CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 13-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2008 |
13-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
0.9415 |
0.9380 |
-0.0035 |
-0.4% |
0.9447 |
High |
0.9415 |
0.9404 |
-0.0011 |
-0.1% |
0.9505 |
Low |
0.9370 |
0.9295 |
-0.0075 |
-0.8% |
0.9346 |
Close |
0.9385 |
0.9311 |
-0.0074 |
-0.8% |
0.9382 |
Range |
0.0045 |
0.0109 |
0.0064 |
142.2% |
0.0159 |
ATR |
0.0082 |
0.0084 |
0.0002 |
2.4% |
0.0000 |
Volume |
66 |
71 |
5 |
7.6% |
617 |
|
Daily Pivots for day following 13-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9664 |
0.9596 |
0.9371 |
|
R3 |
0.9555 |
0.9487 |
0.9341 |
|
R2 |
0.9446 |
0.9446 |
0.9331 |
|
R1 |
0.9378 |
0.9378 |
0.9321 |
0.9358 |
PP |
0.9337 |
0.9337 |
0.9337 |
0.9326 |
S1 |
0.9269 |
0.9269 |
0.9301 |
0.9249 |
S2 |
0.9228 |
0.9228 |
0.9291 |
|
S3 |
0.9119 |
0.9160 |
0.9281 |
|
S4 |
0.9010 |
0.9051 |
0.9251 |
|
|
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 |
0.9867 |
2.618 |
0.9689 |
1.618 |
0.9580 |
1.000 |
0.9513 |
0.618 |
0.9471 |
HIGH |
0.9404 |
0.618 |
0.9362 |
0.500 |
0.9350 |
0.382 |
0.9337 |
LOW |
0.9295 |
0.618 |
0.9228 |
1.000 |
0.9186 |
1.618 |
0.9119 |
2.618 |
0.9010 |
4.250 |
0.8832 |
|
|
Fisher Pivots for day following 13-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9350 |
0.9379 |
PP |
0.9337 |
0.9356 |
S1 |
0.9324 |
0.9334 |
|