CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9395 |
0.9320 |
-0.0075 |
-0.8% |
0.9333 |
High |
0.9395 |
0.9365 |
-0.0030 |
-0.3% |
0.9420 |
Low |
0.9388 |
0.9315 |
-0.0073 |
-0.8% |
0.9313 |
Close |
0.9365 |
0.9364 |
-0.0001 |
0.0% |
0.9431 |
Range |
0.0007 |
0.0050 |
0.0043 |
614.3% |
0.0107 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0000 |
Volume |
35 |
18 |
-17 |
-48.6% |
186 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9498 |
0.9481 |
0.9392 |
|
R3 |
0.9448 |
0.9431 |
0.9378 |
|
R2 |
0.9398 |
0.9398 |
0.9373 |
|
R1 |
0.9381 |
0.9381 |
0.9369 |
0.9390 |
PP |
0.9348 |
0.9348 |
0.9348 |
0.9352 |
S1 |
0.9331 |
0.9331 |
0.9359 |
0.9340 |
S2 |
0.9298 |
0.9298 |
0.9355 |
|
S3 |
0.9248 |
0.9281 |
0.9350 |
|
S4 |
0.9198 |
0.9231 |
0.9337 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9709 |
0.9677 |
0.9490 |
|
R3 |
0.9602 |
0.9570 |
0.9460 |
|
R2 |
0.9495 |
0.9495 |
0.9451 |
|
R1 |
0.9463 |
0.9463 |
0.9441 |
0.9479 |
PP |
0.9388 |
0.9388 |
0.9388 |
0.9396 |
S1 |
0.9356 |
0.9356 |
0.9421 |
0.9372 |
S2 |
0.9281 |
0.9281 |
0.9411 |
|
S3 |
0.9174 |
0.9249 |
0.9402 |
|
S4 |
0.9067 |
0.9142 |
0.9372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9420 |
0.9315 |
0.0105 |
1.1% |
0.0035 |
0.4% |
47% |
False |
True |
43 |
10 |
0.9454 |
0.9313 |
0.0141 |
1.5% |
0.0034 |
0.4% |
36% |
False |
False |
34 |
20 |
0.9678 |
0.9313 |
0.0365 |
3.9% |
0.0025 |
0.3% |
14% |
False |
False |
1,064 |
40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0015 |
0.2% |
10% |
False |
False |
535 |
60 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0011 |
0.1% |
7% |
False |
False |
357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9578 |
2.618 |
0.9496 |
1.618 |
0.9446 |
1.000 |
0.9415 |
0.618 |
0.9396 |
HIGH |
0.9365 |
0.618 |
0.9346 |
0.500 |
0.9340 |
0.382 |
0.9334 |
LOW |
0.9315 |
0.618 |
0.9284 |
1.000 |
0.9265 |
1.618 |
0.9234 |
2.618 |
0.9184 |
4.250 |
0.9103 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9356 |
0.9368 |
PP |
0.9348 |
0.9366 |
S1 |
0.9340 |
0.9365 |
|