CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9605 |
-0.0063 |
-0.7% |
0.9663 |
| High |
0.9668 |
0.9605 |
-0.0063 |
-0.7% |
0.9785 |
| Low |
0.9554 |
0.9504 |
-0.0050 |
-0.5% |
0.9612 |
| Close |
0.9610 |
0.9531 |
-0.0079 |
-0.8% |
0.9757 |
| Range |
0.0114 |
0.0101 |
-0.0013 |
-11.4% |
0.0173 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
| Volume |
667 |
502 |
-165 |
-24.7% |
2,528 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9850 |
0.9791 |
0.9587 |
|
| R3 |
0.9749 |
0.9690 |
0.9559 |
|
| R2 |
0.9648 |
0.9648 |
0.9550 |
|
| R1 |
0.9589 |
0.9589 |
0.9540 |
0.9568 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9536 |
| S1 |
0.9488 |
0.9488 |
0.9522 |
0.9467 |
| S2 |
0.9446 |
0.9446 |
0.9512 |
|
| S3 |
0.9345 |
0.9387 |
0.9503 |
|
| S4 |
0.9244 |
0.9286 |
0.9475 |
|
|
| 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 |
0.9756 |
0.9504 |
0.0252 |
2.6% |
0.0089 |
0.9% |
11% |
False |
True |
569 |
| 10 |
0.9785 |
0.9504 |
0.0281 |
2.9% |
0.0092 |
1.0% |
10% |
False |
True |
515 |
| 20 |
0.9790 |
0.9504 |
0.0286 |
3.0% |
0.0089 |
0.9% |
9% |
False |
True |
415 |
| 40 |
1.0062 |
0.9504 |
0.0558 |
5.9% |
0.0078 |
0.8% |
5% |
False |
True |
246 |
| 60 |
1.0505 |
0.9504 |
0.1001 |
10.5% |
0.0086 |
0.9% |
3% |
False |
True |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9869 |
|
1.618 |
0.9768 |
|
1.000 |
0.9706 |
|
0.618 |
0.9667 |
|
HIGH |
0.9605 |
|
0.618 |
0.9566 |
|
0.500 |
0.9555 |
|
0.382 |
0.9543 |
|
LOW |
0.9504 |
|
0.618 |
0.9442 |
|
1.000 |
0.9403 |
|
1.618 |
0.9341 |
|
2.618 |
0.9240 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9555 |
0.9626 |
| PP |
0.9547 |
0.9594 |
| S1 |
0.9539 |
0.9563 |
|