CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9448 |
0.9487 |
0.0039 |
0.4% |
0.9376 |
| High |
0.9538 |
0.9570 |
0.0032 |
0.3% |
0.9538 |
| Low |
0.9448 |
0.9487 |
0.0039 |
0.4% |
0.9315 |
| Close |
0.9503 |
0.9503 |
0.0000 |
0.0% |
0.9503 |
| Range |
0.0090 |
0.0083 |
-0.0007 |
-7.8% |
0.0223 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0000 |
| Volume |
92 |
369 |
277 |
301.1% |
214 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9769 |
0.9719 |
0.9549 |
|
| R3 |
0.9686 |
0.9636 |
0.9526 |
|
| R2 |
0.9603 |
0.9603 |
0.9518 |
|
| R1 |
0.9553 |
0.9553 |
0.9511 |
0.9578 |
| PP |
0.9520 |
0.9520 |
0.9520 |
0.9533 |
| S1 |
0.9470 |
0.9470 |
0.9495 |
0.9495 |
| S2 |
0.9437 |
0.9437 |
0.9488 |
|
| S3 |
0.9354 |
0.9387 |
0.9480 |
|
| S4 |
0.9271 |
0.9304 |
0.9457 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0035 |
0.9626 |
|
| R3 |
0.9898 |
0.9812 |
0.9564 |
|
| R2 |
0.9675 |
0.9675 |
0.9544 |
|
| R1 |
0.9589 |
0.9589 |
0.9523 |
0.9632 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9474 |
| S1 |
0.9366 |
0.9366 |
0.9483 |
0.9409 |
| S2 |
0.9229 |
0.9229 |
0.9462 |
|
| S3 |
0.9006 |
0.9143 |
0.9442 |
|
| S4 |
0.8783 |
0.8920 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9570 |
0.9315 |
0.0255 |
2.7% |
0.0050 |
0.5% |
74% |
True |
False |
107 |
| 10 |
0.9570 |
0.9315 |
0.0255 |
2.7% |
0.0046 |
0.5% |
74% |
True |
False |
75 |
| 20 |
0.9631 |
0.9313 |
0.0318 |
3.3% |
0.0035 |
0.4% |
60% |
False |
False |
1,062 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0020 |
0.2% |
38% |
False |
False |
547 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0013 |
0.1% |
27% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9787 |
|
1.618 |
0.9704 |
|
1.000 |
0.9653 |
|
0.618 |
0.9621 |
|
HIGH |
0.9570 |
|
0.618 |
0.9538 |
|
0.500 |
0.9529 |
|
0.382 |
0.9519 |
|
LOW |
0.9487 |
|
0.618 |
0.9436 |
|
1.000 |
0.9404 |
|
1.618 |
0.9353 |
|
2.618 |
0.9270 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9529 |
0.9501 |
| PP |
0.9520 |
0.9499 |
| S1 |
0.9512 |
0.9497 |
|