CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 03-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2008 |
03-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9350 |
0.0235 |
2.6% |
0.8916 |
| High |
0.9305 |
0.9350 |
0.0045 |
0.5% |
0.9040 |
| Low |
0.9115 |
0.9265 |
0.0150 |
1.6% |
0.8882 |
| Close |
0.9287 |
0.9295 |
0.0008 |
0.1% |
0.9018 |
| Range |
0.0190 |
0.0085 |
-0.0105 |
-55.3% |
0.0158 |
| ATR |
|
|
|
|
|
| Volume |
3 |
74 |
71 |
2,366.7% |
43 |
|
| Daily Pivots for day following 03-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9558 |
0.9512 |
0.9342 |
|
| R3 |
0.9473 |
0.9427 |
0.9318 |
|
| R2 |
0.9388 |
0.9388 |
0.9311 |
|
| R1 |
0.9342 |
0.9342 |
0.9303 |
0.9323 |
| PP |
0.9303 |
0.9303 |
0.9303 |
0.9294 |
| S1 |
0.9257 |
0.9257 |
0.9287 |
0.9238 |
| S2 |
0.9218 |
0.9218 |
0.9279 |
|
| S3 |
0.9133 |
0.9172 |
0.9272 |
|
| S4 |
0.9048 |
0.9087 |
0.9248 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9394 |
0.9105 |
|
| R3 |
0.9296 |
0.9236 |
0.9061 |
|
| R2 |
0.9138 |
0.9138 |
0.9047 |
|
| R1 |
0.9078 |
0.9078 |
0.9032 |
0.9108 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8995 |
| S1 |
0.8920 |
0.8920 |
0.9004 |
0.8950 |
| S2 |
0.8822 |
0.8822 |
0.8989 |
|
| S3 |
0.8664 |
0.8762 |
0.8975 |
|
| S4 |
0.8506 |
0.8604 |
0.8931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9711 |
|
2.618 |
0.9573 |
|
1.618 |
0.9488 |
|
1.000 |
0.9435 |
|
0.618 |
0.9403 |
|
HIGH |
0.9350 |
|
0.618 |
0.9318 |
|
0.500 |
0.9308 |
|
0.382 |
0.9297 |
|
LOW |
0.9265 |
|
0.618 |
0.9212 |
|
1.000 |
0.9180 |
|
1.618 |
0.9127 |
|
2.618 |
0.9042 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 03-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9258 |
| PP |
0.9303 |
0.9221 |
| S1 |
0.9299 |
0.9184 |
|