CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9309 |
0.9317 |
0.0008 |
0.1% |
0.9604 |
| High |
0.9330 |
0.9353 |
0.0023 |
0.2% |
0.9632 |
| Low |
0.9268 |
0.9295 |
0.0027 |
0.3% |
0.9276 |
| Close |
0.9317 |
0.9306 |
-0.0011 |
-0.1% |
0.9292 |
| Range |
0.0062 |
0.0058 |
-0.0004 |
-6.5% |
0.0356 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
109,278 |
100,673 |
-8,605 |
-7.9% |
194,086 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9457 |
0.9338 |
|
| R3 |
0.9434 |
0.9399 |
0.9322 |
|
| R2 |
0.9376 |
0.9376 |
0.9317 |
|
| R1 |
0.9341 |
0.9341 |
0.9311 |
0.9330 |
| PP |
0.9318 |
0.9318 |
0.9318 |
0.9312 |
| S1 |
0.9283 |
0.9283 |
0.9301 |
0.9272 |
| S2 |
0.9260 |
0.9260 |
0.9295 |
|
| S3 |
0.9202 |
0.9225 |
0.9290 |
|
| S4 |
0.9144 |
0.9167 |
0.9274 |
|
|
| 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 |
0.9353 |
0.9258 |
0.0095 |
1.0% |
0.0063 |
0.7% |
51% |
True |
False |
108,411 |
| 10 |
0.9632 |
0.9258 |
0.0374 |
4.0% |
0.0094 |
1.0% |
13% |
False |
False |
65,722 |
| 20 |
0.9756 |
0.9258 |
0.0498 |
5.4% |
0.0095 |
1.0% |
10% |
False |
False |
33,470 |
| 40 |
0.9790 |
0.9258 |
0.0532 |
5.7% |
0.0090 |
1.0% |
9% |
False |
False |
16,898 |
| 60 |
1.0150 |
0.9258 |
0.0892 |
9.6% |
0.0082 |
0.9% |
5% |
False |
False |
11,293 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0085 |
0.9% |
4% |
False |
False |
8,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9505 |
|
1.618 |
0.9447 |
|
1.000 |
0.9411 |
|
0.618 |
0.9389 |
|
HIGH |
0.9353 |
|
0.618 |
0.9331 |
|
0.500 |
0.9324 |
|
0.382 |
0.9317 |
|
LOW |
0.9295 |
|
0.618 |
0.9259 |
|
1.000 |
0.9237 |
|
1.618 |
0.9201 |
|
2.618 |
0.9143 |
|
4.250 |
0.9049 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9324 |
0.9311 |
| PP |
0.9318 |
0.9309 |
| S1 |
0.9312 |
0.9308 |
|