CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 23-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2008 |
23-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9460 |
0.9453 |
-0.0007 |
-0.1% |
0.9318 |
| High |
0.9567 |
0.9597 |
0.0030 |
0.3% |
0.9550 |
| Low |
0.9452 |
0.9453 |
0.0001 |
0.0% |
0.9318 |
| Close |
0.9485 |
0.9543 |
0.0058 |
0.6% |
0.9457 |
| Range |
0.0115 |
0.0144 |
0.0029 |
25.2% |
0.0232 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
5.7% |
0.0000 |
| Volume |
360 |
847 |
487 |
135.3% |
1,858 |
|
| Daily Pivots for day following 23-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9897 |
0.9622 |
|
| R3 |
0.9819 |
0.9753 |
0.9583 |
|
| R2 |
0.9675 |
0.9675 |
0.9569 |
|
| R1 |
0.9609 |
0.9609 |
0.9556 |
0.9642 |
| PP |
0.9531 |
0.9531 |
0.9531 |
0.9548 |
| S1 |
0.9465 |
0.9465 |
0.9530 |
0.9498 |
| S2 |
0.9387 |
0.9387 |
0.9517 |
|
| S3 |
0.9243 |
0.9321 |
0.9503 |
|
| S4 |
0.9099 |
0.9177 |
0.9464 |
|
|
| Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0029 |
0.9585 |
|
| R3 |
0.9906 |
0.9797 |
0.9521 |
|
| R2 |
0.9674 |
0.9674 |
0.9500 |
|
| R1 |
0.9565 |
0.9565 |
0.9478 |
0.9620 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9469 |
| S1 |
0.9333 |
0.9333 |
0.9436 |
0.9388 |
| S2 |
0.9210 |
0.9210 |
0.9414 |
|
| S3 |
0.8978 |
0.9101 |
0.9393 |
|
| S4 |
0.8746 |
0.8869 |
0.9329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0209 |
|
2.618 |
0.9974 |
|
1.618 |
0.9830 |
|
1.000 |
0.9741 |
|
0.618 |
0.9686 |
|
HIGH |
0.9597 |
|
0.618 |
0.9542 |
|
0.500 |
0.9525 |
|
0.382 |
0.9508 |
|
LOW |
0.9453 |
|
0.618 |
0.9364 |
|
1.000 |
0.9309 |
|
1.618 |
0.9220 |
|
2.618 |
0.9076 |
|
4.250 |
0.8841 |
|
|
| Fisher Pivots for day following 23-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9537 |
0.9531 |
| PP |
0.9531 |
0.9518 |
| S1 |
0.9525 |
0.9506 |
|