CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9558 |
0.9409 |
-0.0149 |
-1.6% |
0.9520 |
| High |
0.9582 |
0.9416 |
-0.0166 |
-1.7% |
0.9634 |
| Low |
0.9404 |
0.9309 |
-0.0095 |
-1.0% |
0.9399 |
| Close |
0.9427 |
0.9312 |
-0.0115 |
-1.2% |
0.9520 |
| Range |
0.0178 |
0.0107 |
-0.0071 |
-39.9% |
0.0235 |
| ATR |
0.0122 |
0.0121 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
141,038 |
178,054 |
37,016 |
26.2% |
692,290 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9667 |
0.9596 |
0.9371 |
|
| R3 |
0.9560 |
0.9489 |
0.9341 |
|
| R2 |
0.9453 |
0.9453 |
0.9332 |
|
| R1 |
0.9382 |
0.9382 |
0.9322 |
0.9364 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9337 |
| S1 |
0.9275 |
0.9275 |
0.9302 |
0.9257 |
| S2 |
0.9239 |
0.9239 |
0.9292 |
|
| S3 |
0.9132 |
0.9168 |
0.9283 |
|
| S4 |
0.9025 |
0.9061 |
0.9253 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0106 |
0.9649 |
|
| R3 |
0.9988 |
0.9871 |
0.9585 |
|
| R2 |
0.9753 |
0.9753 |
0.9563 |
|
| R1 |
0.9636 |
0.9636 |
0.9542 |
0.9638 |
| PP |
0.9518 |
0.9518 |
0.9518 |
0.9518 |
| S1 |
0.9401 |
0.9401 |
0.9498 |
0.9403 |
| S2 |
0.9283 |
0.9283 |
0.9477 |
|
| S3 |
0.9048 |
0.9166 |
0.9455 |
|
| S4 |
0.8813 |
0.8931 |
0.9391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9582 |
0.9309 |
0.0273 |
2.9% |
0.0123 |
1.3% |
1% |
False |
True |
153,421 |
| 10 |
0.9635 |
0.9309 |
0.0326 |
3.5% |
0.0120 |
1.3% |
1% |
False |
True |
141,693 |
| 20 |
0.9744 |
0.9309 |
0.0435 |
4.7% |
0.0115 |
1.2% |
1% |
False |
True |
129,179 |
| 40 |
0.9956 |
0.9309 |
0.0647 |
6.9% |
0.0113 |
1.2% |
0% |
False |
True |
120,227 |
| 60 |
1.0493 |
0.9309 |
0.1184 |
12.7% |
0.0134 |
1.4% |
0% |
False |
True |
123,075 |
| 80 |
1.0493 |
0.9298 |
0.1195 |
12.8% |
0.0132 |
1.4% |
1% |
False |
False |
97,418 |
| 100 |
1.0493 |
0.9287 |
0.1206 |
13.0% |
0.0122 |
1.3% |
2% |
False |
False |
77,987 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.3% |
0.0112 |
1.2% |
27% |
False |
False |
65,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9871 |
|
2.618 |
0.9696 |
|
1.618 |
0.9589 |
|
1.000 |
0.9523 |
|
0.618 |
0.9482 |
|
HIGH |
0.9416 |
|
0.618 |
0.9375 |
|
0.500 |
0.9363 |
|
0.382 |
0.9350 |
|
LOW |
0.9309 |
|
0.618 |
0.9243 |
|
1.000 |
0.9202 |
|
1.618 |
0.9136 |
|
2.618 |
0.9029 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9363 |
0.9446 |
| PP |
0.9346 |
0.9401 |
| S1 |
0.9329 |
0.9357 |
|