CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 22-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2008 |
22-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9460 |
-0.0010 |
-0.1% |
0.9318 |
| High |
0.9486 |
0.9567 |
0.0081 |
0.9% |
0.9550 |
| Low |
0.9414 |
0.9452 |
0.0038 |
0.4% |
0.9318 |
| Close |
0.9457 |
0.9485 |
0.0028 |
0.3% |
0.9457 |
| Range |
0.0072 |
0.0115 |
0.0043 |
59.7% |
0.0232 |
| ATR |
0.0078 |
0.0080 |
0.0003 |
3.4% |
0.0000 |
| Volume |
440 |
360 |
-80 |
-18.2% |
1,858 |
|
| Daily Pivots for day following 22-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9781 |
0.9548 |
|
| R3 |
0.9731 |
0.9666 |
0.9517 |
|
| R2 |
0.9616 |
0.9616 |
0.9506 |
|
| R1 |
0.9551 |
0.9551 |
0.9496 |
0.9584 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9518 |
| S1 |
0.9436 |
0.9436 |
0.9474 |
0.9469 |
| S2 |
0.9386 |
0.9386 |
0.9464 |
|
| S3 |
0.9271 |
0.9321 |
0.9453 |
|
| S4 |
0.9156 |
0.9206 |
0.9422 |
|
|
| 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 |
1.0056 |
|
2.618 |
0.9868 |
|
1.618 |
0.9753 |
|
1.000 |
0.9682 |
|
0.618 |
0.9638 |
|
HIGH |
0.9567 |
|
0.618 |
0.9523 |
|
0.500 |
0.9510 |
|
0.382 |
0.9496 |
|
LOW |
0.9452 |
|
0.618 |
0.9381 |
|
1.000 |
0.9337 |
|
1.618 |
0.9266 |
|
2.618 |
0.9151 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 22-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9510 |
0.9491 |
| PP |
0.9501 |
0.9489 |
| S1 |
0.9493 |
0.9487 |
|