CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9600 |
-0.0100 |
-1.0% |
0.9569 |
| High |
0.9720 |
0.9610 |
-0.0110 |
-1.1% |
0.9785 |
| Low |
0.9608 |
0.9550 |
-0.0058 |
-0.6% |
0.9546 |
| Close |
0.9607 |
0.9560 |
-0.0047 |
-0.5% |
0.9777 |
| Range |
0.0112 |
0.0060 |
-0.0052 |
-46.4% |
0.0239 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
235 |
395 |
160 |
68.1% |
1,227 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9717 |
0.9593 |
|
| R3 |
0.9693 |
0.9657 |
0.9577 |
|
| R2 |
0.9633 |
0.9633 |
0.9571 |
|
| R1 |
0.9597 |
0.9597 |
0.9566 |
0.9585 |
| PP |
0.9573 |
0.9573 |
0.9573 |
0.9568 |
| S1 |
0.9537 |
0.9537 |
0.9555 |
0.9525 |
| S2 |
0.9513 |
0.9513 |
0.9549 |
|
| S3 |
0.9453 |
0.9477 |
0.9544 |
|
| S4 |
0.9393 |
0.9417 |
0.9527 |
|
|
| 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 |
0.9865 |
|
2.618 |
0.9767 |
|
1.618 |
0.9707 |
|
1.000 |
0.9670 |
|
0.618 |
0.9647 |
|
HIGH |
0.9610 |
|
0.618 |
0.9587 |
|
0.500 |
0.9580 |
|
0.382 |
0.9573 |
|
LOW |
0.9550 |
|
0.618 |
0.9513 |
|
1.000 |
0.9490 |
|
1.618 |
0.9453 |
|
2.618 |
0.9393 |
|
4.250 |
0.9295 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9580 |
0.9670 |
| PP |
0.9573 |
0.9633 |
| S1 |
0.9567 |
0.9597 |
|