CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 20-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2008 |
20-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
0.9336 |
0.9333 |
-0.0003 |
0.0% |
0.9370 |
High |
0.9441 |
0.9364 |
-0.0077 |
-0.8% |
0.9463 |
Low |
0.9303 |
0.9298 |
-0.0005 |
-0.1% |
0.9287 |
Close |
0.9361 |
0.9311 |
-0.0050 |
-0.5% |
0.9355 |
Range |
0.0138 |
0.0066 |
-0.0072 |
-52.2% |
0.0176 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
511 |
685 |
174 |
34.1% |
436 |
|
Daily Pivots for day following 20-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9522 |
0.9483 |
0.9347 |
|
R3 |
0.9456 |
0.9417 |
0.9329 |
|
R2 |
0.9390 |
0.9390 |
0.9323 |
|
R1 |
0.9351 |
0.9351 |
0.9317 |
0.9338 |
PP |
0.9324 |
0.9324 |
0.9324 |
0.9318 |
S1 |
0.9285 |
0.9285 |
0.9305 |
0.9272 |
S2 |
0.9258 |
0.9258 |
0.9299 |
|
S3 |
0.9192 |
0.9219 |
0.9293 |
|
S4 |
0.9126 |
0.9153 |
0.9275 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9896 |
0.9802 |
0.9452 |
|
R3 |
0.9720 |
0.9626 |
0.9403 |
|
R2 |
0.9544 |
0.9544 |
0.9387 |
|
R1 |
0.9450 |
0.9450 |
0.9371 |
0.9409 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9348 |
S1 |
0.9274 |
0.9274 |
0.9339 |
0.9233 |
S2 |
0.9192 |
0.9192 |
0.9323 |
|
S3 |
0.9016 |
0.9098 |
0.9307 |
|
S4 |
0.8840 |
0.8922 |
0.9258 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9645 |
2.618 |
0.9537 |
1.618 |
0.9471 |
1.000 |
0.9430 |
0.618 |
0.9405 |
HIGH |
0.9364 |
0.618 |
0.9339 |
0.500 |
0.9331 |
0.382 |
0.9323 |
LOW |
0.9298 |
0.618 |
0.9257 |
1.000 |
0.9232 |
1.618 |
0.9191 |
2.618 |
0.9125 |
4.250 |
0.9018 |
|
|
Fisher Pivots for day following 20-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9331 |
0.9370 |
PP |
0.9324 |
0.9350 |
S1 |
0.9318 |
0.9331 |
|