CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9569 |
0.9616 |
0.0047 |
0.5% |
0.9627 |
| High |
0.9612 |
0.9673 |
0.0061 |
0.6% |
0.9755 |
| Low |
0.9546 |
0.9602 |
0.0056 |
0.6% |
0.9530 |
| Close |
0.9609 |
0.9614 |
0.0005 |
0.1% |
0.9566 |
| Range |
0.0066 |
0.0071 |
0.0005 |
7.6% |
0.0225 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
451 |
86 |
-365 |
-80.9% |
687 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9799 |
0.9653 |
|
| R3 |
0.9772 |
0.9728 |
0.9634 |
|
| R2 |
0.9701 |
0.9701 |
0.9627 |
|
| R1 |
0.9657 |
0.9657 |
0.9621 |
0.9644 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9623 |
| S1 |
0.9586 |
0.9586 |
0.9607 |
0.9573 |
| S2 |
0.9559 |
0.9559 |
0.9601 |
|
| S3 |
0.9488 |
0.9515 |
0.9594 |
|
| S4 |
0.9417 |
0.9444 |
0.9575 |
|
|
| 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 |
0.9975 |
|
2.618 |
0.9859 |
|
1.618 |
0.9788 |
|
1.000 |
0.9744 |
|
0.618 |
0.9717 |
|
HIGH |
0.9673 |
|
0.618 |
0.9646 |
|
0.500 |
0.9638 |
|
0.382 |
0.9629 |
|
LOW |
0.9602 |
|
0.618 |
0.9558 |
|
1.000 |
0.9531 |
|
1.618 |
0.9487 |
|
2.618 |
0.9416 |
|
4.250 |
0.9300 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9610 |
| PP |
0.9630 |
0.9606 |
| S1 |
0.9622 |
0.9602 |
|