CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9363 |
0.9406 |
0.0043 |
0.5% |
0.9565 |
| High |
0.9435 |
0.9413 |
-0.0022 |
-0.2% |
0.9678 |
| Low |
0.9332 |
0.9301 |
-0.0031 |
-0.3% |
0.9446 |
| Close |
0.9400 |
0.9314 |
-0.0086 |
-0.9% |
0.9568 |
| Range |
0.0103 |
0.0112 |
0.0009 |
8.7% |
0.0232 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.4% |
0.0000 |
| Volume |
27,594 |
52,226 |
24,632 |
89.3% |
11,731 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9608 |
0.9376 |
|
| R3 |
0.9567 |
0.9496 |
0.9345 |
|
| R2 |
0.9455 |
0.9455 |
0.9335 |
|
| R1 |
0.9384 |
0.9384 |
0.9324 |
0.9364 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9332 |
| S1 |
0.9272 |
0.9272 |
0.9304 |
0.9252 |
| S2 |
0.9231 |
0.9231 |
0.9293 |
|
| S3 |
0.9119 |
0.9160 |
0.9283 |
|
| S4 |
0.9007 |
0.9048 |
0.9252 |
|
|
| 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 |
0.9301 |
0.0331 |
3.6% |
0.0126 |
1.4% |
4% |
False |
True |
23,033 |
| 10 |
0.9678 |
0.9301 |
0.0377 |
4.0% |
0.0114 |
1.2% |
3% |
False |
True |
12,450 |
| 20 |
0.9785 |
0.9301 |
0.0484 |
5.2% |
0.0103 |
1.1% |
3% |
False |
True |
6,483 |
| 40 |
0.9832 |
0.9301 |
0.0531 |
5.7% |
0.0092 |
1.0% |
2% |
False |
True |
3,355 |
| 60 |
1.0290 |
0.9301 |
0.0989 |
10.6% |
0.0085 |
0.9% |
1% |
False |
True |
2,277 |
| 80 |
1.0505 |
0.9301 |
0.1204 |
12.9% |
0.0082 |
0.9% |
1% |
False |
True |
1,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9706 |
|
1.618 |
0.9594 |
|
1.000 |
0.9525 |
|
0.618 |
0.9482 |
|
HIGH |
0.9413 |
|
0.618 |
0.9370 |
|
0.500 |
0.9357 |
|
0.382 |
0.9344 |
|
LOW |
0.9301 |
|
0.618 |
0.9232 |
|
1.000 |
0.9189 |
|
1.618 |
0.9120 |
|
2.618 |
0.9008 |
|
4.250 |
0.8825 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9357 |
0.9383 |
| PP |
0.9343 |
0.9360 |
| S1 |
0.9328 |
0.9337 |
|