CME Japanese Yen Future September 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 |
0.9490 |
0.9604 |
0.0114 |
1.2% |
0.9565 |
| High |
0.9585 |
0.9632 |
0.0047 |
0.5% |
0.9678 |
| Low |
0.9456 |
0.9453 |
-0.0003 |
0.0% |
0.9446 |
| Close |
0.9568 |
0.9475 |
-0.0093 |
-1.0% |
0.9568 |
| Range |
0.0129 |
0.0179 |
0.0050 |
38.8% |
0.0232 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
5.7% |
0.0000 |
| Volume |
3,947 |
7,739 |
3,792 |
96.1% |
11,731 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0057 |
0.9945 |
0.9573 |
|
| R3 |
0.9878 |
0.9766 |
0.9524 |
|
| R2 |
0.9699 |
0.9699 |
0.9508 |
|
| R1 |
0.9587 |
0.9587 |
0.9491 |
0.9554 |
| PP |
0.9520 |
0.9520 |
0.9520 |
0.9503 |
| S1 |
0.9408 |
0.9408 |
0.9459 |
0.9375 |
| S2 |
0.9341 |
0.9341 |
0.9442 |
|
| S3 |
0.9162 |
0.9229 |
0.9426 |
|
| S4 |
0.8983 |
0.9050 |
0.9377 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0146 |
0.9696 |
|
| R3 |
1.0028 |
0.9914 |
0.9632 |
|
| R2 |
0.9796 |
0.9796 |
0.9611 |
|
| R1 |
0.9682 |
0.9682 |
0.9589 |
0.9739 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9593 |
| S1 |
0.9450 |
0.9450 |
0.9547 |
0.9507 |
| S2 |
0.9332 |
0.9332 |
0.9525 |
|
| S3 |
0.9100 |
0.9218 |
0.9504 |
|
| S4 |
0.8868 |
0.8986 |
0.9440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9678 |
0.9446 |
0.0232 |
2.4% |
0.0129 |
1.4% |
13% |
False |
False |
3,681 |
| 10 |
0.9747 |
0.9446 |
0.0301 |
3.2% |
0.0114 |
1.2% |
10% |
False |
False |
2,228 |
| 20 |
0.9785 |
0.9446 |
0.0339 |
3.6% |
0.0098 |
1.0% |
9% |
False |
False |
1,374 |
| 40 |
0.9958 |
0.9446 |
0.0512 |
5.4% |
0.0086 |
0.9% |
6% |
False |
False |
768 |
| 60 |
1.0505 |
0.9446 |
0.1059 |
11.2% |
0.0092 |
1.0% |
3% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0393 |
|
2.618 |
1.0101 |
|
1.618 |
0.9922 |
|
1.000 |
0.9811 |
|
0.618 |
0.9743 |
|
HIGH |
0.9632 |
|
0.618 |
0.9564 |
|
0.500 |
0.9543 |
|
0.382 |
0.9521 |
|
LOW |
0.9453 |
|
0.618 |
0.9342 |
|
1.000 |
0.9274 |
|
1.618 |
0.9163 |
|
2.618 |
0.8984 |
|
4.250 |
0.8692 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9543 |
0.9539 |
| PP |
0.9520 |
0.9518 |
| S1 |
0.9498 |
0.9496 |
|