CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9504 |
0.9443 |
-0.0061 |
-0.6% |
0.9520 |
| High |
0.9510 |
0.9538 |
0.0028 |
0.3% |
0.9634 |
| Low |
0.9399 |
0.9403 |
0.0004 |
0.0% |
0.9399 |
| Close |
0.9468 |
0.9520 |
0.0052 |
0.5% |
0.9520 |
| Range |
0.0111 |
0.0135 |
0.0024 |
21.6% |
0.0235 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
1.2% |
0.0000 |
| Volume |
118,553 |
154,169 |
35,616 |
30.0% |
692,290 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9841 |
0.9594 |
|
| R3 |
0.9757 |
0.9706 |
0.9557 |
|
| R2 |
0.9622 |
0.9622 |
0.9545 |
|
| R1 |
0.9571 |
0.9571 |
0.9532 |
0.9597 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9500 |
| S1 |
0.9436 |
0.9436 |
0.9508 |
0.9462 |
| S2 |
0.9352 |
0.9352 |
0.9495 |
|
| S3 |
0.9217 |
0.9301 |
0.9483 |
|
| S4 |
0.9082 |
0.9166 |
0.9446 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0106 |
0.9649 |
|
| R3 |
0.9988 |
0.9871 |
0.9585 |
|
| R2 |
0.9753 |
0.9753 |
0.9563 |
|
| R1 |
0.9636 |
0.9636 |
0.9542 |
0.9638 |
| PP |
0.9518 |
0.9518 |
0.9518 |
0.9518 |
| S1 |
0.9401 |
0.9401 |
0.9498 |
0.9403 |
| S2 |
0.9283 |
0.9283 |
0.9477 |
|
| S3 |
0.9048 |
0.9166 |
0.9455 |
|
| S4 |
0.8813 |
0.8931 |
0.9391 |
|
|
| 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% |
0.0125 |
1.3% |
51% |
False |
False |
138,458 |
| 10 |
0.9715 |
0.9399 |
0.0316 |
3.3% |
0.0114 |
1.2% |
38% |
False |
False |
133,817 |
| 20 |
0.9770 |
0.9399 |
0.0371 |
3.9% |
0.0114 |
1.2% |
33% |
False |
False |
126,804 |
| 40 |
1.0005 |
0.9399 |
0.0606 |
6.4% |
0.0113 |
1.2% |
20% |
False |
False |
120,322 |
| 60 |
1.0493 |
0.9399 |
0.1094 |
11.5% |
0.0137 |
1.4% |
11% |
False |
False |
122,322 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0130 |
1.4% |
19% |
False |
False |
93,432 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0122 |
1.3% |
19% |
False |
False |
74,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0112 |
|
2.618 |
0.9891 |
|
1.618 |
0.9756 |
|
1.000 |
0.9673 |
|
0.618 |
0.9621 |
|
HIGH |
0.9538 |
|
0.618 |
0.9486 |
|
0.500 |
0.9471 |
|
0.382 |
0.9455 |
|
LOW |
0.9403 |
|
0.618 |
0.9320 |
|
1.000 |
0.9268 |
|
1.618 |
0.9185 |
|
2.618 |
0.9050 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9509 |
| PP |
0.9487 |
0.9497 |
| S1 |
0.9471 |
0.9486 |
|