CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9504 |
-0.0009 |
-0.1% |
0.9700 |
| High |
0.9573 |
0.9510 |
-0.0063 |
-0.7% |
0.9706 |
| Low |
0.9488 |
0.9399 |
-0.0089 |
-0.9% |
0.9453 |
| Close |
0.9525 |
0.9468 |
-0.0057 |
-0.6% |
0.9491 |
| Range |
0.0085 |
0.0111 |
0.0026 |
30.6% |
0.0253 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
| Volume |
175,293 |
118,553 |
-56,740 |
-32.4% |
505,331 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9741 |
0.9529 |
|
| R3 |
0.9681 |
0.9630 |
0.9499 |
|
| R2 |
0.9570 |
0.9570 |
0.9488 |
|
| R1 |
0.9519 |
0.9519 |
0.9478 |
0.9489 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9444 |
| S1 |
0.9408 |
0.9408 |
0.9458 |
0.9378 |
| S2 |
0.9348 |
0.9348 |
0.9448 |
|
| S3 |
0.9237 |
0.9297 |
0.9437 |
|
| S4 |
0.9126 |
0.9186 |
0.9407 |
|
|
| 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 |
0.9634 |
0.9399 |
0.0235 |
2.5% |
0.0107 |
1.1% |
29% |
False |
True |
134,068 |
| 10 |
0.9744 |
0.9399 |
0.0345 |
3.6% |
0.0116 |
1.2% |
20% |
False |
True |
130,515 |
| 20 |
0.9770 |
0.9399 |
0.0371 |
3.9% |
0.0114 |
1.2% |
19% |
False |
True |
123,572 |
| 40 |
1.0033 |
0.9399 |
0.0634 |
6.7% |
0.0115 |
1.2% |
11% |
False |
True |
119,466 |
| 60 |
1.0493 |
0.9399 |
0.1094 |
11.6% |
0.0137 |
1.5% |
6% |
False |
True |
120,478 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0130 |
1.4% |
15% |
False |
False |
91,505 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0121 |
1.3% |
15% |
False |
False |
73,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9982 |
|
2.618 |
0.9801 |
|
1.618 |
0.9690 |
|
1.000 |
0.9621 |
|
0.618 |
0.9579 |
|
HIGH |
0.9510 |
|
0.618 |
0.9468 |
|
0.500 |
0.9455 |
|
0.382 |
0.9441 |
|
LOW |
0.9399 |
|
0.618 |
0.9330 |
|
1.000 |
0.9288 |
|
1.618 |
0.9219 |
|
2.618 |
0.9108 |
|
4.250 |
0.8927 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9464 |
0.9517 |
| PP |
0.9459 |
0.9500 |
| S1 |
0.9455 |
0.9484 |
|