CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9454 |
0.9454 |
0.0000 |
0.0% |
0.9678 |
High |
0.9454 |
0.9454 |
0.0000 |
0.0% |
0.9678 |
Low |
0.9454 |
0.9454 |
0.0000 |
0.0% |
0.9563 |
Close |
0.9454 |
0.9369 |
-0.0085 |
-0.9% |
0.9616 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0057 |
-0.0004 |
-7.1% |
0.0000 |
Volume |
20,123 |
0 |
-20,123 |
-100.0% |
228 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9426 |
0.9397 |
0.9369 |
|
R3 |
0.9426 |
0.9397 |
0.9369 |
|
R2 |
0.9426 |
0.9426 |
0.9369 |
|
R1 |
0.9397 |
0.9397 |
0.9369 |
0.9412 |
PP |
0.9426 |
0.9426 |
0.9426 |
0.9433 |
S1 |
0.9397 |
0.9397 |
0.9369 |
0.9412 |
S2 |
0.9426 |
0.9426 |
0.9369 |
|
S3 |
0.9426 |
0.9397 |
0.9369 |
|
S4 |
0.9426 |
0.9397 |
0.9369 |
|
|
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% |
-29% |
False |
False |
4,041 |
10 |
0.9678 |
0.9428 |
0.0250 |
2.7% |
0.0016 |
0.2% |
-24% |
False |
False |
2,052 |
20 |
0.9803 |
0.9428 |
0.0375 |
4.0% |
0.0013 |
0.1% |
-16% |
False |
False |
1,047 |
40 |
0.9849 |
0.9428 |
0.0421 |
4.5% |
0.0007 |
0.1% |
-14% |
False |
False |
527 |
60 |
1.0252 |
0.9428 |
0.0824 |
8.8% |
0.0005 |
0.1% |
-7% |
False |
False |
359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9454 |
2.618 |
0.9454 |
1.618 |
0.9454 |
1.000 |
0.9454 |
0.618 |
0.9454 |
HIGH |
0.9454 |
0.618 |
0.9454 |
0.500 |
0.9454 |
0.382 |
0.9454 |
LOW |
0.9454 |
0.618 |
0.9454 |
1.000 |
0.9454 |
1.618 |
0.9454 |
2.618 |
0.9454 |
4.250 |
0.9454 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9454 |
0.9446 |
PP |
0.9426 |
0.9420 |
S1 |
0.9397 |
0.9395 |
|