CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9318 |
0.9317 |
-0.0001 |
0.0% |
0.9308 |
| High |
0.9332 |
0.9422 |
0.0090 |
1.0% |
0.9378 |
| Low |
0.9251 |
0.9284 |
0.0033 |
0.4% |
0.9258 |
| Close |
0.9310 |
0.9417 |
0.0107 |
1.1% |
0.9377 |
| Range |
0.0081 |
0.0138 |
0.0057 |
70.4% |
0.0120 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.8% |
0.0000 |
| Volume |
114,372 |
110,218 |
-4,154 |
-3.6% |
590,637 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9741 |
0.9493 |
|
| R3 |
0.9650 |
0.9603 |
0.9455 |
|
| R2 |
0.9512 |
0.9512 |
0.9442 |
|
| R1 |
0.9465 |
0.9465 |
0.9430 |
0.9489 |
| PP |
0.9374 |
0.9374 |
0.9374 |
0.9386 |
| S1 |
0.9327 |
0.9327 |
0.9404 |
0.9351 |
| S2 |
0.9236 |
0.9236 |
0.9392 |
|
| S3 |
0.9098 |
0.9189 |
0.9379 |
|
| S4 |
0.8960 |
0.9051 |
0.9341 |
|
|
| 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 |
0.9422 |
0.9251 |
0.0171 |
1.8% |
0.0093 |
1.0% |
97% |
True |
False |
122,996 |
| 10 |
0.9422 |
0.9251 |
0.0171 |
1.8% |
0.0078 |
0.8% |
97% |
True |
False |
115,703 |
| 20 |
0.9678 |
0.9251 |
0.0427 |
4.5% |
0.0096 |
1.0% |
39% |
False |
False |
64,077 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0092 |
1.0% |
31% |
False |
False |
32,246 |
| 60 |
1.0062 |
0.9251 |
0.0811 |
8.6% |
0.0084 |
0.9% |
20% |
False |
False |
21,523 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0089 |
0.9% |
13% |
False |
False |
16,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9783 |
|
1.618 |
0.9645 |
|
1.000 |
0.9560 |
|
0.618 |
0.9507 |
|
HIGH |
0.9422 |
|
0.618 |
0.9369 |
|
0.500 |
0.9353 |
|
0.382 |
0.9337 |
|
LOW |
0.9284 |
|
0.618 |
0.9199 |
|
1.000 |
0.9146 |
|
1.618 |
0.9061 |
|
2.618 |
0.8923 |
|
4.250 |
0.8698 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9390 |
| PP |
0.9374 |
0.9363 |
| S1 |
0.9353 |
0.9337 |
|