CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 11-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2008 |
11-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9230 |
0.9294 |
0.0064 |
0.7% |
0.9316 |
| High |
0.9250 |
0.9303 |
0.0053 |
0.6% |
0.9324 |
| Low |
0.9229 |
0.9290 |
0.0061 |
0.7% |
0.9229 |
| Close |
0.9256 |
0.9303 |
0.0047 |
0.5% |
0.9303 |
| Range |
0.0021 |
0.0013 |
-0.0008 |
-38.1% |
0.0095 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
53 |
771 |
718 |
1,354.7% |
2,566 |
|
| Daily Pivots for day following 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9338 |
0.9333 |
0.9310 |
|
| R3 |
0.9325 |
0.9320 |
0.9307 |
|
| R2 |
0.9312 |
0.9312 |
0.9305 |
|
| R1 |
0.9307 |
0.9307 |
0.9304 |
0.9310 |
| PP |
0.9299 |
0.9299 |
0.9299 |
0.9300 |
| S1 |
0.9294 |
0.9294 |
0.9302 |
0.9297 |
| S2 |
0.9286 |
0.9286 |
0.9301 |
|
| S3 |
0.9273 |
0.9281 |
0.9299 |
|
| S4 |
0.9260 |
0.9268 |
0.9296 |
|
|
| Weekly Pivots for week ending 11-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9532 |
0.9355 |
|
| R3 |
0.9475 |
0.9437 |
0.9329 |
|
| R2 |
0.9380 |
0.9380 |
0.9320 |
|
| R1 |
0.9342 |
0.9342 |
0.9312 |
0.9314 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9271 |
| S1 |
0.9247 |
0.9247 |
0.9294 |
0.9219 |
| S2 |
0.9190 |
0.9190 |
0.9286 |
|
| S3 |
0.9095 |
0.9152 |
0.9277 |
|
| S4 |
0.9000 |
0.9057 |
0.9251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9358 |
|
2.618 |
0.9337 |
|
1.618 |
0.9324 |
|
1.000 |
0.9316 |
|
0.618 |
0.9311 |
|
HIGH |
0.9303 |
|
0.618 |
0.9298 |
|
0.500 |
0.9297 |
|
0.382 |
0.9295 |
|
LOW |
0.9290 |
|
0.618 |
0.9282 |
|
1.000 |
0.9277 |
|
1.618 |
0.9269 |
|
2.618 |
0.9256 |
|
4.250 |
0.9235 |
|
|
| Fisher Pivots for day following 11-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9292 |
| PP |
0.9299 |
0.9280 |
| S1 |
0.9297 |
0.9269 |
|