CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 16-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2008 |
16-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9500 |
0.0101 |
1.1% |
0.9316 |
| High |
0.9489 |
0.9550 |
0.0061 |
0.6% |
0.9324 |
| Low |
0.9393 |
0.9384 |
-0.0009 |
-0.1% |
0.9229 |
| Close |
0.9458 |
0.9406 |
-0.0052 |
-0.5% |
0.9303 |
| Range |
0.0096 |
0.0166 |
0.0070 |
72.9% |
0.0095 |
| ATR |
0.0071 |
0.0077 |
0.0007 |
9.7% |
0.0000 |
| Volume |
575 |
580 |
5 |
0.9% |
2,566 |
|
| Daily Pivots for day following 16-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9841 |
0.9497 |
|
| R3 |
0.9779 |
0.9675 |
0.9452 |
|
| R2 |
0.9613 |
0.9613 |
0.9436 |
|
| R1 |
0.9509 |
0.9509 |
0.9421 |
0.9478 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9431 |
| S1 |
0.9343 |
0.9343 |
0.9391 |
0.9312 |
| S2 |
0.9281 |
0.9281 |
0.9376 |
|
| S3 |
0.9115 |
0.9177 |
0.9360 |
|
| S4 |
0.8949 |
0.9011 |
0.9315 |
|
|
| 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 |
1.0256 |
|
2.618 |
0.9985 |
|
1.618 |
0.9819 |
|
1.000 |
0.9716 |
|
0.618 |
0.9653 |
|
HIGH |
0.9550 |
|
0.618 |
0.9487 |
|
0.500 |
0.9467 |
|
0.382 |
0.9447 |
|
LOW |
0.9384 |
|
0.618 |
0.9281 |
|
1.000 |
0.9218 |
|
1.618 |
0.9115 |
|
2.618 |
0.8949 |
|
4.250 |
0.8679 |
|
|
| Fisher Pivots for day following 16-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9467 |
0.9434 |
| PP |
0.9447 |
0.9425 |
| S1 |
0.9426 |
0.9415 |
|