CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 07-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2008 |
07-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9395 |
0.9316 |
-0.0079 |
-0.8% |
0.9100 |
| High |
0.9406 |
0.9324 |
-0.0082 |
-0.9% |
0.9406 |
| Low |
0.9343 |
0.9266 |
-0.0077 |
-0.8% |
0.9017 |
| Close |
0.9366 |
0.9312 |
-0.0054 |
-0.6% |
0.9366 |
| Range |
0.0063 |
0.0058 |
-0.0005 |
-7.9% |
0.0389 |
| ATR |
0.0000 |
0.0068 |
0.0068 |
|
0.0000 |
| Volume |
14 |
155 |
141 |
1,007.1% |
98 |
|
| Daily Pivots for day following 07-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9451 |
0.9344 |
|
| R3 |
0.9417 |
0.9393 |
0.9328 |
|
| R2 |
0.9359 |
0.9359 |
0.9323 |
|
| R1 |
0.9335 |
0.9335 |
0.9317 |
0.9318 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9292 |
| S1 |
0.9277 |
0.9277 |
0.9307 |
0.9260 |
| S2 |
0.9243 |
0.9243 |
0.9301 |
|
| S3 |
0.9185 |
0.9219 |
0.9296 |
|
| S4 |
0.9127 |
0.9161 |
0.9280 |
|
|
| 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 |
0.9571 |
|
2.618 |
0.9476 |
|
1.618 |
0.9418 |
|
1.000 |
0.9382 |
|
0.618 |
0.9360 |
|
HIGH |
0.9324 |
|
0.618 |
0.9302 |
|
0.500 |
0.9295 |
|
0.382 |
0.9288 |
|
LOW |
0.9266 |
|
0.618 |
0.9230 |
|
1.000 |
0.9208 |
|
1.618 |
0.9172 |
|
2.618 |
0.9114 |
|
4.250 |
0.9020 |
|
|
| Fisher Pivots for day following 07-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9306 |
0.9336 |
| PP |
0.9301 |
0.9328 |
| S1 |
0.9295 |
0.9320 |
|