CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 01-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
Open |
0.9680 |
0.9708 |
0.0028 |
0.3% |
0.9780 |
High |
0.9711 |
0.9708 |
-0.0003 |
0.0% |
0.9808 |
Low |
0.9620 |
0.9634 |
0.0014 |
0.1% |
0.9621 |
Close |
0.9694 |
0.9650 |
-0.0044 |
-0.5% |
0.9649 |
Range |
0.0091 |
0.0074 |
-0.0017 |
-18.7% |
0.0187 |
ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
87 |
150 |
63 |
72.4% |
1,037 |
|
Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9886 |
0.9842 |
0.9691 |
|
R3 |
0.9812 |
0.9768 |
0.9670 |
|
R2 |
0.9738 |
0.9738 |
0.9664 |
|
R1 |
0.9694 |
0.9694 |
0.9657 |
0.9679 |
PP |
0.9664 |
0.9664 |
0.9664 |
0.9657 |
S1 |
0.9620 |
0.9620 |
0.9643 |
0.9605 |
S2 |
0.9590 |
0.9590 |
0.9636 |
|
S3 |
0.9516 |
0.9546 |
0.9630 |
|
S4 |
0.9442 |
0.9472 |
0.9609 |
|
|
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 |
1.0023 |
2.618 |
0.9902 |
1.618 |
0.9828 |
1.000 |
0.9782 |
0.618 |
0.9754 |
HIGH |
0.9708 |
0.618 |
0.9680 |
0.500 |
0.9671 |
0.382 |
0.9662 |
LOW |
0.9634 |
0.618 |
0.9588 |
1.000 |
0.9560 |
1.618 |
0.9514 |
2.618 |
0.9440 |
4.250 |
0.9320 |
|
|
Fisher Pivots for day following 01-May-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9671 |
0.9688 |
PP |
0.9664 |
0.9675 |
S1 |
0.9657 |
0.9663 |
|