CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 17-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2008 |
17-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9427 |
-0.0073 |
-0.8% |
0.9316 |
| High |
0.9550 |
0.9492 |
-0.0058 |
-0.6% |
0.9324 |
| Low |
0.9384 |
0.9415 |
0.0031 |
0.3% |
0.9229 |
| Close |
0.9406 |
0.9456 |
0.0050 |
0.5% |
0.9303 |
| Range |
0.0166 |
0.0077 |
-0.0089 |
-53.6% |
0.0095 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
580 |
142 |
-438 |
-75.5% |
2,566 |
|
| Daily Pivots for day following 17-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9685 |
0.9648 |
0.9498 |
|
| R3 |
0.9608 |
0.9571 |
0.9477 |
|
| R2 |
0.9531 |
0.9531 |
0.9470 |
|
| R1 |
0.9494 |
0.9494 |
0.9463 |
0.9513 |
| PP |
0.9454 |
0.9454 |
0.9454 |
0.9464 |
| S1 |
0.9417 |
0.9417 |
0.9449 |
0.9436 |
| S2 |
0.9377 |
0.9377 |
0.9442 |
|
| S3 |
0.9300 |
0.9340 |
0.9435 |
|
| S4 |
0.9223 |
0.9263 |
0.9414 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9532 |
0.9355 |
|
| R3 |
0.9475 |
0.9437 |
0.9329 |
|
| R2 |
0.9380 |
0.9380 |
0.9320 |
|
| R1 |
0.9342 |
0.9342 |
0.9312 |
0.9314 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9271 |
| S1 |
0.9247 |
0.9247 |
0.9294 |
0.9219 |
| S2 |
0.9190 |
0.9190 |
0.9286 |
|
| S3 |
0.9095 |
0.9152 |
0.9277 |
|
| S4 |
0.9000 |
0.9057 |
0.9251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9694 |
|
1.618 |
0.9617 |
|
1.000 |
0.9569 |
|
0.618 |
0.9540 |
|
HIGH |
0.9492 |
|
0.618 |
0.9463 |
|
0.500 |
0.9454 |
|
0.382 |
0.9444 |
|
LOW |
0.9415 |
|
0.618 |
0.9367 |
|
1.000 |
0.9338 |
|
1.618 |
0.9290 |
|
2.618 |
0.9213 |
|
4.250 |
0.9088 |
|
|
| Fisher Pivots for day following 17-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9455 |
0.9467 |
| PP |
0.9454 |
0.9463 |
| S1 |
0.9454 |
0.9460 |
|