CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 14-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2008 |
14-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9294 |
0.9318 |
0.0024 |
0.3% |
0.9316 |
| High |
0.9303 |
0.9400 |
0.0097 |
1.0% |
0.9324 |
| Low |
0.9290 |
0.9318 |
0.0028 |
0.3% |
0.9229 |
| Close |
0.9303 |
0.9352 |
0.0049 |
0.5% |
0.9303 |
| Range |
0.0013 |
0.0082 |
0.0069 |
530.8% |
0.0095 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.9% |
0.0000 |
| Volume |
771 |
121 |
-650 |
-84.3% |
2,566 |
|
| Daily Pivots for day following 14-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9559 |
0.9397 |
|
| R3 |
0.9521 |
0.9477 |
0.9375 |
|
| R2 |
0.9439 |
0.9439 |
0.9367 |
|
| R1 |
0.9395 |
0.9395 |
0.9360 |
0.9417 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9368 |
| S1 |
0.9313 |
0.9313 |
0.9344 |
0.9335 |
| S2 |
0.9275 |
0.9275 |
0.9337 |
|
| S3 |
0.9193 |
0.9231 |
0.9329 |
|
| S4 |
0.9111 |
0.9149 |
0.9307 |
|
|
| 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 |
0.9749 |
|
2.618 |
0.9615 |
|
1.618 |
0.9533 |
|
1.000 |
0.9482 |
|
0.618 |
0.9451 |
|
HIGH |
0.9400 |
|
0.618 |
0.9369 |
|
0.500 |
0.9359 |
|
0.382 |
0.9349 |
|
LOW |
0.9318 |
|
0.618 |
0.9267 |
|
1.000 |
0.9236 |
|
1.618 |
0.9185 |
|
2.618 |
0.9103 |
|
4.250 |
0.8970 |
|
|
| Fisher Pivots for day following 14-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9359 |
0.9340 |
| PP |
0.9357 |
0.9327 |
| S1 |
0.9354 |
0.9315 |
|