CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
0.9596 |
0.9692 |
0.0096 |
1.0% |
0.9569 |
High |
0.9732 |
0.9785 |
0.0053 |
0.5% |
0.9785 |
Low |
0.9592 |
0.9692 |
0.0100 |
1.0% |
0.9546 |
Close |
0.9676 |
0.9777 |
0.0101 |
1.0% |
0.9777 |
Range |
0.0140 |
0.0093 |
-0.0047 |
-33.6% |
0.0239 |
ATR |
0.0087 |
0.0088 |
0.0002 |
1.8% |
0.0000 |
Volume |
362 |
163 |
-199 |
-55.0% |
1,227 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0030 |
0.9997 |
0.9828 |
|
R3 |
0.9937 |
0.9904 |
0.9803 |
|
R2 |
0.9844 |
0.9844 |
0.9794 |
|
R1 |
0.9811 |
0.9811 |
0.9786 |
0.9828 |
PP |
0.9751 |
0.9751 |
0.9751 |
0.9760 |
S1 |
0.9718 |
0.9718 |
0.9768 |
0.9735 |
S2 |
0.9658 |
0.9658 |
0.9760 |
|
S3 |
0.9565 |
0.9625 |
0.9751 |
|
S4 |
0.9472 |
0.9532 |
0.9726 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0420 |
1.0337 |
0.9908 |
|
R3 |
1.0181 |
1.0098 |
0.9843 |
|
R2 |
0.9942 |
0.9942 |
0.9821 |
|
R1 |
0.9859 |
0.9859 |
0.9799 |
0.9901 |
PP |
0.9703 |
0.9703 |
0.9703 |
0.9723 |
S1 |
0.9620 |
0.9620 |
0.9755 |
0.9662 |
S2 |
0.9464 |
0.9464 |
0.9733 |
|
S3 |
0.9225 |
0.9381 |
0.9711 |
|
S4 |
0.8986 |
0.9142 |
0.9646 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0180 |
2.618 |
1.0028 |
1.618 |
0.9935 |
1.000 |
0.9878 |
0.618 |
0.9842 |
HIGH |
0.9785 |
0.618 |
0.9749 |
0.500 |
0.9739 |
0.382 |
0.9728 |
LOW |
0.9692 |
0.618 |
0.9635 |
1.000 |
0.9599 |
1.618 |
0.9542 |
2.618 |
0.9449 |
4.250 |
0.9297 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9764 |
0.9740 |
PP |
0.9751 |
0.9703 |
S1 |
0.9739 |
0.9666 |
|