CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9369 |
-0.0085 |
-0.9% |
0.9623 |
| High |
0.9454 |
0.9393 |
-0.0061 |
-0.6% |
0.9631 |
| Low |
0.9454 |
0.9358 |
-0.0096 |
-1.0% |
0.9358 |
| Close |
0.9369 |
0.9349 |
-0.0020 |
-0.2% |
0.9349 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0273 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
0 |
58 |
58 |
|
20,252 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9472 |
0.9445 |
0.9368 |
|
| R3 |
0.9437 |
0.9410 |
0.9359 |
|
| R2 |
0.9402 |
0.9402 |
0.9355 |
|
| R1 |
0.9375 |
0.9375 |
0.9352 |
0.9371 |
| PP |
0.9367 |
0.9367 |
0.9367 |
0.9365 |
| S1 |
0.9340 |
0.9340 |
0.9346 |
0.9336 |
| S2 |
0.9332 |
0.9332 |
0.9343 |
|
| S3 |
0.9297 |
0.9305 |
0.9339 |
|
| S4 |
0.9262 |
0.9270 |
0.9330 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0080 |
0.9499 |
|
| R3 |
0.9992 |
0.9807 |
0.9424 |
|
| R2 |
0.9719 |
0.9719 |
0.9399 |
|
| R1 |
0.9534 |
0.9534 |
0.9374 |
0.9490 |
| PP |
0.9446 |
0.9446 |
0.9446 |
0.9424 |
| S1 |
0.9261 |
0.9261 |
0.9324 |
0.9217 |
| S2 |
0.9173 |
0.9173 |
0.9299 |
|
| S3 |
0.8900 |
0.8988 |
0.9274 |
|
| S4 |
0.8627 |
0.8715 |
0.9199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9358 |
0.0273 |
2.9% |
0.0037 |
0.4% |
-3% |
False |
True |
4,050 |
| 10 |
0.9678 |
0.9358 |
0.0320 |
3.4% |
0.0019 |
0.2% |
-3% |
False |
True |
2,048 |
| 20 |
0.9803 |
0.9358 |
0.0445 |
4.8% |
0.0013 |
0.1% |
-2% |
False |
True |
1,050 |
| 40 |
0.9849 |
0.9358 |
0.0491 |
5.3% |
0.0008 |
0.1% |
-2% |
False |
True |
528 |
| 60 |
1.0171 |
0.9358 |
0.0813 |
8.7% |
0.0006 |
0.1% |
-1% |
False |
True |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9542 |
|
2.618 |
0.9485 |
|
1.618 |
0.9450 |
|
1.000 |
0.9428 |
|
0.618 |
0.9415 |
|
HIGH |
0.9393 |
|
0.618 |
0.9380 |
|
0.500 |
0.9376 |
|
0.382 |
0.9371 |
|
LOW |
0.9358 |
|
0.618 |
0.9336 |
|
1.000 |
0.9323 |
|
1.618 |
0.9301 |
|
2.618 |
0.9266 |
|
4.250 |
0.9209 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9406 |
| PP |
0.9367 |
0.9387 |
| S1 |
0.9358 |
0.9368 |
|