CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9789 |
0.9700 |
-0.0089 |
-0.9% |
0.9569 |
| High |
0.9790 |
0.9720 |
-0.0070 |
-0.7% |
0.9785 |
| Low |
0.9683 |
0.9608 |
-0.0075 |
-0.8% |
0.9546 |
| Close |
0.9690 |
0.9607 |
-0.0083 |
-0.9% |
0.9777 |
| Range |
0.0107 |
0.0112 |
0.0005 |
4.7% |
0.0239 |
| ATR |
0.0090 |
0.0091 |
0.0002 |
1.8% |
0.0000 |
| Volume |
289 |
235 |
-54 |
-18.7% |
1,227 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9906 |
0.9669 |
|
| R3 |
0.9869 |
0.9794 |
0.9638 |
|
| R2 |
0.9757 |
0.9757 |
0.9628 |
|
| R1 |
0.9682 |
0.9682 |
0.9617 |
0.9664 |
| PP |
0.9645 |
0.9645 |
0.9645 |
0.9636 |
| S1 |
0.9570 |
0.9570 |
0.9597 |
0.9552 |
| S2 |
0.9533 |
0.9533 |
0.9586 |
|
| S3 |
0.9421 |
0.9458 |
0.9576 |
|
| S4 |
0.9309 |
0.9346 |
0.9545 |
|
|
| 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 |
1.0196 |
|
2.618 |
1.0013 |
|
1.618 |
0.9901 |
|
1.000 |
0.9832 |
|
0.618 |
0.9789 |
|
HIGH |
0.9720 |
|
0.618 |
0.9677 |
|
0.500 |
0.9664 |
|
0.382 |
0.9651 |
|
LOW |
0.9608 |
|
0.618 |
0.9539 |
|
1.000 |
0.9496 |
|
1.618 |
0.9427 |
|
2.618 |
0.9315 |
|
4.250 |
0.9132 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9699 |
| PP |
0.9645 |
0.9668 |
| S1 |
0.9626 |
0.9638 |
|