CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 04-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2008 |
04-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9395 |
0.0045 |
0.5% |
0.9100 |
| High |
0.9350 |
0.9406 |
0.0056 |
0.6% |
0.9406 |
| Low |
0.9265 |
0.9343 |
0.0078 |
0.8% |
0.9017 |
| Close |
0.9295 |
0.9366 |
0.0071 |
0.8% |
0.9366 |
| Range |
0.0085 |
0.0063 |
-0.0022 |
-25.9% |
0.0389 |
| ATR |
|
|
|
|
|
| Volume |
74 |
14 |
-60 |
-81.1% |
98 |
|
| Daily Pivots for day following 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9526 |
0.9401 |
|
| R3 |
0.9498 |
0.9463 |
0.9383 |
|
| R2 |
0.9435 |
0.9435 |
0.9378 |
|
| R1 |
0.9400 |
0.9400 |
0.9372 |
0.9386 |
| PP |
0.9372 |
0.9372 |
0.9372 |
0.9365 |
| S1 |
0.9337 |
0.9337 |
0.9360 |
0.9323 |
| S2 |
0.9309 |
0.9309 |
0.9354 |
|
| S3 |
0.9246 |
0.9274 |
0.9349 |
|
| S4 |
0.9183 |
0.9211 |
0.9331 |
|
|
| Weekly Pivots for week ending 04-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0287 |
0.9580 |
|
| R3 |
1.0041 |
0.9898 |
0.9473 |
|
| R2 |
0.9652 |
0.9652 |
0.9437 |
|
| R1 |
0.9509 |
0.9509 |
0.9402 |
0.9581 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9299 |
| S1 |
0.9120 |
0.9120 |
0.9330 |
0.9192 |
| S2 |
0.8874 |
0.8874 |
0.9295 |
|
| S3 |
0.8485 |
0.8731 |
0.9259 |
|
| S4 |
0.8096 |
0.8342 |
0.9152 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9674 |
|
2.618 |
0.9571 |
|
1.618 |
0.9508 |
|
1.000 |
0.9469 |
|
0.618 |
0.9445 |
|
HIGH |
0.9406 |
|
0.618 |
0.9382 |
|
0.500 |
0.9375 |
|
0.382 |
0.9367 |
|
LOW |
0.9343 |
|
0.618 |
0.9304 |
|
1.000 |
0.9280 |
|
1.618 |
0.9241 |
|
2.618 |
0.9178 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 04-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9375 |
0.9331 |
| PP |
0.9372 |
0.9296 |
| S1 |
0.9369 |
0.9261 |
|