CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 28-Jan-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2008 |
28-Jan-2008 |
Change |
Change % |
Previous Week |
Open |
0.9421 |
0.9440 |
0.0019 |
0.2% |
0.9460 |
High |
0.9450 |
0.9514 |
0.0064 |
0.7% |
0.9597 |
Low |
0.9364 |
0.9436 |
0.0072 |
0.8% |
0.9364 |
Close |
0.9433 |
0.9449 |
0.0016 |
0.2% |
0.9433 |
Range |
0.0086 |
0.0078 |
-0.0008 |
-9.3% |
0.0233 |
ATR |
0.0088 |
0.0087 |
0.0000 |
-0.5% |
0.0000 |
Volume |
284 |
264 |
-20 |
-7.0% |
2,377 |
|
Daily Pivots for day following 28-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9700 |
0.9653 |
0.9492 |
|
R3 |
0.9622 |
0.9575 |
0.9470 |
|
R2 |
0.9544 |
0.9544 |
0.9463 |
|
R1 |
0.9497 |
0.9497 |
0.9456 |
0.9521 |
PP |
0.9466 |
0.9466 |
0.9466 |
0.9478 |
S1 |
0.9419 |
0.9419 |
0.9442 |
0.9443 |
S2 |
0.9388 |
0.9388 |
0.9435 |
|
S3 |
0.9310 |
0.9341 |
0.9428 |
|
S4 |
0.9232 |
0.9263 |
0.9406 |
|
|
Weekly Pivots for week ending 25-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0164 |
1.0031 |
0.9561 |
|
R3 |
0.9931 |
0.9798 |
0.9497 |
|
R2 |
0.9698 |
0.9698 |
0.9476 |
|
R1 |
0.9565 |
0.9565 |
0.9454 |
0.9515 |
PP |
0.9465 |
0.9465 |
0.9465 |
0.9440 |
S1 |
0.9332 |
0.9332 |
0.9412 |
0.9282 |
S2 |
0.9232 |
0.9232 |
0.9390 |
|
S3 |
0.8999 |
0.9099 |
0.9369 |
|
S4 |
0.8766 |
0.8866 |
0.9305 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9846 |
2.618 |
0.9718 |
1.618 |
0.9640 |
1.000 |
0.9592 |
0.618 |
0.9562 |
HIGH |
0.9514 |
0.618 |
0.9484 |
0.500 |
0.9475 |
0.382 |
0.9466 |
LOW |
0.9436 |
0.618 |
0.9388 |
1.000 |
0.9358 |
1.618 |
0.9310 |
2.618 |
0.9232 |
4.250 |
0.9105 |
|
|
Fisher Pivots for day following 28-Jan-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9475 |
0.9446 |
PP |
0.9466 |
0.9442 |
S1 |
0.9458 |
0.9439 |
|