CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 12-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2008 |
12-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9370 |
0.9415 |
0.0045 |
0.5% |
0.9447 |
| High |
0.9463 |
0.9415 |
-0.0048 |
-0.5% |
0.9505 |
| Low |
0.9370 |
0.9370 |
0.0000 |
0.0% |
0.9346 |
| Close |
0.9420 |
0.9385 |
-0.0035 |
-0.4% |
0.9382 |
| Range |
0.0093 |
0.0045 |
-0.0048 |
-51.6% |
0.0159 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
133 |
66 |
-67 |
-50.4% |
617 |
|
| Daily Pivots for day following 12-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9525 |
0.9500 |
0.9410 |
|
| R3 |
0.9480 |
0.9455 |
0.9397 |
|
| R2 |
0.9435 |
0.9435 |
0.9393 |
|
| R1 |
0.9410 |
0.9410 |
0.9389 |
0.9400 |
| PP |
0.9390 |
0.9390 |
0.9390 |
0.9385 |
| S1 |
0.9365 |
0.9365 |
0.9381 |
0.9355 |
| S2 |
0.9345 |
0.9345 |
0.9377 |
|
| S3 |
0.9300 |
0.9320 |
0.9373 |
|
| S4 |
0.9255 |
0.9275 |
0.9360 |
|
|
| 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 |
0.9606 |
|
2.618 |
0.9533 |
|
1.618 |
0.9488 |
|
1.000 |
0.9460 |
|
0.618 |
0.9443 |
|
HIGH |
0.9415 |
|
0.618 |
0.9398 |
|
0.500 |
0.9393 |
|
0.382 |
0.9387 |
|
LOW |
0.9370 |
|
0.618 |
0.9342 |
|
1.000 |
0.9325 |
|
1.618 |
0.9297 |
|
2.618 |
0.9252 |
|
4.250 |
0.9179 |
|
|
| Fisher Pivots for day following 12-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9410 |
| PP |
0.9390 |
0.9401 |
| S1 |
0.9388 |
0.9393 |
|