CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 06-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2008 |
06-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9443 |
0.9451 |
0.0008 |
0.1% |
0.9440 |
| High |
0.9455 |
0.9462 |
0.0007 |
0.1% |
0.9526 |
| Low |
0.9360 |
0.9445 |
0.0085 |
0.9% |
0.9390 |
| Close |
0.9427 |
0.9457 |
0.0030 |
0.3% |
0.9471 |
| Range |
0.0095 |
0.0017 |
-0.0078 |
-82.1% |
0.0136 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
34 |
69 |
35 |
102.9% |
1,421 |
|
| Daily Pivots for day following 06-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9498 |
0.9466 |
|
| R3 |
0.9489 |
0.9481 |
0.9462 |
|
| R2 |
0.9472 |
0.9472 |
0.9460 |
|
| R1 |
0.9464 |
0.9464 |
0.9459 |
0.9468 |
| PP |
0.9455 |
0.9455 |
0.9455 |
0.9457 |
| S1 |
0.9447 |
0.9447 |
0.9455 |
0.9451 |
| S2 |
0.9438 |
0.9438 |
0.9454 |
|
| S3 |
0.9421 |
0.9430 |
0.9452 |
|
| S4 |
0.9404 |
0.9413 |
0.9448 |
|
|
| 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 |
0.9534 |
|
2.618 |
0.9507 |
|
1.618 |
0.9490 |
|
1.000 |
0.9479 |
|
0.618 |
0.9473 |
|
HIGH |
0.9462 |
|
0.618 |
0.9456 |
|
0.500 |
0.9454 |
|
0.382 |
0.9451 |
|
LOW |
0.9445 |
|
0.618 |
0.9434 |
|
1.000 |
0.9428 |
|
1.618 |
0.9417 |
|
2.618 |
0.9400 |
|
4.250 |
0.9373 |
|
|
| Fisher Pivots for day following 06-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9456 |
0.9442 |
| PP |
0.9455 |
0.9426 |
| S1 |
0.9454 |
0.9411 |
|