CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 15-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2008 |
15-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
0.9318 |
0.9399 |
0.0081 |
0.9% |
0.9316 |
High |
0.9400 |
0.9489 |
0.0089 |
0.9% |
0.9324 |
Low |
0.9318 |
0.9393 |
0.0075 |
0.8% |
0.9229 |
Close |
0.9352 |
0.9458 |
0.0106 |
1.1% |
0.9303 |
Range |
0.0082 |
0.0096 |
0.0014 |
17.1% |
0.0095 |
ATR |
0.0065 |
0.0071 |
0.0005 |
7.8% |
0.0000 |
Volume |
121 |
575 |
454 |
375.2% |
2,566 |
|
Daily Pivots for day following 15-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9735 |
0.9692 |
0.9511 |
|
R3 |
0.9639 |
0.9596 |
0.9484 |
|
R2 |
0.9543 |
0.9543 |
0.9476 |
|
R1 |
0.9500 |
0.9500 |
0.9467 |
0.9522 |
PP |
0.9447 |
0.9447 |
0.9447 |
0.9457 |
S1 |
0.9404 |
0.9404 |
0.9449 |
0.9426 |
S2 |
0.9351 |
0.9351 |
0.9440 |
|
S3 |
0.9255 |
0.9308 |
0.9432 |
|
S4 |
0.9159 |
0.9212 |
0.9405 |
|
|
Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9570 |
0.9532 |
0.9355 |
|
R3 |
0.9475 |
0.9437 |
0.9329 |
|
R2 |
0.9380 |
0.9380 |
0.9320 |
|
R1 |
0.9342 |
0.9342 |
0.9312 |
0.9314 |
PP |
0.9285 |
0.9285 |
0.9285 |
0.9271 |
S1 |
0.9247 |
0.9247 |
0.9294 |
0.9219 |
S2 |
0.9190 |
0.9190 |
0.9286 |
|
S3 |
0.9095 |
0.9152 |
0.9277 |
|
S4 |
0.9000 |
0.9057 |
0.9251 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9897 |
2.618 |
0.9740 |
1.618 |
0.9644 |
1.000 |
0.9585 |
0.618 |
0.9548 |
HIGH |
0.9489 |
0.618 |
0.9452 |
0.500 |
0.9441 |
0.382 |
0.9430 |
LOW |
0.9393 |
0.618 |
0.9334 |
1.000 |
0.9297 |
1.618 |
0.9238 |
2.618 |
0.9142 |
4.250 |
0.8985 |
|
|
Fisher Pivots for day following 15-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9452 |
0.9435 |
PP |
0.9447 |
0.9412 |
S1 |
0.9441 |
0.9390 |
|