CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 18-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2008 |
18-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
0.9427 |
0.9470 |
0.0043 |
0.5% |
0.9318 |
High |
0.9492 |
0.9486 |
-0.0006 |
-0.1% |
0.9550 |
Low |
0.9415 |
0.9414 |
-0.0001 |
0.0% |
0.9318 |
Close |
0.9456 |
0.9457 |
0.0001 |
0.0% |
0.9457 |
Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0232 |
ATR |
0.0078 |
0.0078 |
0.0000 |
-0.5% |
0.0000 |
Volume |
142 |
440 |
298 |
209.9% |
1,858 |
|
Daily Pivots for day following 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9668 |
0.9635 |
0.9497 |
|
R3 |
0.9596 |
0.9563 |
0.9477 |
|
R2 |
0.9524 |
0.9524 |
0.9470 |
|
R1 |
0.9491 |
0.9491 |
0.9464 |
0.9472 |
PP |
0.9452 |
0.9452 |
0.9452 |
0.9443 |
S1 |
0.9419 |
0.9419 |
0.9450 |
0.9400 |
S2 |
0.9380 |
0.9380 |
0.9444 |
|
S3 |
0.9308 |
0.9347 |
0.9437 |
|
S4 |
0.9236 |
0.9275 |
0.9417 |
|
|
Weekly Pivots for week ending 18-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0138 |
1.0029 |
0.9585 |
|
R3 |
0.9906 |
0.9797 |
0.9521 |
|
R2 |
0.9674 |
0.9674 |
0.9500 |
|
R1 |
0.9565 |
0.9565 |
0.9478 |
0.9620 |
PP |
0.9442 |
0.9442 |
0.9442 |
0.9469 |
S1 |
0.9333 |
0.9333 |
0.9436 |
0.9388 |
S2 |
0.9210 |
0.9210 |
0.9414 |
|
S3 |
0.8978 |
0.9101 |
0.9393 |
|
S4 |
0.8746 |
0.8869 |
0.9329 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9792 |
2.618 |
0.9674 |
1.618 |
0.9602 |
1.000 |
0.9558 |
0.618 |
0.9530 |
HIGH |
0.9486 |
0.618 |
0.9458 |
0.500 |
0.9450 |
0.382 |
0.9442 |
LOW |
0.9414 |
0.618 |
0.9370 |
1.000 |
0.9342 |
1.618 |
0.9298 |
2.618 |
0.9226 |
4.250 |
0.9108 |
|
|
Fisher Pivots for day following 18-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9455 |
0.9467 |
PP |
0.9452 |
0.9464 |
S1 |
0.9450 |
0.9460 |
|