CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9600 |
0.9620 |
0.0020 |
0.2% |
0.9803 |
High |
0.9600 |
0.9620 |
0.0020 |
0.2% |
0.9803 |
Low |
0.9600 |
0.9620 |
0.0020 |
0.2% |
0.9577 |
Close |
0.9633 |
0.9617 |
-0.0016 |
-0.2% |
0.9584 |
Range |
|
|
|
|
|
ATR |
0.0063 |
0.0060 |
-0.0004 |
-5.7% |
0.0000 |
Volume |
55 |
158 |
103 |
187.3% |
519 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9619 |
0.9618 |
0.9617 |
|
R3 |
0.9619 |
0.9618 |
0.9617 |
|
R2 |
0.9619 |
0.9619 |
0.9617 |
|
R1 |
0.9618 |
0.9618 |
0.9617 |
0.9619 |
PP |
0.9619 |
0.9619 |
0.9619 |
0.9619 |
S1 |
0.9618 |
0.9618 |
0.9617 |
0.9619 |
S2 |
0.9619 |
0.9619 |
0.9617 |
|
S3 |
0.9619 |
0.9618 |
0.9617 |
|
S4 |
0.9619 |
0.9618 |
0.9617 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0333 |
1.0184 |
0.9708 |
|
R3 |
1.0107 |
0.9958 |
0.9646 |
|
R2 |
0.9881 |
0.9881 |
0.9625 |
|
R1 |
0.9732 |
0.9732 |
0.9605 |
0.9694 |
PP |
0.9655 |
0.9655 |
0.9655 |
0.9635 |
S1 |
0.9506 |
0.9506 |
0.9563 |
0.9468 |
S2 |
0.9429 |
0.9429 |
0.9543 |
|
S3 |
0.9203 |
0.9280 |
0.9522 |
|
S4 |
0.8977 |
0.9054 |
0.9460 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9620 |
2.618 |
0.9620 |
1.618 |
0.9620 |
1.000 |
0.9620 |
0.618 |
0.9620 |
HIGH |
0.9620 |
0.618 |
0.9620 |
0.500 |
0.9620 |
0.382 |
0.9620 |
LOW |
0.9620 |
0.618 |
0.9620 |
1.000 |
0.9620 |
1.618 |
0.9620 |
2.618 |
0.9620 |
4.250 |
0.9620 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9620 |
0.9639 |
PP |
0.9619 |
0.9632 |
S1 |
0.9618 |
0.9624 |
|