CME Japanese Yen Future June 2008
Trading Metrics calculated at close of trading on 22-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2008 |
22-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
0.9318 |
0.9364 |
0.0046 |
0.5% |
0.9336 |
High |
0.9398 |
0.9430 |
0.0032 |
0.3% |
0.9441 |
Low |
0.9307 |
0.9364 |
0.0057 |
0.6% |
0.9298 |
Close |
0.9378 |
0.9418 |
0.0040 |
0.4% |
0.9418 |
Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0143 |
ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
730 |
684 |
-46 |
-6.3% |
2,655 |
|
Daily Pivots for day following 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9602 |
0.9576 |
0.9454 |
|
R3 |
0.9536 |
0.9510 |
0.9436 |
|
R2 |
0.9470 |
0.9470 |
0.9430 |
|
R1 |
0.9444 |
0.9444 |
0.9424 |
0.9457 |
PP |
0.9404 |
0.9404 |
0.9404 |
0.9411 |
S1 |
0.9378 |
0.9378 |
0.9412 |
0.9391 |
S2 |
0.9338 |
0.9338 |
0.9406 |
|
S3 |
0.9272 |
0.9312 |
0.9400 |
|
S4 |
0.9206 |
0.9246 |
0.9382 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9815 |
0.9759 |
0.9497 |
|
R3 |
0.9672 |
0.9616 |
0.9457 |
|
R2 |
0.9529 |
0.9529 |
0.9444 |
|
R1 |
0.9473 |
0.9473 |
0.9431 |
0.9501 |
PP |
0.9386 |
0.9386 |
0.9386 |
0.9400 |
S1 |
0.9330 |
0.9330 |
0.9405 |
0.9358 |
S2 |
0.9243 |
0.9243 |
0.9392 |
|
S3 |
0.9100 |
0.9187 |
0.9379 |
|
S4 |
0.8957 |
0.9044 |
0.9339 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9711 |
2.618 |
0.9603 |
1.618 |
0.9537 |
1.000 |
0.9496 |
0.618 |
0.9471 |
HIGH |
0.9430 |
0.618 |
0.9405 |
0.500 |
0.9397 |
0.382 |
0.9389 |
LOW |
0.9364 |
0.618 |
0.9323 |
1.000 |
0.9298 |
1.618 |
0.9257 |
2.618 |
0.9191 |
4.250 |
0.9084 |
|
|
Fisher Pivots for day following 22-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9411 |
0.9400 |
PP |
0.9404 |
0.9382 |
S1 |
0.9397 |
0.9364 |
|