CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 09-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2008 |
09-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
0.9282 |
0.9309 |
0.0027 |
0.3% |
0.9100 |
High |
0.9316 |
0.9309 |
-0.0007 |
-0.1% |
0.9406 |
Low |
0.9261 |
0.9248 |
-0.0013 |
-0.1% |
0.9017 |
Close |
0.9280 |
0.9267 |
-0.0013 |
-0.1% |
0.9366 |
Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0389 |
ATR |
0.0067 |
0.0066 |
0.0000 |
-0.6% |
0.0000 |
Volume |
218 |
1,369 |
1,151 |
528.0% |
98 |
|
Daily Pivots for day following 09-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9458 |
0.9423 |
0.9301 |
|
R3 |
0.9397 |
0.9362 |
0.9284 |
|
R2 |
0.9336 |
0.9336 |
0.9278 |
|
R1 |
0.9301 |
0.9301 |
0.9273 |
0.9288 |
PP |
0.9275 |
0.9275 |
0.9275 |
0.9268 |
S1 |
0.9240 |
0.9240 |
0.9261 |
0.9227 |
S2 |
0.9214 |
0.9214 |
0.9256 |
|
S3 |
0.9153 |
0.9179 |
0.9250 |
|
S4 |
0.9092 |
0.9118 |
0.9233 |
|
|
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 |
0.9568 |
2.618 |
0.9469 |
1.618 |
0.9408 |
1.000 |
0.9370 |
0.618 |
0.9347 |
HIGH |
0.9309 |
0.618 |
0.9286 |
0.500 |
0.9279 |
0.382 |
0.9271 |
LOW |
0.9248 |
0.618 |
0.9210 |
1.000 |
0.9187 |
1.618 |
0.9149 |
2.618 |
0.9088 |
4.250 |
0.8989 |
|
|
Fisher Pivots for day following 09-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9279 |
0.9286 |
PP |
0.9275 |
0.9280 |
S1 |
0.9271 |
0.9273 |
|