CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9304 |
0.9365 |
0.0061 |
0.7% |
0.9308 |
| High |
0.9378 |
0.9380 |
0.0002 |
0.0% |
0.9378 |
| Low |
0.9296 |
0.9294 |
-0.0002 |
0.0% |
0.9258 |
| Close |
0.9377 |
0.9321 |
-0.0056 |
-0.6% |
0.9377 |
| Range |
0.0082 |
0.0086 |
0.0004 |
4.9% |
0.0120 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
131,444 |
134,237 |
2,793 |
2.1% |
590,637 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9541 |
0.9368 |
|
| R3 |
0.9504 |
0.9455 |
0.9345 |
|
| R2 |
0.9418 |
0.9418 |
0.9337 |
|
| R1 |
0.9369 |
0.9369 |
0.9329 |
0.9351 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9322 |
| S1 |
0.9283 |
0.9283 |
0.9313 |
0.9265 |
| S2 |
0.9246 |
0.9246 |
0.9305 |
|
| S3 |
0.9160 |
0.9197 |
0.9297 |
|
| S4 |
0.9074 |
0.9111 |
0.9274 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9657 |
0.9443 |
|
| R3 |
0.9578 |
0.9537 |
0.9410 |
|
| R2 |
0.9458 |
0.9458 |
0.9399 |
|
| R1 |
0.9417 |
0.9417 |
0.9388 |
0.9438 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9348 |
| S1 |
0.9297 |
0.9297 |
0.9366 |
0.9318 |
| S2 |
0.9218 |
0.9218 |
0.9355 |
|
| S3 |
0.9098 |
0.9177 |
0.9344 |
|
| S4 |
0.8978 |
0.9057 |
0.9311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9380 |
0.9268 |
0.0112 |
1.2% |
0.0072 |
0.8% |
47% |
True |
False |
112,965 |
| 10 |
0.9464 |
0.9258 |
0.0206 |
2.2% |
0.0080 |
0.9% |
31% |
False |
False |
91,122 |
| 20 |
0.9747 |
0.9258 |
0.0489 |
5.2% |
0.0097 |
1.0% |
13% |
False |
False |
46,675 |
| 40 |
0.9790 |
0.9258 |
0.0532 |
5.7% |
0.0091 |
1.0% |
12% |
False |
False |
23,520 |
| 60 |
1.0062 |
0.9258 |
0.0804 |
8.6% |
0.0083 |
0.9% |
8% |
False |
False |
15,720 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0086 |
0.9% |
5% |
False |
False |
11,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9605 |
|
1.618 |
0.9519 |
|
1.000 |
0.9466 |
|
0.618 |
0.9433 |
|
HIGH |
0.9380 |
|
0.618 |
0.9347 |
|
0.500 |
0.9337 |
|
0.382 |
0.9327 |
|
LOW |
0.9294 |
|
0.618 |
0.9241 |
|
1.000 |
0.9208 |
|
1.618 |
0.9155 |
|
2.618 |
0.9069 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9337 |
0.9337 |
| PP |
0.9332 |
0.9332 |
| S1 |
0.9326 |
0.9326 |
|