CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 30-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2008 |
30-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9450 |
0.0003 |
0.0% |
0.9460 |
| High |
0.9463 |
0.9485 |
0.0022 |
0.2% |
0.9597 |
| Low |
0.9415 |
0.9390 |
-0.0025 |
-0.3% |
0.9364 |
| Close |
0.9431 |
0.9432 |
0.0001 |
0.0% |
0.9433 |
| Range |
0.0048 |
0.0095 |
0.0047 |
97.9% |
0.0233 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
698 |
69 |
-629 |
-90.1% |
2,377 |
|
| Daily Pivots for day following 30-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9671 |
0.9484 |
|
| R3 |
0.9626 |
0.9576 |
0.9458 |
|
| R2 |
0.9531 |
0.9531 |
0.9449 |
|
| R1 |
0.9481 |
0.9481 |
0.9441 |
0.9459 |
| PP |
0.9436 |
0.9436 |
0.9436 |
0.9424 |
| S1 |
0.9386 |
0.9386 |
0.9423 |
0.9364 |
| S2 |
0.9341 |
0.9341 |
0.9415 |
|
| S3 |
0.9246 |
0.9291 |
0.9406 |
|
| S4 |
0.9151 |
0.9196 |
0.9380 |
|
|
| Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
1.0031 |
0.9561 |
|
| R3 |
0.9931 |
0.9798 |
0.9497 |
|
| R2 |
0.9698 |
0.9698 |
0.9476 |
|
| R1 |
0.9565 |
0.9565 |
0.9454 |
0.9515 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9440 |
| S1 |
0.9332 |
0.9332 |
0.9412 |
0.9282 |
| S2 |
0.9232 |
0.9232 |
0.9390 |
|
| S3 |
0.8999 |
0.9099 |
0.9369 |
|
| S4 |
0.8766 |
0.8866 |
0.9305 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9734 |
|
1.618 |
0.9639 |
|
1.000 |
0.9580 |
|
0.618 |
0.9544 |
|
HIGH |
0.9485 |
|
0.618 |
0.9449 |
|
0.500 |
0.9438 |
|
0.382 |
0.9426 |
|
LOW |
0.9390 |
|
0.618 |
0.9331 |
|
1.000 |
0.9295 |
|
1.618 |
0.9236 |
|
2.618 |
0.9141 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 30-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9452 |
| PP |
0.9436 |
0.9445 |
| S1 |
0.9434 |
0.9439 |
|