CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9563 |
0.9569 |
0.0006 |
0.1% |
0.9678 |
| High |
0.9563 |
0.9575 |
0.0012 |
0.1% |
0.9678 |
| Low |
0.9563 |
0.9569 |
0.0006 |
0.1% |
0.9563 |
| Close |
0.9563 |
0.9616 |
0.0053 |
0.6% |
0.9616 |
| Range |
0.0000 |
0.0006 |
0.0006 |
|
0.0115 |
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.7% |
0.0000 |
| Volume |
3 |
12 |
9 |
300.0% |
228 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9605 |
0.9616 |
0.9619 |
|
| R3 |
0.9599 |
0.9610 |
0.9618 |
|
| R2 |
0.9593 |
0.9593 |
0.9617 |
|
| R1 |
0.9604 |
0.9604 |
0.9617 |
0.9599 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9584 |
| S1 |
0.9598 |
0.9598 |
0.9615 |
0.9593 |
| S2 |
0.9581 |
0.9581 |
0.9615 |
|
| S3 |
0.9575 |
0.9592 |
0.9614 |
|
| S4 |
0.9569 |
0.9586 |
0.9613 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9905 |
0.9679 |
|
| R3 |
0.9849 |
0.9790 |
0.9648 |
|
| R2 |
0.9734 |
0.9734 |
0.9637 |
|
| R1 |
0.9675 |
0.9675 |
0.9627 |
0.9647 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9605 |
| S1 |
0.9560 |
0.9560 |
0.9605 |
0.9532 |
| S2 |
0.9504 |
0.9504 |
0.9595 |
|
| S3 |
0.9389 |
0.9445 |
0.9584 |
|
| S4 |
0.9274 |
0.9330 |
0.9553 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9601 |
|
2.618 |
0.9591 |
|
1.618 |
0.9585 |
|
1.000 |
0.9581 |
|
0.618 |
0.9579 |
|
HIGH |
0.9575 |
|
0.618 |
0.9573 |
|
0.500 |
0.9572 |
|
0.382 |
0.9571 |
|
LOW |
0.9569 |
|
0.618 |
0.9565 |
|
1.000 |
0.9563 |
|
1.618 |
0.9559 |
|
2.618 |
0.9553 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9601 |
0.9608 |
| PP |
0.9587 |
0.9600 |
| S1 |
0.9572 |
0.9592 |
|