CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 08-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2008 |
08-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9316 |
0.9282 |
-0.0034 |
-0.4% |
0.9100 |
| High |
0.9324 |
0.9316 |
-0.0008 |
-0.1% |
0.9406 |
| Low |
0.9266 |
0.9261 |
-0.0005 |
-0.1% |
0.9017 |
| Close |
0.9312 |
0.9280 |
-0.0032 |
-0.3% |
0.9366 |
| Range |
0.0058 |
0.0055 |
-0.0003 |
-5.2% |
0.0389 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
155 |
218 |
63 |
40.6% |
98 |
|
| Daily Pivots for day following 08-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9451 |
0.9420 |
0.9310 |
|
| R3 |
0.9396 |
0.9365 |
0.9295 |
|
| R2 |
0.9341 |
0.9341 |
0.9290 |
|
| R1 |
0.9310 |
0.9310 |
0.9285 |
0.9298 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9280 |
| S1 |
0.9255 |
0.9255 |
0.9275 |
0.9243 |
| S2 |
0.9231 |
0.9231 |
0.9270 |
|
| S3 |
0.9176 |
0.9200 |
0.9265 |
|
| S4 |
0.9121 |
0.9145 |
0.9250 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0287 |
0.9580 |
|
| R3 |
1.0041 |
0.9898 |
0.9473 |
|
| R2 |
0.9652 |
0.9652 |
0.9437 |
|
| R1 |
0.9509 |
0.9509 |
0.9402 |
0.9581 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9299 |
| S1 |
0.9120 |
0.9120 |
0.9330 |
0.9192 |
| S2 |
0.8874 |
0.8874 |
0.9295 |
|
| S3 |
0.8485 |
0.8731 |
0.9259 |
|
| S4 |
0.8096 |
0.8342 |
0.9152 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9550 |
|
2.618 |
0.9460 |
|
1.618 |
0.9405 |
|
1.000 |
0.9371 |
|
0.618 |
0.9350 |
|
HIGH |
0.9316 |
|
0.618 |
0.9295 |
|
0.500 |
0.9289 |
|
0.382 |
0.9282 |
|
LOW |
0.9261 |
|
0.618 |
0.9227 |
|
1.000 |
0.9206 |
|
1.618 |
0.9172 |
|
2.618 |
0.9117 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 08-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9334 |
| PP |
0.9286 |
0.9316 |
| S1 |
0.9283 |
0.9298 |
|