CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9409 |
0.9320 |
-0.0089 |
-0.9% |
0.9520 |
| High |
0.9416 |
0.9387 |
-0.0029 |
-0.3% |
0.9634 |
| Low |
0.9309 |
0.9282 |
-0.0027 |
-0.3% |
0.9399 |
| Close |
0.9312 |
0.9352 |
0.0040 |
0.4% |
0.9520 |
| Range |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0235 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
178,054 |
166,351 |
-11,703 |
-6.6% |
692,290 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9609 |
0.9410 |
|
| R3 |
0.9550 |
0.9504 |
0.9381 |
|
| R2 |
0.9445 |
0.9445 |
0.9371 |
|
| R1 |
0.9399 |
0.9399 |
0.9362 |
0.9422 |
| PP |
0.9340 |
0.9340 |
0.9340 |
0.9352 |
| S1 |
0.9294 |
0.9294 |
0.9342 |
0.9317 |
| S2 |
0.9235 |
0.9235 |
0.9333 |
|
| S3 |
0.9130 |
0.9189 |
0.9323 |
|
| S4 |
0.9025 |
0.9084 |
0.9294 |
|
|
| 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 |
0.9582 |
0.9282 |
0.0300 |
3.2% |
0.0127 |
1.4% |
23% |
False |
True |
151,633 |
| 10 |
0.9634 |
0.9282 |
0.0352 |
3.8% |
0.0118 |
1.3% |
20% |
False |
True |
145,076 |
| 20 |
0.9744 |
0.9282 |
0.0462 |
4.9% |
0.0113 |
1.2% |
15% |
False |
True |
131,494 |
| 40 |
0.9956 |
0.9282 |
0.0674 |
7.2% |
0.0113 |
1.2% |
10% |
False |
True |
121,845 |
| 60 |
1.0362 |
0.9282 |
0.1080 |
11.5% |
0.0130 |
1.4% |
6% |
False |
True |
122,259 |
| 80 |
1.0493 |
0.9282 |
0.1211 |
12.9% |
0.0132 |
1.4% |
6% |
False |
True |
99,497 |
| 100 |
1.0493 |
0.9282 |
0.1211 |
12.9% |
0.0122 |
1.3% |
6% |
False |
True |
79,646 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.2% |
0.0113 |
1.2% |
29% |
False |
False |
66,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9833 |
|
2.618 |
0.9662 |
|
1.618 |
0.9557 |
|
1.000 |
0.9492 |
|
0.618 |
0.9452 |
|
HIGH |
0.9387 |
|
0.618 |
0.9347 |
|
0.500 |
0.9335 |
|
0.382 |
0.9322 |
|
LOW |
0.9282 |
|
0.618 |
0.9217 |
|
1.000 |
0.9177 |
|
1.618 |
0.9112 |
|
2.618 |
0.9007 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9346 |
0.9432 |
| PP |
0.9340 |
0.9405 |
| S1 |
0.9335 |
0.9379 |
|