CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9520 |
0.0039 |
0.4% |
0.9700 |
| High |
0.9510 |
0.9620 |
0.0110 |
1.2% |
0.9706 |
| Low |
0.9464 |
0.9482 |
0.0018 |
0.2% |
0.9453 |
| Close |
0.9491 |
0.9586 |
0.0095 |
1.0% |
0.9491 |
| Range |
0.0046 |
0.0138 |
0.0092 |
200.0% |
0.0253 |
| ATR |
0.0113 |
0.0114 |
0.0002 |
1.6% |
0.0000 |
| Volume |
132,223 |
85,101 |
-47,122 |
-35.6% |
505,331 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9919 |
0.9662 |
|
| R3 |
0.9839 |
0.9781 |
0.9624 |
|
| R2 |
0.9701 |
0.9701 |
0.9611 |
|
| R1 |
0.9643 |
0.9643 |
0.9599 |
0.9672 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9577 |
| S1 |
0.9505 |
0.9505 |
0.9573 |
0.9534 |
| S2 |
0.9425 |
0.9425 |
0.9561 |
|
| S3 |
0.9287 |
0.9367 |
0.9548 |
|
| S4 |
0.9149 |
0.9229 |
0.9510 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0153 |
0.9630 |
|
| R3 |
1.0056 |
0.9900 |
0.9561 |
|
| R2 |
0.9803 |
0.9803 |
0.9537 |
|
| R1 |
0.9647 |
0.9647 |
0.9514 |
0.9599 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9526 |
| S1 |
0.9394 |
0.9394 |
0.9468 |
0.9346 |
| S2 |
0.9297 |
0.9297 |
0.9445 |
|
| S3 |
0.9044 |
0.9141 |
0.9421 |
|
| S4 |
0.8791 |
0.8888 |
0.9352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9706 |
0.9453 |
0.0253 |
2.6% |
0.0108 |
1.1% |
53% |
False |
False |
118,086 |
| 10 |
0.9744 |
0.9453 |
0.0291 |
3.0% |
0.0108 |
1.1% |
46% |
False |
False |
120,936 |
| 20 |
0.9770 |
0.9453 |
0.0317 |
3.3% |
0.0111 |
1.2% |
42% |
False |
False |
116,800 |
| 40 |
1.0033 |
0.9453 |
0.0580 |
6.1% |
0.0116 |
1.2% |
23% |
False |
False |
115,761 |
| 60 |
1.0493 |
0.9453 |
0.1040 |
10.8% |
0.0139 |
1.5% |
13% |
False |
False |
114,152 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.6% |
0.0128 |
1.3% |
25% |
False |
False |
85,848 |
| 100 |
1.0493 |
0.9229 |
0.1264 |
13.2% |
0.0119 |
1.2% |
28% |
False |
False |
68,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0207 |
|
2.618 |
0.9981 |
|
1.618 |
0.9843 |
|
1.000 |
0.9758 |
|
0.618 |
0.9705 |
|
HIGH |
0.9620 |
|
0.618 |
0.9567 |
|
0.500 |
0.9551 |
|
0.382 |
0.9535 |
|
LOW |
0.9482 |
|
0.618 |
0.9397 |
|
1.000 |
0.9344 |
|
1.618 |
0.9259 |
|
2.618 |
0.9121 |
|
4.250 |
0.8896 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9570 |
| PP |
0.9563 |
0.9553 |
| S1 |
0.9551 |
0.9537 |
|