CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 05-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2008 |
05-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9443 |
-0.0004 |
0.0% |
0.9440 |
| High |
0.9447 |
0.9455 |
0.0008 |
0.1% |
0.9526 |
| Low |
0.9411 |
0.9360 |
-0.0051 |
-0.5% |
0.9390 |
| Close |
0.9445 |
0.9427 |
-0.0018 |
-0.2% |
0.9471 |
| Range |
0.0036 |
0.0095 |
0.0059 |
163.9% |
0.0136 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
231 |
34 |
-197 |
-85.3% |
1,421 |
|
| Daily Pivots for day following 05-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9658 |
0.9479 |
|
| R3 |
0.9604 |
0.9563 |
0.9453 |
|
| R2 |
0.9509 |
0.9509 |
0.9444 |
|
| R1 |
0.9468 |
0.9468 |
0.9436 |
0.9441 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9401 |
| S1 |
0.9373 |
0.9373 |
0.9418 |
0.9346 |
| S2 |
0.9319 |
0.9319 |
0.9410 |
|
| S3 |
0.9224 |
0.9278 |
0.9401 |
|
| S4 |
0.9129 |
0.9183 |
0.9375 |
|
|
| 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 |
0.9859 |
|
2.618 |
0.9704 |
|
1.618 |
0.9609 |
|
1.000 |
0.9550 |
|
0.618 |
0.9514 |
|
HIGH |
0.9455 |
|
0.618 |
0.9419 |
|
0.500 |
0.9408 |
|
0.382 |
0.9396 |
|
LOW |
0.9360 |
|
0.618 |
0.9301 |
|
1.000 |
0.9265 |
|
1.618 |
0.9206 |
|
2.618 |
0.9111 |
|
4.250 |
0.8956 |
|
|
| Fisher Pivots for day following 05-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9421 |
0.9443 |
| PP |
0.9414 |
0.9438 |
| S1 |
0.9408 |
0.9432 |
|