CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9658 |
-0.0005 |
-0.1% |
0.9789 |
| High |
0.9696 |
0.9718 |
0.0022 |
0.2% |
0.9790 |
| Low |
0.9612 |
0.9652 |
0.0040 |
0.4% |
0.9550 |
| Close |
0.9640 |
0.9705 |
0.0065 |
0.7% |
0.9660 |
| Range |
0.0084 |
0.0066 |
-0.0018 |
-21.4% |
0.0240 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
315 |
931 |
616 |
195.6% |
2,176 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9863 |
0.9741 |
|
| R3 |
0.9824 |
0.9797 |
0.9723 |
|
| R2 |
0.9758 |
0.9758 |
0.9717 |
|
| R1 |
0.9731 |
0.9731 |
0.9711 |
0.9745 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9698 |
| S1 |
0.9665 |
0.9665 |
0.9699 |
0.9679 |
| S2 |
0.9626 |
0.9626 |
0.9693 |
|
| S3 |
0.9560 |
0.9599 |
0.9687 |
|
| S4 |
0.9494 |
0.9533 |
0.9669 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0263 |
0.9792 |
|
| R3 |
1.0147 |
1.0023 |
0.9726 |
|
| R2 |
0.9907 |
0.9907 |
0.9704 |
|
| R1 |
0.9783 |
0.9783 |
0.9682 |
0.9725 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9638 |
| S1 |
0.9543 |
0.9543 |
0.9638 |
0.9485 |
| S2 |
0.9427 |
0.9427 |
0.9616 |
|
| S3 |
0.9187 |
0.9303 |
0.9594 |
|
| S4 |
0.8947 |
0.9063 |
0.9528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9718 |
0.9550 |
0.0168 |
1.7% |
0.0079 |
0.8% |
92% |
True |
False |
579 |
| 10 |
0.9790 |
0.9546 |
0.0244 |
2.5% |
0.0091 |
0.9% |
65% |
False |
False |
411 |
| 20 |
0.9808 |
0.9530 |
0.0278 |
2.9% |
0.0083 |
0.9% |
63% |
False |
False |
303 |
| 40 |
1.0170 |
0.9530 |
0.0640 |
6.6% |
0.0073 |
0.8% |
27% |
False |
False |
193 |
| 60 |
1.0505 |
0.9444 |
0.1061 |
10.9% |
0.0079 |
0.8% |
25% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9999 |
|
2.618 |
0.9891 |
|
1.618 |
0.9825 |
|
1.000 |
0.9784 |
|
0.618 |
0.9759 |
|
HIGH |
0.9718 |
|
0.618 |
0.9693 |
|
0.500 |
0.9685 |
|
0.382 |
0.9677 |
|
LOW |
0.9652 |
|
0.618 |
0.9611 |
|
1.000 |
0.9586 |
|
1.618 |
0.9545 |
|
2.618 |
0.9479 |
|
4.250 |
0.9372 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9687 |
| PP |
0.9692 |
0.9669 |
| S1 |
0.9685 |
0.9651 |
|