CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9623 |
0.9463 |
-0.0160 |
-1.7% |
0.9678 |
High |
0.9631 |
0.9463 |
-0.0168 |
-1.7% |
0.9678 |
Low |
0.9515 |
0.9428 |
-0.0087 |
-0.9% |
0.9563 |
Close |
0.9523 |
0.9415 |
-0.0108 |
-1.1% |
0.9616 |
Range |
0.0116 |
0.0035 |
-0.0081 |
-69.8% |
0.0115 |
ATR |
0.0060 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
Volume |
64 |
7 |
-57 |
-89.1% |
228 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9540 |
0.9513 |
0.9434 |
|
R3 |
0.9505 |
0.9478 |
0.9425 |
|
R2 |
0.9470 |
0.9470 |
0.9421 |
|
R1 |
0.9443 |
0.9443 |
0.9418 |
0.9439 |
PP |
0.9435 |
0.9435 |
0.9435 |
0.9434 |
S1 |
0.9408 |
0.9408 |
0.9412 |
0.9404 |
S2 |
0.9400 |
0.9400 |
0.9409 |
|
S3 |
0.9365 |
0.9373 |
0.9405 |
|
S4 |
0.9330 |
0.9338 |
0.9396 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9964 |
0.9905 |
0.9679 |
|
R3 |
0.9849 |
0.9790 |
0.9648 |
|
R2 |
0.9734 |
0.9734 |
0.9637 |
|
R1 |
0.9675 |
0.9675 |
0.9627 |
0.9647 |
PP |
0.9619 |
0.9619 |
0.9619 |
0.9605 |
S1 |
0.9560 |
0.9560 |
0.9605 |
0.9532 |
S2 |
0.9504 |
0.9504 |
0.9595 |
|
S3 |
0.9389 |
0.9445 |
0.9584 |
|
S4 |
0.9274 |
0.9330 |
0.9553 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9631 |
0.9428 |
0.0203 |
2.2% |
0.0031 |
0.3% |
-6% |
False |
True |
48 |
10 |
0.9678 |
0.9428 |
0.0250 |
2.7% |
0.0016 |
0.2% |
-5% |
False |
True |
81 |
20 |
0.9803 |
0.9428 |
0.0375 |
4.0% |
0.0013 |
0.1% |
-3% |
False |
True |
46 |
40 |
0.9952 |
0.9428 |
0.0524 |
5.6% |
0.0007 |
0.1% |
-2% |
False |
True |
24 |
60 |
1.0401 |
0.9428 |
0.0973 |
10.3% |
0.0005 |
0.1% |
-1% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9612 |
2.618 |
0.9555 |
1.618 |
0.9520 |
1.000 |
0.9498 |
0.618 |
0.9485 |
HIGH |
0.9463 |
0.618 |
0.9450 |
0.500 |
0.9446 |
0.382 |
0.9441 |
LOW |
0.9428 |
0.618 |
0.9406 |
1.000 |
0.9393 |
1.618 |
0.9371 |
2.618 |
0.9336 |
4.250 |
0.9279 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9446 |
0.9530 |
PP |
0.9435 |
0.9491 |
S1 |
0.9425 |
0.9453 |
|