CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 11-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2008 |
11-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9361 |
0.9370 |
0.0009 |
0.1% |
0.9447 |
| High |
0.9393 |
0.9463 |
0.0070 |
0.7% |
0.9505 |
| Low |
0.9356 |
0.9370 |
0.0014 |
0.1% |
0.9346 |
| Close |
0.9382 |
0.9420 |
0.0038 |
0.4% |
0.9382 |
| Range |
0.0037 |
0.0093 |
0.0056 |
151.4% |
0.0159 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
0.8% |
0.0000 |
| Volume |
243 |
133 |
-110 |
-45.3% |
617 |
|
| Daily Pivots for day following 11-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9697 |
0.9651 |
0.9471 |
|
| R3 |
0.9604 |
0.9558 |
0.9446 |
|
| R2 |
0.9511 |
0.9511 |
0.9437 |
|
| R1 |
0.9465 |
0.9465 |
0.9429 |
0.9488 |
| PP |
0.9418 |
0.9418 |
0.9418 |
0.9429 |
| S1 |
0.9372 |
0.9372 |
0.9411 |
0.9395 |
| S2 |
0.9325 |
0.9325 |
0.9403 |
|
| S3 |
0.9232 |
0.9279 |
0.9394 |
|
| S4 |
0.9139 |
0.9186 |
0.9369 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9888 |
0.9794 |
0.9469 |
|
| R3 |
0.9729 |
0.9635 |
0.9426 |
|
| R2 |
0.9570 |
0.9570 |
0.9411 |
|
| R1 |
0.9476 |
0.9476 |
0.9397 |
0.9444 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9395 |
| S1 |
0.9317 |
0.9317 |
0.9367 |
0.9285 |
| S2 |
0.9252 |
0.9252 |
0.9353 |
|
| S3 |
0.9093 |
0.9158 |
0.9338 |
|
| S4 |
0.8934 |
0.8999 |
0.9295 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9706 |
|
1.618 |
0.9613 |
|
1.000 |
0.9556 |
|
0.618 |
0.9520 |
|
HIGH |
0.9463 |
|
0.618 |
0.9427 |
|
0.500 |
0.9417 |
|
0.382 |
0.9406 |
|
LOW |
0.9370 |
|
0.618 |
0.9313 |
|
1.000 |
0.9277 |
|
1.618 |
0.9220 |
|
2.618 |
0.9127 |
|
4.250 |
0.8975 |
|
|
| Fisher Pivots for day following 11-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9419 |
0.9426 |
| PP |
0.9418 |
0.9424 |
| S1 |
0.9417 |
0.9422 |
|