CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 07-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2008 |
07-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9451 |
0.9466 |
0.0015 |
0.2% |
0.9440 |
| High |
0.9462 |
0.9505 |
0.0043 |
0.5% |
0.9526 |
| Low |
0.9445 |
0.9346 |
-0.0099 |
-1.0% |
0.9390 |
| Close |
0.9457 |
0.9378 |
-0.0079 |
-0.8% |
0.9471 |
| Range |
0.0017 |
0.0159 |
0.0142 |
835.3% |
0.0136 |
| ATR |
0.0081 |
0.0087 |
0.0006 |
6.8% |
0.0000 |
| Volume |
69 |
40 |
-29 |
-42.0% |
1,421 |
|
| Daily Pivots for day following 07-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9791 |
0.9465 |
|
| R3 |
0.9728 |
0.9632 |
0.9422 |
|
| R2 |
0.9569 |
0.9569 |
0.9407 |
|
| R1 |
0.9473 |
0.9473 |
0.9393 |
0.9442 |
| PP |
0.9410 |
0.9410 |
0.9410 |
0.9394 |
| S1 |
0.9314 |
0.9314 |
0.9363 |
0.9283 |
| S2 |
0.9251 |
0.9251 |
0.9349 |
|
| S3 |
0.9092 |
0.9155 |
0.9334 |
|
| S4 |
0.8933 |
0.8996 |
0.9291 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9807 |
0.9546 |
|
| R3 |
0.9734 |
0.9671 |
0.9508 |
|
| R2 |
0.9598 |
0.9598 |
0.9496 |
|
| R1 |
0.9535 |
0.9535 |
0.9483 |
0.9567 |
| PP |
0.9462 |
0.9462 |
0.9462 |
0.9478 |
| S1 |
0.9399 |
0.9399 |
0.9459 |
0.9431 |
| S2 |
0.9326 |
0.9326 |
0.9446 |
|
| S3 |
0.9190 |
0.9263 |
0.9434 |
|
| S4 |
0.9054 |
0.9127 |
0.9396 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0181 |
|
2.618 |
0.9921 |
|
1.618 |
0.9762 |
|
1.000 |
0.9664 |
|
0.618 |
0.9603 |
|
HIGH |
0.9505 |
|
0.618 |
0.9444 |
|
0.500 |
0.9426 |
|
0.382 |
0.9407 |
|
LOW |
0.9346 |
|
0.618 |
0.9248 |
|
1.000 |
0.9187 |
|
1.618 |
0.9089 |
|
2.618 |
0.8930 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 07-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9426 |
| PP |
0.9410 |
0.9410 |
| S1 |
0.9394 |
0.9394 |
|