CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 04-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2008 |
04-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9469 |
0.9447 |
-0.0022 |
-0.2% |
0.9440 |
| High |
0.9526 |
0.9447 |
-0.0079 |
-0.8% |
0.9526 |
| Low |
0.9434 |
0.9411 |
-0.0023 |
-0.2% |
0.9390 |
| Close |
0.9471 |
0.9445 |
-0.0026 |
-0.3% |
0.9471 |
| Range |
0.0092 |
0.0036 |
-0.0056 |
-60.9% |
0.0136 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
162 |
231 |
69 |
42.6% |
1,421 |
|
| Daily Pivots for day following 04-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9542 |
0.9530 |
0.9465 |
|
| R3 |
0.9506 |
0.9494 |
0.9455 |
|
| R2 |
0.9470 |
0.9470 |
0.9452 |
|
| R1 |
0.9458 |
0.9458 |
0.9448 |
0.9446 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9429 |
| S1 |
0.9422 |
0.9422 |
0.9442 |
0.9410 |
| S2 |
0.9398 |
0.9398 |
0.9438 |
|
| S3 |
0.9362 |
0.9386 |
0.9435 |
|
| S4 |
0.9326 |
0.9350 |
0.9425 |
|
|
| Weekly Pivots for week ending 01-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9807 |
0.9546 |
|
| R3 |
0.9734 |
0.9671 |
0.9508 |
|
| R2 |
0.9598 |
0.9598 |
0.9496 |
|
| R1 |
0.9535 |
0.9535 |
0.9483 |
0.9567 |
| PP |
0.9462 |
0.9462 |
0.9462 |
0.9478 |
| S1 |
0.9399 |
0.9399 |
0.9459 |
0.9431 |
| S2 |
0.9326 |
0.9326 |
0.9446 |
|
| S3 |
0.9190 |
0.9263 |
0.9434 |
|
| S4 |
0.9054 |
0.9127 |
0.9396 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9541 |
|
1.618 |
0.9505 |
|
1.000 |
0.9483 |
|
0.618 |
0.9469 |
|
HIGH |
0.9447 |
|
0.618 |
0.9433 |
|
0.500 |
0.9429 |
|
0.382 |
0.9425 |
|
LOW |
0.9411 |
|
0.618 |
0.9389 |
|
1.000 |
0.9375 |
|
1.618 |
0.9353 |
|
2.618 |
0.9317 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 04-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9440 |
0.9469 |
| PP |
0.9434 |
0.9461 |
| S1 |
0.9429 |
0.9453 |
|