CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9454 |
0.9369 |
-0.0085 |
-0.9% |
0.9623 |
High |
0.9454 |
0.9393 |
-0.0061 |
-0.6% |
0.9631 |
Low |
0.9454 |
0.9358 |
-0.0096 |
-1.0% |
0.9358 |
Close |
0.9369 |
0.9349 |
-0.0020 |
-0.2% |
0.9349 |
Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0273 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
0 |
58 |
58 |
|
20,252 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9472 |
0.9445 |
0.9368 |
|
R3 |
0.9437 |
0.9410 |
0.9359 |
|
R2 |
0.9402 |
0.9402 |
0.9355 |
|
R1 |
0.9375 |
0.9375 |
0.9352 |
0.9371 |
PP |
0.9367 |
0.9367 |
0.9367 |
0.9365 |
S1 |
0.9340 |
0.9340 |
0.9346 |
0.9336 |
S2 |
0.9332 |
0.9332 |
0.9343 |
|
S3 |
0.9297 |
0.9305 |
0.9339 |
|
S4 |
0.9262 |
0.9270 |
0.9330 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0265 |
1.0080 |
0.9499 |
|
R3 |
0.9992 |
0.9807 |
0.9424 |
|
R2 |
0.9719 |
0.9719 |
0.9399 |
|
R1 |
0.9534 |
0.9534 |
0.9374 |
0.9490 |
PP |
0.9446 |
0.9446 |
0.9446 |
0.9424 |
S1 |
0.9261 |
0.9261 |
0.9324 |
0.9217 |
S2 |
0.9173 |
0.9173 |
0.9299 |
|
S3 |
0.8900 |
0.8988 |
0.9274 |
|
S4 |
0.8627 |
0.8715 |
0.9199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9631 |
0.9358 |
0.0273 |
2.9% |
0.0037 |
0.4% |
-3% |
False |
True |
4,050 |
10 |
0.9678 |
0.9358 |
0.0320 |
3.4% |
0.0019 |
0.2% |
-3% |
False |
True |
2,048 |
20 |
0.9803 |
0.9358 |
0.0445 |
4.8% |
0.0013 |
0.1% |
-2% |
False |
True |
1,050 |
40 |
0.9849 |
0.9358 |
0.0491 |
5.3% |
0.0008 |
0.1% |
-2% |
False |
True |
528 |
60 |
1.0171 |
0.9358 |
0.0813 |
8.7% |
0.0006 |
0.1% |
-1% |
False |
True |
360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9542 |
2.618 |
0.9485 |
1.618 |
0.9450 |
1.000 |
0.9428 |
0.618 |
0.9415 |
HIGH |
0.9393 |
0.618 |
0.9380 |
0.500 |
0.9376 |
0.382 |
0.9371 |
LOW |
0.9358 |
0.618 |
0.9336 |
1.000 |
0.9323 |
1.618 |
0.9301 |
2.618 |
0.9266 |
4.250 |
0.9209 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9376 |
0.9406 |
PP |
0.9367 |
0.9387 |
S1 |
0.9358 |
0.9368 |
|