CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9377 |
0.0021 |
0.2% |
0.9623 |
| High |
0.9380 |
0.9405 |
0.0025 |
0.3% |
0.9631 |
| Low |
0.9342 |
0.9375 |
0.0033 |
0.4% |
0.9358 |
| Close |
0.9372 |
0.9360 |
-0.0012 |
-0.1% |
0.9349 |
| Range |
0.0038 |
0.0030 |
-0.0008 |
-21.1% |
0.0273 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
27 |
13 |
-14 |
-51.9% |
20,252 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9445 |
0.9377 |
|
| R3 |
0.9440 |
0.9415 |
0.9368 |
|
| R2 |
0.9410 |
0.9410 |
0.9366 |
|
| R1 |
0.9385 |
0.9385 |
0.9363 |
0.9383 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9379 |
| S1 |
0.9355 |
0.9355 |
0.9357 |
0.9353 |
| S2 |
0.9350 |
0.9350 |
0.9355 |
|
| S3 |
0.9320 |
0.9325 |
0.9352 |
|
| S4 |
0.9290 |
0.9295 |
0.9344 |
|
|
| 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 |
0.9405 |
0.9313 |
0.0092 |
1.0% |
0.0040 |
0.4% |
51% |
True |
False |
27 |
| 10 |
0.9631 |
0.9313 |
0.0318 |
3.4% |
0.0036 |
0.4% |
15% |
False |
False |
2,034 |
| 20 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0018 |
0.2% |
10% |
False |
False |
1,053 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0012 |
0.1% |
9% |
False |
False |
530 |
| 60 |
1.0169 |
0.9313 |
0.0856 |
9.1% |
0.0009 |
0.1% |
5% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9533 |
|
2.618 |
0.9484 |
|
1.618 |
0.9454 |
|
1.000 |
0.9435 |
|
0.618 |
0.9424 |
|
HIGH |
0.9405 |
|
0.618 |
0.9394 |
|
0.500 |
0.9390 |
|
0.382 |
0.9386 |
|
LOW |
0.9375 |
|
0.618 |
0.9356 |
|
1.000 |
0.9345 |
|
1.618 |
0.9326 |
|
2.618 |
0.9296 |
|
4.250 |
0.9248 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9390 |
0.9374 |
| PP |
0.9380 |
0.9369 |
| S1 |
0.9370 |
0.9365 |
|