CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9443 |
0.9558 |
0.0115 |
1.2% |
0.9520 |
| High |
0.9538 |
0.9582 |
0.0044 |
0.5% |
0.9634 |
| Low |
0.9403 |
0.9404 |
0.0001 |
0.0% |
0.9399 |
| Close |
0.9520 |
0.9427 |
-0.0093 |
-1.0% |
0.9520 |
| Range |
0.0135 |
0.0178 |
0.0043 |
31.9% |
0.0235 |
| ATR |
0.0117 |
0.0122 |
0.0004 |
3.7% |
0.0000 |
| Volume |
154,169 |
141,038 |
-13,131 |
-8.5% |
692,290 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9894 |
0.9525 |
|
| R3 |
0.9827 |
0.9716 |
0.9476 |
|
| R2 |
0.9649 |
0.9649 |
0.9460 |
|
| R1 |
0.9538 |
0.9538 |
0.9443 |
0.9505 |
| PP |
0.9471 |
0.9471 |
0.9471 |
0.9454 |
| S1 |
0.9360 |
0.9360 |
0.9411 |
0.9327 |
| S2 |
0.9293 |
0.9293 |
0.9394 |
|
| S3 |
0.9115 |
0.9182 |
0.9378 |
|
| S4 |
0.8937 |
0.9004 |
0.9329 |
|
|
| 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% |
0.0133 |
1.4% |
12% |
False |
False |
149,645 |
| 10 |
0.9706 |
0.9399 |
0.0307 |
3.3% |
0.0121 |
1.3% |
9% |
False |
False |
133,865 |
| 20 |
0.9770 |
0.9399 |
0.0371 |
3.9% |
0.0117 |
1.2% |
8% |
False |
False |
126,046 |
| 40 |
1.0005 |
0.9399 |
0.0606 |
6.4% |
0.0113 |
1.2% |
5% |
False |
False |
119,266 |
| 60 |
1.0493 |
0.9399 |
0.1094 |
11.6% |
0.0136 |
1.4% |
3% |
False |
False |
123,203 |
| 80 |
1.0493 |
0.9297 |
0.1196 |
12.7% |
0.0132 |
1.4% |
11% |
False |
False |
95,193 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
12.8% |
0.0122 |
1.3% |
12% |
False |
False |
76,208 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.1% |
0.0112 |
1.2% |
34% |
False |
False |
63,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0339 |
|
2.618 |
1.0048 |
|
1.618 |
0.9870 |
|
1.000 |
0.9760 |
|
0.618 |
0.9692 |
|
HIGH |
0.9582 |
|
0.618 |
0.9514 |
|
0.500 |
0.9493 |
|
0.382 |
0.9472 |
|
LOW |
0.9404 |
|
0.618 |
0.9294 |
|
1.000 |
0.9226 |
|
1.618 |
0.9116 |
|
2.618 |
0.8938 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9491 |
| PP |
0.9471 |
0.9469 |
| S1 |
0.9449 |
0.9448 |
|