CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9268 |
0.9255 |
-0.0013 |
-0.1% |
0.9558 |
| High |
0.9289 |
0.9266 |
-0.0023 |
-0.2% |
0.9582 |
| Low |
0.9216 |
0.9209 |
-0.0007 |
-0.1% |
0.9216 |
| Close |
0.9242 |
0.9238 |
-0.0004 |
0.0% |
0.9242 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.9% |
0.0366 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
89,916 |
54,963 |
-34,953 |
-38.9% |
726,220 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9380 |
0.9269 |
|
| R3 |
0.9352 |
0.9323 |
0.9254 |
|
| R2 |
0.9295 |
0.9295 |
0.9248 |
|
| R1 |
0.9266 |
0.9266 |
0.9243 |
0.9252 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9231 |
| S1 |
0.9209 |
0.9209 |
0.9233 |
0.9195 |
| S2 |
0.9181 |
0.9181 |
0.9228 |
|
| S3 |
0.9124 |
0.9152 |
0.9222 |
|
| S4 |
0.9067 |
0.9095 |
0.9207 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0209 |
0.9443 |
|
| R3 |
1.0079 |
0.9843 |
0.9343 |
|
| R2 |
0.9713 |
0.9713 |
0.9309 |
|
| R1 |
0.9477 |
0.9477 |
0.9276 |
0.9412 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9314 |
| S1 |
0.9111 |
0.9111 |
0.9208 |
0.9046 |
| S2 |
0.8981 |
0.8981 |
0.9175 |
|
| S3 |
0.8615 |
0.8745 |
0.9141 |
|
| S4 |
0.8249 |
0.8379 |
0.9041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9416 |
0.9209 |
0.0207 |
2.2% |
0.0091 |
1.0% |
14% |
False |
True |
128,029 |
| 10 |
0.9634 |
0.9209 |
0.0425 |
4.6% |
0.0112 |
1.2% |
7% |
False |
True |
138,837 |
| 20 |
0.9744 |
0.9209 |
0.0535 |
5.8% |
0.0110 |
1.2% |
5% |
False |
True |
129,886 |
| 40 |
0.9773 |
0.9209 |
0.0564 |
6.1% |
0.0108 |
1.2% |
5% |
False |
True |
120,577 |
| 60 |
1.0187 |
0.9209 |
0.0978 |
10.6% |
0.0121 |
1.3% |
3% |
False |
True |
118,304 |
| 80 |
1.0493 |
0.9209 |
0.1284 |
13.9% |
0.0131 |
1.4% |
2% |
False |
True |
103,170 |
| 100 |
1.0493 |
0.9209 |
0.1284 |
13.9% |
0.0121 |
1.3% |
2% |
False |
True |
82,583 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.4% |
0.0114 |
1.2% |
22% |
False |
False |
68,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9508 |
|
2.618 |
0.9415 |
|
1.618 |
0.9358 |
|
1.000 |
0.9323 |
|
0.618 |
0.9301 |
|
HIGH |
0.9266 |
|
0.618 |
0.9244 |
|
0.500 |
0.9238 |
|
0.382 |
0.9231 |
|
LOW |
0.9209 |
|
0.618 |
0.9174 |
|
1.000 |
0.9152 |
|
1.618 |
0.9117 |
|
2.618 |
0.9060 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9287 |
| PP |
0.9238 |
0.9270 |
| S1 |
0.9238 |
0.9254 |
|