CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9333 |
0.9370 |
0.0037 |
0.4% |
0.9623 |
| High |
0.9360 |
0.9395 |
0.0035 |
0.4% |
0.9631 |
| Low |
0.9313 |
0.9347 |
0.0034 |
0.4% |
0.9358 |
| Close |
0.9354 |
0.9364 |
0.0010 |
0.1% |
0.9349 |
| Range |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0273 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
18 |
22 |
4 |
22.2% |
20,252 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9486 |
0.9390 |
|
| R3 |
0.9465 |
0.9438 |
0.9377 |
|
| R2 |
0.9417 |
0.9417 |
0.9373 |
|
| R1 |
0.9390 |
0.9390 |
0.9368 |
0.9380 |
| PP |
0.9369 |
0.9369 |
0.9369 |
0.9363 |
| S1 |
0.9342 |
0.9342 |
0.9360 |
0.9332 |
| S2 |
0.9321 |
0.9321 |
0.9355 |
|
| S3 |
0.9273 |
0.9294 |
0.9351 |
|
| S4 |
0.9225 |
0.9246 |
0.9338 |
|
|
| 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 |
0.9454 |
0.9313 |
0.0141 |
1.5% |
0.0026 |
0.3% |
36% |
False |
False |
4,044 |
| 10 |
0.9631 |
0.9313 |
0.0318 |
3.4% |
0.0029 |
0.3% |
16% |
False |
False |
2,046 |
| 20 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0014 |
0.2% |
10% |
False |
False |
1,052 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0010 |
0.1% |
10% |
False |
False |
529 |
| 60 |
1.0171 |
0.9313 |
0.0858 |
9.2% |
0.0007 |
0.1% |
6% |
False |
False |
361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9599 |
|
2.618 |
0.9521 |
|
1.618 |
0.9473 |
|
1.000 |
0.9443 |
|
0.618 |
0.9425 |
|
HIGH |
0.9395 |
|
0.618 |
0.9377 |
|
0.500 |
0.9371 |
|
0.382 |
0.9365 |
|
LOW |
0.9347 |
|
0.618 |
0.9317 |
|
1.000 |
0.9299 |
|
1.618 |
0.9269 |
|
2.618 |
0.9221 |
|
4.250 |
0.9143 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9361 |
| PP |
0.9369 |
0.9357 |
| S1 |
0.9366 |
0.9354 |
|