CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9565 |
0.0046 |
0.5% |
0.9747 |
| High |
0.9553 |
0.9665 |
0.0112 |
1.2% |
0.9747 |
| Low |
0.9512 |
0.9533 |
0.0021 |
0.2% |
0.9504 |
| Close |
0.9538 |
0.9632 |
0.0094 |
1.0% |
0.9538 |
| Range |
0.0041 |
0.0132 |
0.0091 |
222.0% |
0.0243 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.4% |
0.0000 |
| Volume |
1,557 |
1,065 |
-492 |
-31.6% |
3,609 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0006 |
0.9951 |
0.9705 |
|
| R3 |
0.9874 |
0.9819 |
0.9668 |
|
| R2 |
0.9742 |
0.9742 |
0.9656 |
|
| R1 |
0.9687 |
0.9687 |
0.9644 |
0.9715 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9624 |
| S1 |
0.9555 |
0.9555 |
0.9620 |
0.9583 |
| S2 |
0.9478 |
0.9478 |
0.9608 |
|
| S3 |
0.9346 |
0.9423 |
0.9596 |
|
| S4 |
0.9214 |
0.9291 |
0.9559 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0325 |
1.0175 |
0.9672 |
|
| R3 |
1.0082 |
0.9932 |
0.9605 |
|
| R2 |
0.9839 |
0.9839 |
0.9583 |
|
| R1 |
0.9689 |
0.9689 |
0.9560 |
0.9643 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9573 |
| S1 |
0.9446 |
0.9446 |
0.9516 |
0.9400 |
| S2 |
0.9353 |
0.9353 |
0.9493 |
|
| S3 |
0.9110 |
0.9203 |
0.9471 |
|
| S4 |
0.8867 |
0.8960 |
0.9404 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9747 |
0.9504 |
0.0243 |
2.5% |
0.0098 |
1.0% |
53% |
False |
False |
776 |
| 10 |
0.9785 |
0.9504 |
0.0281 |
2.9% |
0.0087 |
0.9% |
46% |
False |
False |
688 |
| 20 |
0.9790 |
0.9504 |
0.0286 |
3.0% |
0.0090 |
0.9% |
45% |
False |
False |
507 |
| 40 |
1.0062 |
0.9504 |
0.0558 |
5.8% |
0.0078 |
0.8% |
23% |
False |
False |
311 |
| 60 |
1.0505 |
0.9504 |
0.1001 |
10.4% |
0.0087 |
0.9% |
13% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0226 |
|
2.618 |
1.0011 |
|
1.618 |
0.9879 |
|
1.000 |
0.9797 |
|
0.618 |
0.9747 |
|
HIGH |
0.9665 |
|
0.618 |
0.9615 |
|
0.500 |
0.9599 |
|
0.382 |
0.9583 |
|
LOW |
0.9533 |
|
0.618 |
0.9451 |
|
1.000 |
0.9401 |
|
1.618 |
0.9319 |
|
2.618 |
0.9187 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9621 |
0.9616 |
| PP |
0.9610 |
0.9600 |
| S1 |
0.9599 |
0.9585 |
|