CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 24-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2008 |
24-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9453 |
0.9447 |
-0.0006 |
-0.1% |
0.9318 |
| High |
0.9597 |
0.9512 |
-0.0085 |
-0.9% |
0.9550 |
| Low |
0.9453 |
0.9418 |
-0.0035 |
-0.4% |
0.9318 |
| Close |
0.9543 |
0.9451 |
-0.0092 |
-1.0% |
0.9457 |
| Range |
0.0144 |
0.0094 |
-0.0050 |
-34.7% |
0.0232 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
847 |
886 |
39 |
4.6% |
1,858 |
|
| Daily Pivots for day following 24-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9691 |
0.9503 |
|
| R3 |
0.9648 |
0.9597 |
0.9477 |
|
| R2 |
0.9554 |
0.9554 |
0.9468 |
|
| R1 |
0.9503 |
0.9503 |
0.9460 |
0.9529 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9473 |
| S1 |
0.9409 |
0.9409 |
0.9442 |
0.9435 |
| S2 |
0.9366 |
0.9366 |
0.9434 |
|
| S3 |
0.9272 |
0.9315 |
0.9425 |
|
| S4 |
0.9178 |
0.9221 |
0.9399 |
|
|
| 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 |
0.9912 |
|
2.618 |
0.9758 |
|
1.618 |
0.9664 |
|
1.000 |
0.9606 |
|
0.618 |
0.9570 |
|
HIGH |
0.9512 |
|
0.618 |
0.9476 |
|
0.500 |
0.9465 |
|
0.382 |
0.9454 |
|
LOW |
0.9418 |
|
0.618 |
0.9360 |
|
1.000 |
0.9324 |
|
1.618 |
0.9266 |
|
2.618 |
0.9172 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 24-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9465 |
0.9508 |
| PP |
0.9460 |
0.9489 |
| S1 |
0.9456 |
0.9470 |
|