CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9317 |
0.9399 |
0.0082 |
0.9% |
0.9365 |
High |
0.9422 |
0.9492 |
0.0070 |
0.7% |
0.9492 |
Low |
0.9284 |
0.9367 |
0.0083 |
0.9% |
0.9251 |
Close |
0.9417 |
0.9452 |
0.0035 |
0.4% |
0.9452 |
Range |
0.0138 |
0.0125 |
-0.0013 |
-9.4% |
0.0241 |
ATR |
0.0093 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
Volume |
110,218 |
155,613 |
45,395 |
41.2% |
639,150 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9812 |
0.9757 |
0.9521 |
|
R3 |
0.9687 |
0.9632 |
0.9486 |
|
R2 |
0.9562 |
0.9562 |
0.9475 |
|
R1 |
0.9507 |
0.9507 |
0.9463 |
0.9535 |
PP |
0.9437 |
0.9437 |
0.9437 |
0.9451 |
S1 |
0.9382 |
0.9382 |
0.9441 |
0.9410 |
S2 |
0.9312 |
0.9312 |
0.9429 |
|
S3 |
0.9187 |
0.9257 |
0.9418 |
|
S4 |
0.9062 |
0.9132 |
0.9383 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0121 |
1.0028 |
0.9585 |
|
R3 |
0.9880 |
0.9787 |
0.9518 |
|
R2 |
0.9639 |
0.9639 |
0.9496 |
|
R1 |
0.9546 |
0.9546 |
0.9474 |
0.9593 |
PP |
0.9398 |
0.9398 |
0.9398 |
0.9422 |
S1 |
0.9305 |
0.9305 |
0.9430 |
0.9352 |
S2 |
0.9157 |
0.9157 |
0.9408 |
|
S3 |
0.8916 |
0.9064 |
0.9386 |
|
S4 |
0.8675 |
0.8823 |
0.9319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9492 |
0.9251 |
0.0241 |
2.5% |
0.0102 |
1.1% |
83% |
True |
False |
127,830 |
10 |
0.9492 |
0.9251 |
0.0241 |
2.5% |
0.0084 |
0.9% |
83% |
True |
False |
122,978 |
20 |
0.9678 |
0.9251 |
0.0427 |
4.5% |
0.0100 |
1.1% |
47% |
False |
False |
71,780 |
40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0093 |
1.0% |
37% |
False |
False |
36,128 |
60 |
1.0062 |
0.9251 |
0.0811 |
8.6% |
0.0084 |
0.9% |
25% |
False |
False |
24,116 |
80 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0090 |
0.9% |
16% |
False |
False |
18,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0023 |
2.618 |
0.9819 |
1.618 |
0.9694 |
1.000 |
0.9617 |
0.618 |
0.9569 |
HIGH |
0.9492 |
0.618 |
0.9444 |
0.500 |
0.9430 |
0.382 |
0.9415 |
LOW |
0.9367 |
0.618 |
0.9290 |
1.000 |
0.9242 |
1.618 |
0.9165 |
2.618 |
0.9040 |
4.250 |
0.8836 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9445 |
0.9425 |
PP |
0.9437 |
0.9398 |
S1 |
0.9430 |
0.9372 |
|