CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9308 |
0.9288 |
-0.0020 |
-0.2% |
0.9604 |
| High |
0.9318 |
0.9344 |
0.0026 |
0.3% |
0.9632 |
| Low |
0.9258 |
0.9273 |
0.0015 |
0.2% |
0.9276 |
| Close |
0.9297 |
0.9307 |
0.0010 |
0.1% |
0.9292 |
| Range |
0.0060 |
0.0071 |
0.0011 |
18.3% |
0.0356 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
160,045 |
89,197 |
-70,848 |
-44.3% |
194,086 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9485 |
0.9346 |
|
| R3 |
0.9450 |
0.9414 |
0.9327 |
|
| R2 |
0.9379 |
0.9379 |
0.9320 |
|
| R1 |
0.9343 |
0.9343 |
0.9314 |
0.9361 |
| PP |
0.9308 |
0.9308 |
0.9308 |
0.9317 |
| S1 |
0.9272 |
0.9272 |
0.9300 |
0.9290 |
| S2 |
0.9237 |
0.9237 |
0.9294 |
|
| S3 |
0.9166 |
0.9201 |
0.9287 |
|
| S4 |
0.9095 |
0.9130 |
0.9268 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0236 |
0.9488 |
|
| R3 |
1.0112 |
0.9880 |
0.9390 |
|
| R2 |
0.9756 |
0.9756 |
0.9357 |
|
| R1 |
0.9524 |
0.9524 |
0.9325 |
0.9462 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9369 |
| S1 |
0.9168 |
0.9168 |
0.9259 |
0.9106 |
| S2 |
0.9044 |
0.9044 |
0.9227 |
|
| S3 |
0.8688 |
0.8812 |
0.9194 |
|
| S4 |
0.8332 |
0.8456 |
0.9096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9435 |
0.9258 |
0.0177 |
1.9% |
0.0082 |
0.9% |
28% |
False |
False |
82,385 |
| 10 |
0.9632 |
0.9258 |
0.0374 |
4.0% |
0.0101 |
1.1% |
13% |
False |
False |
45,169 |
| 20 |
0.9785 |
0.9258 |
0.0527 |
5.7% |
0.0098 |
1.1% |
9% |
False |
False |
22,997 |
| 40 |
0.9808 |
0.9258 |
0.0550 |
5.9% |
0.0091 |
1.0% |
9% |
False |
False |
11,650 |
| 60 |
1.0170 |
0.9258 |
0.0912 |
9.8% |
0.0082 |
0.9% |
5% |
False |
False |
7,794 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0084 |
0.9% |
4% |
False |
False |
5,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9646 |
|
2.618 |
0.9530 |
|
1.618 |
0.9459 |
|
1.000 |
0.9415 |
|
0.618 |
0.9388 |
|
HIGH |
0.9344 |
|
0.618 |
0.9317 |
|
0.500 |
0.9309 |
|
0.382 |
0.9300 |
|
LOW |
0.9273 |
|
0.618 |
0.9229 |
|
1.000 |
0.9202 |
|
1.618 |
0.9158 |
|
2.618 |
0.9087 |
|
4.250 |
0.8971 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9309 |
0.9305 |
| PP |
0.9308 |
0.9303 |
| S1 |
0.9308 |
0.9301 |
|