CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 14-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2008 |
14-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
0.9380 |
0.9310 |
-0.0070 |
-0.7% |
0.9447 |
High |
0.9404 |
0.9336 |
-0.0068 |
-0.7% |
0.9505 |
Low |
0.9295 |
0.9287 |
-0.0008 |
-0.1% |
0.9346 |
Close |
0.9311 |
0.9332 |
0.0021 |
0.2% |
0.9382 |
Range |
0.0109 |
0.0049 |
-0.0060 |
-55.0% |
0.0159 |
ATR |
0.0084 |
0.0081 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
71 |
121 |
50 |
70.4% |
617 |
|
Daily Pivots for day following 14-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9465 |
0.9448 |
0.9359 |
|
R3 |
0.9416 |
0.9399 |
0.9345 |
|
R2 |
0.9367 |
0.9367 |
0.9341 |
|
R1 |
0.9350 |
0.9350 |
0.9336 |
0.9359 |
PP |
0.9318 |
0.9318 |
0.9318 |
0.9323 |
S1 |
0.9301 |
0.9301 |
0.9328 |
0.9310 |
S2 |
0.9269 |
0.9269 |
0.9323 |
|
S3 |
0.9220 |
0.9252 |
0.9319 |
|
S4 |
0.9171 |
0.9203 |
0.9305 |
|
|
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 |
0.9544 |
2.618 |
0.9464 |
1.618 |
0.9415 |
1.000 |
0.9385 |
0.618 |
0.9366 |
HIGH |
0.9336 |
0.618 |
0.9317 |
0.500 |
0.9312 |
0.382 |
0.9306 |
LOW |
0.9287 |
0.618 |
0.9257 |
1.000 |
0.9238 |
1.618 |
0.9208 |
2.618 |
0.9159 |
4.250 |
0.9079 |
|
|
Fisher Pivots for day following 14-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9325 |
0.9351 |
PP |
0.9318 |
0.9345 |
S1 |
0.9312 |
0.9338 |
|