CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 08-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2008 |
08-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9466 |
0.9361 |
-0.0105 |
-1.1% |
0.9447 |
| High |
0.9505 |
0.9393 |
-0.0112 |
-1.2% |
0.9505 |
| Low |
0.9346 |
0.9356 |
0.0010 |
0.1% |
0.9346 |
| Close |
0.9378 |
0.9382 |
0.0004 |
0.0% |
0.9382 |
| Range |
0.0159 |
0.0037 |
-0.0122 |
-76.7% |
0.0159 |
| ATR |
0.0087 |
0.0083 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
40 |
243 |
203 |
507.5% |
617 |
|
| Daily Pivots for day following 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9488 |
0.9472 |
0.9402 |
|
| R3 |
0.9451 |
0.9435 |
0.9392 |
|
| R2 |
0.9414 |
0.9414 |
0.9389 |
|
| R1 |
0.9398 |
0.9398 |
0.9385 |
0.9406 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9381 |
| S1 |
0.9361 |
0.9361 |
0.9379 |
0.9369 |
| S2 |
0.9340 |
0.9340 |
0.9375 |
|
| S3 |
0.9303 |
0.9324 |
0.9372 |
|
| S4 |
0.9266 |
0.9287 |
0.9362 |
|
|
| Weekly Pivots for week ending 08-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9888 |
0.9794 |
0.9469 |
|
| R3 |
0.9729 |
0.9635 |
0.9426 |
|
| R2 |
0.9570 |
0.9570 |
0.9411 |
|
| R1 |
0.9476 |
0.9476 |
0.9397 |
0.9444 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9395 |
| S1 |
0.9317 |
0.9317 |
0.9367 |
0.9285 |
| S2 |
0.9252 |
0.9252 |
0.9353 |
|
| S3 |
0.9093 |
0.9158 |
0.9338 |
|
| S4 |
0.8934 |
0.8999 |
0.9295 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9550 |
|
2.618 |
0.9490 |
|
1.618 |
0.9453 |
|
1.000 |
0.9430 |
|
0.618 |
0.9416 |
|
HIGH |
0.9393 |
|
0.618 |
0.9379 |
|
0.500 |
0.9375 |
|
0.382 |
0.9370 |
|
LOW |
0.9356 |
|
0.618 |
0.9333 |
|
1.000 |
0.9319 |
|
1.618 |
0.9296 |
|
2.618 |
0.9259 |
|
4.250 |
0.9199 |
|
|
| Fisher Pivots for day following 08-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9426 |
| PP |
0.9377 |
0.9411 |
| S1 |
0.9375 |
0.9397 |
|