CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9423 |
0.9448 |
0.0025 |
0.3% |
0.9376 |
| High |
0.9445 |
0.9538 |
0.0093 |
1.0% |
0.9538 |
| Low |
0.9423 |
0.9448 |
0.0025 |
0.3% |
0.9315 |
| Close |
0.9469 |
0.9503 |
0.0034 |
0.4% |
0.9503 |
| Range |
0.0022 |
0.0090 |
0.0068 |
309.1% |
0.0223 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.2% |
0.0000 |
| Volume |
25 |
92 |
67 |
268.0% |
214 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9725 |
0.9553 |
|
| R3 |
0.9676 |
0.9635 |
0.9528 |
|
| R2 |
0.9586 |
0.9586 |
0.9520 |
|
| R1 |
0.9545 |
0.9545 |
0.9511 |
0.9566 |
| PP |
0.9496 |
0.9496 |
0.9496 |
0.9507 |
| S1 |
0.9455 |
0.9455 |
0.9495 |
0.9476 |
| S2 |
0.9406 |
0.9406 |
0.9487 |
|
| S3 |
0.9316 |
0.9365 |
0.9478 |
|
| S4 |
0.9226 |
0.9275 |
0.9454 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0035 |
0.9626 |
|
| R3 |
0.9898 |
0.9812 |
0.9564 |
|
| R2 |
0.9675 |
0.9675 |
0.9544 |
|
| R1 |
0.9589 |
0.9589 |
0.9523 |
0.9632 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9474 |
| S1 |
0.9366 |
0.9366 |
0.9483 |
0.9409 |
| S2 |
0.9229 |
0.9229 |
0.9462 |
|
| S3 |
0.9006 |
0.9143 |
0.9442 |
|
| S4 |
0.8783 |
0.8920 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9538 |
0.9315 |
0.0223 |
2.3% |
0.0043 |
0.4% |
84% |
True |
False |
42 |
| 10 |
0.9538 |
0.9313 |
0.0225 |
2.4% |
0.0042 |
0.4% |
84% |
True |
False |
40 |
| 20 |
0.9678 |
0.9313 |
0.0365 |
3.8% |
0.0031 |
0.3% |
52% |
False |
False |
1,044 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0018 |
0.2% |
38% |
False |
False |
538 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0013 |
0.1% |
27% |
False |
False |
359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9774 |
|
1.618 |
0.9684 |
|
1.000 |
0.9628 |
|
0.618 |
0.9594 |
|
HIGH |
0.9538 |
|
0.618 |
0.9504 |
|
0.500 |
0.9493 |
|
0.382 |
0.9482 |
|
LOW |
0.9448 |
|
0.618 |
0.9392 |
|
1.000 |
0.9358 |
|
1.618 |
0.9302 |
|
2.618 |
0.9212 |
|
4.250 |
0.9066 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9500 |
0.9478 |
| PP |
0.9496 |
0.9452 |
| S1 |
0.9493 |
0.9427 |
|