CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9604 |
0.9457 |
-0.0147 |
-1.5% |
0.9565 |
| High |
0.9632 |
0.9464 |
-0.0168 |
-1.7% |
0.9678 |
| Low |
0.9453 |
0.9358 |
-0.0095 |
-1.0% |
0.9446 |
| Close |
0.9475 |
0.9361 |
-0.0114 |
-1.2% |
0.9568 |
| Range |
0.0179 |
0.0106 |
-0.0073 |
-40.8% |
0.0232 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.8% |
0.0000 |
| Volume |
7,739 |
23,662 |
15,923 |
205.8% |
11,731 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9643 |
0.9419 |
|
| R3 |
0.9606 |
0.9537 |
0.9390 |
|
| R2 |
0.9500 |
0.9500 |
0.9380 |
|
| R1 |
0.9431 |
0.9431 |
0.9371 |
0.9413 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9385 |
| S1 |
0.9325 |
0.9325 |
0.9351 |
0.9307 |
| S2 |
0.9288 |
0.9288 |
0.9342 |
|
| S3 |
0.9182 |
0.9219 |
0.9332 |
|
| S4 |
0.9076 |
0.9113 |
0.9303 |
|
|
| 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 |
0.9632 |
0.9358 |
0.0274 |
2.9% |
0.0120 |
1.3% |
1% |
False |
True |
7,954 |
| 10 |
0.9678 |
0.9358 |
0.0320 |
3.4% |
0.0114 |
1.2% |
1% |
False |
True |
4,585 |
| 20 |
0.9785 |
0.9358 |
0.0427 |
4.6% |
0.0098 |
1.0% |
1% |
False |
True |
2,546 |
| 40 |
0.9958 |
0.9358 |
0.0600 |
6.4% |
0.0089 |
0.9% |
1% |
False |
True |
1,360 |
| 60 |
1.0335 |
0.9358 |
0.0977 |
10.4% |
0.0088 |
0.9% |
0% |
False |
True |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9742 |
|
1.618 |
0.9636 |
|
1.000 |
0.9570 |
|
0.618 |
0.9530 |
|
HIGH |
0.9464 |
|
0.618 |
0.9424 |
|
0.500 |
0.9411 |
|
0.382 |
0.9398 |
|
LOW |
0.9358 |
|
0.618 |
0.9292 |
|
1.000 |
0.9252 |
|
1.618 |
0.9186 |
|
2.618 |
0.9080 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9411 |
0.9495 |
| PP |
0.9394 |
0.9450 |
| S1 |
0.9378 |
0.9406 |
|