CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9365 |
0.9316 |
-0.0049 |
-0.5% |
0.9308 |
| High |
0.9380 |
0.9359 |
-0.0021 |
-0.2% |
0.9378 |
| Low |
0.9294 |
0.9281 |
-0.0013 |
-0.1% |
0.9258 |
| Close |
0.9321 |
0.9311 |
-0.0010 |
-0.1% |
0.9377 |
| Range |
0.0086 |
0.0078 |
-0.0008 |
-9.3% |
0.0120 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
134,237 |
124,710 |
-9,527 |
-7.1% |
590,637 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9509 |
0.9354 |
|
| R3 |
0.9473 |
0.9431 |
0.9332 |
|
| R2 |
0.9395 |
0.9395 |
0.9325 |
|
| R1 |
0.9353 |
0.9353 |
0.9318 |
0.9335 |
| PP |
0.9317 |
0.9317 |
0.9317 |
0.9308 |
| S1 |
0.9275 |
0.9275 |
0.9304 |
0.9257 |
| S2 |
0.9239 |
0.9239 |
0.9297 |
|
| S3 |
0.9161 |
0.9197 |
0.9290 |
|
| S4 |
0.9083 |
0.9119 |
0.9268 |
|
|
| 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% |
0.0073 |
0.8% |
38% |
False |
False |
120,068 |
| 10 |
0.9435 |
0.9258 |
0.0177 |
1.9% |
0.0078 |
0.8% |
30% |
False |
False |
101,226 |
| 20 |
0.9678 |
0.9258 |
0.0420 |
4.5% |
0.0096 |
1.0% |
13% |
False |
False |
52,906 |
| 40 |
0.9790 |
0.9258 |
0.0532 |
5.7% |
0.0091 |
1.0% |
10% |
False |
False |
26,637 |
| 60 |
1.0062 |
0.9258 |
0.0804 |
8.6% |
0.0082 |
0.9% |
7% |
False |
False |
17,798 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0086 |
0.9% |
4% |
False |
False |
13,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9691 |
|
2.618 |
0.9563 |
|
1.618 |
0.9485 |
|
1.000 |
0.9437 |
|
0.618 |
0.9407 |
|
HIGH |
0.9359 |
|
0.618 |
0.9329 |
|
0.500 |
0.9320 |
|
0.382 |
0.9311 |
|
LOW |
0.9281 |
|
0.618 |
0.9233 |
|
1.000 |
0.9203 |
|
1.618 |
0.9155 |
|
2.618 |
0.9077 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9320 |
0.9331 |
| PP |
0.9317 |
0.9324 |
| S1 |
0.9314 |
0.9318 |
|