S3 |
0.9099 |
0.9236 |
0.9620 |
|
S4 |
0.8757 |
0.8894 |
0.9526 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0618 |
2.618 |
1.0316 |
1.618 |
1.0131 |
1.000 |
1.0017 |
0.618 |
0.9946 |
HIGH |
0.9832 |
0.618 |
0.9761 |
0.500 |
0.9740 |
0.382 |
0.9718 |
LOW |
0.9647 |
0.618 |
0.9533 |
1.000 |
0.9462 |
1.618 |
0.9348 |
2.618 |
0.9163 |
4.250 |
0.8861 |
|
|
Fisher Pivots for day following 18-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9740 |
0.9803 |
PP |
0.9731 |
0.9773 |
S1 |
0.9723 |
0.9744 |
|