CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 05-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
Open |
0.9625 |
0.9569 |
-0.0056 |
-0.6% |
0.9627 |
High |
0.9625 |
0.9612 |
-0.0013 |
-0.1% |
0.9755 |
Low |
0.9530 |
0.9546 |
0.0016 |
0.2% |
0.9530 |
Close |
0.9566 |
0.9609 |
0.0043 |
0.4% |
0.9566 |
Range |
0.0095 |
0.0066 |
-0.0029 |
-30.5% |
0.0225 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
328 |
451 |
123 |
37.5% |
687 |
|
Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9787 |
0.9764 |
0.9645 |
|
R3 |
0.9721 |
0.9698 |
0.9627 |
|
R2 |
0.9655 |
0.9655 |
0.9621 |
|
R1 |
0.9632 |
0.9632 |
0.9615 |
0.9644 |
PP |
0.9589 |
0.9589 |
0.9589 |
0.9595 |
S1 |
0.9566 |
0.9566 |
0.9603 |
0.9578 |
S2 |
0.9523 |
0.9523 |
0.9597 |
|
S3 |
0.9457 |
0.9500 |
0.9591 |
|
S4 |
0.9391 |
0.9434 |
0.9573 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0292 |
1.0154 |
0.9690 |
|
R3 |
1.0067 |
0.9929 |
0.9628 |
|
R2 |
0.9842 |
0.9842 |
0.9607 |
|
R1 |
0.9704 |
0.9704 |
0.9587 |
0.9661 |
PP |
0.9617 |
0.9617 |
0.9617 |
0.9595 |
S1 |
0.9479 |
0.9479 |
0.9545 |
0.9436 |
S2 |
0.9392 |
0.9392 |
0.9525 |
|
S3 |
0.9167 |
0.9254 |
0.9504 |
|
S4 |
0.8942 |
0.9029 |
0.9442 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9893 |
2.618 |
0.9785 |
1.618 |
0.9719 |
1.000 |
0.9678 |
0.618 |
0.9653 |
HIGH |
0.9612 |
0.618 |
0.9587 |
0.500 |
0.9579 |
0.382 |
0.9571 |
LOW |
0.9546 |
0.618 |
0.9505 |
1.000 |
0.9480 |
1.618 |
0.9439 |
2.618 |
0.9373 |
4.250 |
0.9266 |
|
|
Fisher Pivots for day following 05-May-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9599 |
0.9619 |
PP |
0.9589 |
0.9616 |
S1 |
0.9579 |
0.9612 |
|