CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 21-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9658 |
0.9724 |
0.0066 |
0.7% |
0.9789 |
| High |
0.9718 |
0.9763 |
0.0045 |
0.5% |
0.9790 |
| Low |
0.9652 |
0.9724 |
0.0072 |
0.7% |
0.9550 |
| Close |
0.9705 |
0.9755 |
0.0050 |
0.5% |
0.9660 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-40.9% |
0.0240 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
931 |
292 |
-639 |
-68.6% |
2,176 |
|
| Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9864 |
0.9849 |
0.9776 |
|
| R3 |
0.9825 |
0.9810 |
0.9766 |
|
| R2 |
0.9786 |
0.9786 |
0.9762 |
|
| R1 |
0.9771 |
0.9771 |
0.9759 |
0.9779 |
| PP |
0.9747 |
0.9747 |
0.9747 |
0.9751 |
| S1 |
0.9732 |
0.9732 |
0.9751 |
0.9740 |
| S2 |
0.9708 |
0.9708 |
0.9748 |
|
| S3 |
0.9669 |
0.9693 |
0.9744 |
|
| S4 |
0.9630 |
0.9654 |
0.9734 |
|
|
| 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 |
0.9763 |
0.9570 |
0.0193 |
2.0% |
0.0074 |
0.8% |
96% |
True |
False |
559 |
| 10 |
0.9790 |
0.9550 |
0.0240 |
2.5% |
0.0088 |
0.9% |
85% |
False |
False |
423 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0081 |
0.8% |
87% |
False |
False |
316 |
| 40 |
1.0170 |
0.9530 |
0.0640 |
6.6% |
0.0074 |
0.8% |
35% |
False |
False |
200 |
| 60 |
1.0505 |
0.9529 |
0.0976 |
10.0% |
0.0080 |
0.8% |
23% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9865 |
|
1.618 |
0.9826 |
|
1.000 |
0.9802 |
|
0.618 |
0.9787 |
|
HIGH |
0.9763 |
|
0.618 |
0.9748 |
|
0.500 |
0.9744 |
|
0.382 |
0.9739 |
|
LOW |
0.9724 |
|
0.618 |
0.9700 |
|
1.000 |
0.9685 |
|
1.618 |
0.9661 |
|
2.618 |
0.9622 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 21-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9733 |
| PP |
0.9747 |
0.9710 |
| S1 |
0.9744 |
0.9688 |
|