CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9789 |
0.0097 |
1.0% |
0.9569 |
| High |
0.9785 |
0.9790 |
0.0005 |
0.1% |
0.9785 |
| Low |
0.9692 |
0.9683 |
-0.0009 |
-0.1% |
0.9546 |
| Close |
0.9777 |
0.9690 |
-0.0087 |
-0.9% |
0.9777 |
| Range |
0.0093 |
0.0107 |
0.0014 |
15.1% |
0.0239 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.5% |
0.0000 |
| Volume |
163 |
289 |
126 |
77.3% |
1,227 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
0.9973 |
0.9749 |
|
| R3 |
0.9935 |
0.9866 |
0.9719 |
|
| R2 |
0.9828 |
0.9828 |
0.9710 |
|
| R1 |
0.9759 |
0.9759 |
0.9700 |
0.9740 |
| PP |
0.9721 |
0.9721 |
0.9721 |
0.9712 |
| S1 |
0.9652 |
0.9652 |
0.9680 |
0.9633 |
| S2 |
0.9614 |
0.9614 |
0.9670 |
|
| S3 |
0.9507 |
0.9545 |
0.9661 |
|
| S4 |
0.9400 |
0.9438 |
0.9631 |
|
|
| 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 |
1.0245 |
|
2.618 |
1.0070 |
|
1.618 |
0.9963 |
|
1.000 |
0.9897 |
|
0.618 |
0.9856 |
|
HIGH |
0.9790 |
|
0.618 |
0.9749 |
|
0.500 |
0.9737 |
|
0.382 |
0.9724 |
|
LOW |
0.9683 |
|
0.618 |
0.9617 |
|
1.000 |
0.9576 |
|
1.618 |
0.9510 |
|
2.618 |
0.9403 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9691 |
| PP |
0.9721 |
0.9691 |
| S1 |
0.9706 |
0.9690 |
|