CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9584 |
0.0064 |
0.7% |
0.9700 |
| High |
0.9620 |
0.9634 |
0.0014 |
0.1% |
0.9706 |
| Low |
0.9482 |
0.9478 |
-0.0004 |
0.0% |
0.9453 |
| Close |
0.9586 |
0.9541 |
-0.0045 |
-0.5% |
0.9491 |
| Range |
0.0138 |
0.0156 |
0.0018 |
13.0% |
0.0253 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.6% |
0.0000 |
| Volume |
85,101 |
159,174 |
74,073 |
87.0% |
505,331 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0019 |
0.9936 |
0.9627 |
|
| R3 |
0.9863 |
0.9780 |
0.9584 |
|
| R2 |
0.9707 |
0.9707 |
0.9570 |
|
| R1 |
0.9624 |
0.9624 |
0.9555 |
0.9588 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9533 |
| S1 |
0.9468 |
0.9468 |
0.9527 |
0.9432 |
| S2 |
0.9395 |
0.9395 |
0.9512 |
|
| S3 |
0.9239 |
0.9312 |
0.9498 |
|
| S4 |
0.9083 |
0.9156 |
0.9455 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0153 |
0.9630 |
|
| R3 |
1.0056 |
0.9900 |
0.9561 |
|
| R2 |
0.9803 |
0.9803 |
0.9537 |
|
| R1 |
0.9647 |
0.9647 |
0.9514 |
0.9599 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9526 |
| S1 |
0.9394 |
0.9394 |
0.9468 |
0.9346 |
| S2 |
0.9297 |
0.9297 |
0.9445 |
|
| S3 |
0.9044 |
0.9141 |
0.9421 |
|
| S4 |
0.8791 |
0.8888 |
0.9352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9635 |
0.9453 |
0.0182 |
1.9% |
0.0117 |
1.2% |
48% |
False |
False |
129,965 |
| 10 |
0.9744 |
0.9453 |
0.0291 |
3.0% |
0.0113 |
1.2% |
30% |
False |
False |
123,101 |
| 20 |
0.9770 |
0.9453 |
0.0317 |
3.3% |
0.0114 |
1.2% |
28% |
False |
False |
118,279 |
| 40 |
1.0033 |
0.9453 |
0.0580 |
6.1% |
0.0115 |
1.2% |
15% |
False |
False |
116,985 |
| 60 |
1.0493 |
0.9453 |
0.1040 |
10.9% |
0.0139 |
1.5% |
8% |
False |
False |
116,725 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0129 |
1.4% |
21% |
False |
False |
87,835 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0120 |
1.3% |
21% |
False |
False |
70,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0042 |
|
1.618 |
0.9886 |
|
1.000 |
0.9790 |
|
0.618 |
0.9730 |
|
HIGH |
0.9634 |
|
0.618 |
0.9574 |
|
0.500 |
0.9556 |
|
0.382 |
0.9538 |
|
LOW |
0.9478 |
|
0.618 |
0.9382 |
|
1.000 |
0.9322 |
|
1.618 |
0.9226 |
|
2.618 |
0.9070 |
|
4.250 |
0.8815 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9549 |
| PP |
0.9551 |
0.9546 |
| S1 |
0.9546 |
0.9544 |
|