CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9376 |
0.0000 |
0.0% |
0.9333 |
| High |
0.9420 |
0.9420 |
0.0000 |
0.0% |
0.9420 |
| Low |
0.9376 |
0.9376 |
0.0000 |
0.0% |
0.9313 |
| Close |
0.9431 |
0.9375 |
-0.0056 |
-0.6% |
0.9431 |
| Range |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.4% |
0.0000 |
| Volume |
106 |
44 |
-62 |
-58.5% |
186 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9522 |
0.9493 |
0.9399 |
|
| R3 |
0.9478 |
0.9449 |
0.9387 |
|
| R2 |
0.9434 |
0.9434 |
0.9383 |
|
| R1 |
0.9405 |
0.9405 |
0.9379 |
0.9398 |
| PP |
0.9390 |
0.9390 |
0.9390 |
0.9387 |
| S1 |
0.9361 |
0.9361 |
0.9371 |
0.9354 |
| S2 |
0.9346 |
0.9346 |
0.9367 |
|
| S3 |
0.9302 |
0.9317 |
0.9363 |
|
| S4 |
0.9258 |
0.9273 |
0.9351 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9709 |
0.9677 |
0.9490 |
|
| R3 |
0.9602 |
0.9570 |
0.9460 |
|
| R2 |
0.9495 |
0.9495 |
0.9451 |
|
| R1 |
0.9463 |
0.9463 |
0.9441 |
0.9479 |
| PP |
0.9388 |
0.9388 |
0.9388 |
0.9396 |
| S1 |
0.9356 |
0.9356 |
0.9421 |
0.9372 |
| S2 |
0.9281 |
0.9281 |
0.9411 |
|
| S3 |
0.9174 |
0.9249 |
0.9402 |
|
| S4 |
0.9067 |
0.9142 |
0.9372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9420 |
0.9342 |
0.0078 |
0.8% |
0.0041 |
0.4% |
42% |
True |
False |
42 |
| 10 |
0.9463 |
0.9313 |
0.0150 |
1.6% |
0.0032 |
0.3% |
41% |
False |
False |
2,041 |
| 20 |
0.9693 |
0.9313 |
0.0380 |
4.1% |
0.0022 |
0.2% |
16% |
False |
False |
1,061 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0014 |
0.1% |
12% |
False |
False |
534 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0010 |
0.1% |
9% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9535 |
|
1.618 |
0.9491 |
|
1.000 |
0.9464 |
|
0.618 |
0.9447 |
|
HIGH |
0.9420 |
|
0.618 |
0.9403 |
|
0.500 |
0.9398 |
|
0.382 |
0.9393 |
|
LOW |
0.9376 |
|
0.618 |
0.9349 |
|
1.000 |
0.9332 |
|
1.618 |
0.9305 |
|
2.618 |
0.9261 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9398 |
0.9398 |
| PP |
0.9390 |
0.9390 |
| S1 |
0.9383 |
0.9383 |
|