CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 28-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
0.9665 |
0.9627 |
-0.0038 |
-0.4% |
0.9780 |
High |
0.9697 |
0.9656 |
-0.0041 |
-0.4% |
0.9808 |
Low |
0.9621 |
0.9624 |
0.0003 |
0.0% |
0.9621 |
Close |
0.9649 |
0.9668 |
0.0019 |
0.2% |
0.9649 |
Range |
0.0076 |
0.0032 |
-0.0044 |
-57.9% |
0.0187 |
ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.5% |
0.0000 |
Volume |
692 |
88 |
-604 |
-87.3% |
1,037 |
|
Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9745 |
0.9739 |
0.9686 |
|
R3 |
0.9713 |
0.9707 |
0.9677 |
|
R2 |
0.9681 |
0.9681 |
0.9674 |
|
R1 |
0.9675 |
0.9675 |
0.9671 |
0.9678 |
PP |
0.9649 |
0.9649 |
0.9649 |
0.9651 |
S1 |
0.9643 |
0.9643 |
0.9665 |
0.9646 |
S2 |
0.9617 |
0.9617 |
0.9662 |
|
S3 |
0.9585 |
0.9611 |
0.9659 |
|
S4 |
0.9553 |
0.9579 |
0.9650 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0254 |
1.0138 |
0.9752 |
|
R3 |
1.0067 |
0.9951 |
0.9700 |
|
R2 |
0.9880 |
0.9880 |
0.9683 |
|
R1 |
0.9764 |
0.9764 |
0.9666 |
0.9729 |
PP |
0.9693 |
0.9693 |
0.9693 |
0.9675 |
S1 |
0.9577 |
0.9577 |
0.9632 |
0.9542 |
S2 |
0.9506 |
0.9506 |
0.9615 |
|
S3 |
0.9319 |
0.9390 |
0.9598 |
|
S4 |
0.9132 |
0.9203 |
0.9546 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9792 |
2.618 |
0.9740 |
1.618 |
0.9708 |
1.000 |
0.9688 |
0.618 |
0.9676 |
HIGH |
0.9656 |
0.618 |
0.9644 |
0.500 |
0.9640 |
0.382 |
0.9636 |
LOW |
0.9624 |
0.618 |
0.9604 |
1.000 |
0.9592 |
1.618 |
0.9572 |
2.618 |
0.9540 |
4.250 |
0.9488 |
|
|
Fisher Pivots for day following 28-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9659 |
0.9683 |
PP |
0.9649 |
0.9678 |
S1 |
0.9640 |
0.9673 |
|