CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9513 |
-0.0071 |
-0.7% |
0.9700 |
| High |
0.9634 |
0.9573 |
-0.0061 |
-0.6% |
0.9706 |
| Low |
0.9478 |
0.9488 |
0.0010 |
0.1% |
0.9453 |
| Close |
0.9541 |
0.9525 |
-0.0016 |
-0.2% |
0.9491 |
| Range |
0.0156 |
0.0085 |
-0.0071 |
-45.5% |
0.0253 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
159,174 |
175,293 |
16,119 |
10.1% |
505,331 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9739 |
0.9572 |
|
| R3 |
0.9699 |
0.9654 |
0.9548 |
|
| R2 |
0.9614 |
0.9614 |
0.9541 |
|
| R1 |
0.9569 |
0.9569 |
0.9533 |
0.9592 |
| PP |
0.9529 |
0.9529 |
0.9529 |
0.9540 |
| S1 |
0.9484 |
0.9484 |
0.9517 |
0.9507 |
| S2 |
0.9444 |
0.9444 |
0.9509 |
|
| S3 |
0.9359 |
0.9399 |
0.9502 |
|
| S4 |
0.9274 |
0.9314 |
0.9478 |
|
|
| 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 |
0.9634 |
0.9453 |
0.0181 |
1.9% |
0.0108 |
1.1% |
40% |
False |
False |
138,520 |
| 10 |
0.9744 |
0.9453 |
0.0291 |
3.1% |
0.0112 |
1.2% |
25% |
False |
False |
131,913 |
| 20 |
0.9770 |
0.9453 |
0.0317 |
3.3% |
0.0113 |
1.2% |
23% |
False |
False |
122,603 |
| 40 |
1.0033 |
0.9453 |
0.0580 |
6.1% |
0.0115 |
1.2% |
12% |
False |
False |
119,361 |
| 60 |
1.0493 |
0.9453 |
0.1040 |
10.9% |
0.0139 |
1.5% |
7% |
False |
False |
119,478 |
| 80 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0129 |
1.4% |
20% |
False |
False |
90,024 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
12.7% |
0.0121 |
1.3% |
20% |
False |
False |
72,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9796 |
|
1.618 |
0.9711 |
|
1.000 |
0.9658 |
|
0.618 |
0.9626 |
|
HIGH |
0.9573 |
|
0.618 |
0.9541 |
|
0.500 |
0.9531 |
|
0.382 |
0.9520 |
|
LOW |
0.9488 |
|
0.618 |
0.9435 |
|
1.000 |
0.9403 |
|
1.618 |
0.9350 |
|
2.618 |
0.9265 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9531 |
0.9556 |
| PP |
0.9529 |
0.9546 |
| S1 |
0.9527 |
0.9535 |
|