CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9653 |
-0.0107 |
-1.1% |
0.9663 |
| High |
0.9785 |
0.9756 |
-0.0029 |
-0.3% |
0.9785 |
| Low |
0.9636 |
0.9653 |
0.0017 |
0.2% |
0.9612 |
| Close |
0.9636 |
0.9757 |
0.0121 |
1.3% |
0.9757 |
| Range |
0.0149 |
0.0103 |
-0.0046 |
-30.9% |
0.0173 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
197 |
793 |
596 |
302.5% |
2,528 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
0.9997 |
0.9814 |
|
| R3 |
0.9928 |
0.9894 |
0.9785 |
|
| R2 |
0.9825 |
0.9825 |
0.9776 |
|
| R1 |
0.9791 |
0.9791 |
0.9766 |
0.9808 |
| PP |
0.9722 |
0.9722 |
0.9722 |
0.9731 |
| S1 |
0.9688 |
0.9688 |
0.9748 |
0.9705 |
| S2 |
0.9619 |
0.9619 |
0.9738 |
|
| S3 |
0.9516 |
0.9585 |
0.9729 |
|
| S4 |
0.9413 |
0.9482 |
0.9700 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0170 |
0.9852 |
|
| R3 |
1.0064 |
0.9997 |
0.9805 |
|
| R2 |
0.9891 |
0.9891 |
0.9789 |
|
| R1 |
0.9824 |
0.9824 |
0.9773 |
0.9858 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9735 |
| S1 |
0.9651 |
0.9651 |
0.9741 |
0.9685 |
| S2 |
0.9545 |
0.9545 |
0.9725 |
|
| S3 |
0.9372 |
0.9478 |
0.9709 |
|
| S4 |
0.9199 |
0.9305 |
0.9662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9785 |
0.9612 |
0.0173 |
1.8% |
0.0088 |
0.9% |
84% |
False |
False |
505 |
| 10 |
0.9790 |
0.9550 |
0.0240 |
2.5% |
0.0090 |
0.9% |
86% |
False |
False |
470 |
| 20 |
0.9790 |
0.9530 |
0.0260 |
2.7% |
0.0086 |
0.9% |
87% |
False |
False |
330 |
| 40 |
1.0139 |
0.9530 |
0.0609 |
6.2% |
0.0076 |
0.8% |
37% |
False |
False |
223 |
| 60 |
1.0505 |
0.9530 |
0.0975 |
10.0% |
0.0083 |
0.9% |
23% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0026 |
|
1.618 |
0.9923 |
|
1.000 |
0.9859 |
|
0.618 |
0.9820 |
|
HIGH |
0.9756 |
|
0.618 |
0.9717 |
|
0.500 |
0.9705 |
|
0.382 |
0.9692 |
|
LOW |
0.9653 |
|
0.618 |
0.9589 |
|
1.000 |
0.9550 |
|
1.618 |
0.9486 |
|
2.618 |
0.9383 |
|
4.250 |
0.9215 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9742 |
| PP |
0.9722 |
0.9726 |
| S1 |
0.9705 |
0.9711 |
|