CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9570 |
-0.0030 |
-0.3% |
0.9569 |
| High |
0.9610 |
0.9621 |
0.0011 |
0.1% |
0.9785 |
| Low |
0.9550 |
0.9570 |
0.0020 |
0.2% |
0.9546 |
| Close |
0.9560 |
0.9608 |
0.0048 |
0.5% |
0.9777 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.0% |
0.0239 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
395 |
682 |
287 |
72.7% |
1,227 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9731 |
0.9636 |
|
| R3 |
0.9702 |
0.9680 |
0.9622 |
|
| R2 |
0.9651 |
0.9651 |
0.9617 |
|
| R1 |
0.9629 |
0.9629 |
0.9613 |
0.9640 |
| PP |
0.9600 |
0.9600 |
0.9600 |
0.9605 |
| S1 |
0.9578 |
0.9578 |
0.9603 |
0.9589 |
| S2 |
0.9549 |
0.9549 |
0.9599 |
|
| S3 |
0.9498 |
0.9527 |
0.9594 |
|
| S4 |
0.9447 |
0.9476 |
0.9580 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9790 |
0.9550 |
0.0240 |
2.5% |
0.0085 |
0.9% |
24% |
False |
False |
352 |
| 10 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0086 |
0.9% |
30% |
False |
False |
315 |
| 20 |
0.9832 |
0.9530 |
0.0302 |
3.1% |
0.0082 |
0.8% |
26% |
False |
False |
227 |
| 40 |
1.0290 |
0.9530 |
0.0760 |
7.9% |
0.0076 |
0.8% |
10% |
False |
False |
174 |
| 60 |
1.0505 |
0.9345 |
0.1160 |
12.1% |
0.0075 |
0.8% |
23% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9755 |
|
1.618 |
0.9704 |
|
1.000 |
0.9672 |
|
0.618 |
0.9653 |
|
HIGH |
0.9621 |
|
0.618 |
0.9602 |
|
0.500 |
0.9596 |
|
0.382 |
0.9589 |
|
LOW |
0.9570 |
|
0.618 |
0.9538 |
|
1.000 |
0.9519 |
|
1.618 |
0.9487 |
|
2.618 |
0.9436 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9604 |
0.9635 |
| PP |
0.9600 |
0.9626 |
| S1 |
0.9596 |
0.9617 |
|