CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 21-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9318 |
-0.0015 |
-0.2% |
0.9370 |
| High |
0.9364 |
0.9398 |
0.0034 |
0.4% |
0.9463 |
| Low |
0.9298 |
0.9307 |
0.0009 |
0.1% |
0.9287 |
| Close |
0.9311 |
0.9378 |
0.0067 |
0.7% |
0.9355 |
| Range |
0.0066 |
0.0091 |
0.0025 |
37.9% |
0.0176 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.3% |
0.0000 |
| Volume |
685 |
730 |
45 |
6.6% |
436 |
|
| Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9597 |
0.9428 |
|
| R3 |
0.9543 |
0.9506 |
0.9403 |
|
| R2 |
0.9452 |
0.9452 |
0.9395 |
|
| R1 |
0.9415 |
0.9415 |
0.9386 |
0.9434 |
| PP |
0.9361 |
0.9361 |
0.9361 |
0.9370 |
| S1 |
0.9324 |
0.9324 |
0.9370 |
0.9343 |
| S2 |
0.9270 |
0.9270 |
0.9361 |
|
| S3 |
0.9179 |
0.9233 |
0.9353 |
|
| S4 |
0.9088 |
0.9142 |
0.9328 |
|
|
| Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9802 |
0.9452 |
|
| R3 |
0.9720 |
0.9626 |
0.9403 |
|
| R2 |
0.9544 |
0.9544 |
0.9387 |
|
| R1 |
0.9450 |
0.9450 |
0.9371 |
0.9409 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9348 |
| S1 |
0.9274 |
0.9274 |
0.9339 |
0.9233 |
| S2 |
0.9192 |
0.9192 |
0.9323 |
|
| S3 |
0.9016 |
0.9098 |
0.9307 |
|
| S4 |
0.8840 |
0.8922 |
0.9258 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9785 |
|
2.618 |
0.9636 |
|
1.618 |
0.9545 |
|
1.000 |
0.9489 |
|
0.618 |
0.9454 |
|
HIGH |
0.9398 |
|
0.618 |
0.9363 |
|
0.500 |
0.9353 |
|
0.382 |
0.9342 |
|
LOW |
0.9307 |
|
0.618 |
0.9251 |
|
1.000 |
0.9216 |
|
1.618 |
0.9160 |
|
2.618 |
0.9069 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 21-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9370 |
0.9375 |
| PP |
0.9361 |
0.9372 |
| S1 |
0.9353 |
0.9370 |
|