CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 10-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2008 |
10-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9309 |
0.9230 |
-0.0079 |
-0.8% |
0.9100 |
| High |
0.9309 |
0.9250 |
-0.0059 |
-0.6% |
0.9406 |
| Low |
0.9248 |
0.9229 |
-0.0019 |
-0.2% |
0.9017 |
| Close |
0.9267 |
0.9256 |
-0.0011 |
-0.1% |
0.9366 |
| Range |
0.0061 |
0.0021 |
-0.0040 |
-65.6% |
0.0389 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1,369 |
53 |
-1,316 |
-96.1% |
98 |
|
| Daily Pivots for day following 10-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9303 |
0.9268 |
|
| R3 |
0.9287 |
0.9282 |
0.9262 |
|
| R2 |
0.9266 |
0.9266 |
0.9260 |
|
| R1 |
0.9261 |
0.9261 |
0.9258 |
0.9264 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9246 |
| S1 |
0.9240 |
0.9240 |
0.9254 |
0.9243 |
| S2 |
0.9224 |
0.9224 |
0.9252 |
|
| S3 |
0.9203 |
0.9219 |
0.9250 |
|
| S4 |
0.9182 |
0.9198 |
0.9244 |
|
|
| 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 |
0.9339 |
|
2.618 |
0.9305 |
|
1.618 |
0.9284 |
|
1.000 |
0.9271 |
|
0.618 |
0.9263 |
|
HIGH |
0.9250 |
|
0.618 |
0.9242 |
|
0.500 |
0.9240 |
|
0.382 |
0.9237 |
|
LOW |
0.9229 |
|
0.618 |
0.9216 |
|
1.000 |
0.9208 |
|
1.618 |
0.9195 |
|
2.618 |
0.9174 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 10-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9251 |
0.9273 |
| PP |
0.9245 |
0.9267 |
| S1 |
0.9240 |
0.9262 |
|