CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9360 |
0.0040 |
0.4% |
0.9520 |
| High |
0.9387 |
0.9364 |
-0.0023 |
-0.2% |
0.9634 |
| Low |
0.9282 |
0.9252 |
-0.0030 |
-0.3% |
0.9399 |
| Close |
0.9352 |
0.9265 |
-0.0087 |
-0.9% |
0.9520 |
| Range |
0.0105 |
0.0112 |
0.0007 |
6.7% |
0.0235 |
| ATR |
0.0120 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
166,351 |
150,861 |
-15,490 |
-9.3% |
692,290 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9559 |
0.9327 |
|
| R3 |
0.9518 |
0.9447 |
0.9296 |
|
| R2 |
0.9406 |
0.9406 |
0.9286 |
|
| R1 |
0.9335 |
0.9335 |
0.9275 |
0.9315 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9283 |
| S1 |
0.9223 |
0.9223 |
0.9255 |
0.9203 |
| S2 |
0.9182 |
0.9182 |
0.9244 |
|
| S3 |
0.9070 |
0.9111 |
0.9234 |
|
| S4 |
0.8958 |
0.8999 |
0.9203 |
|
|
| 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 |
0.9252 |
0.0330 |
3.6% |
0.0127 |
1.4% |
4% |
False |
True |
158,094 |
| 10 |
0.9634 |
0.9252 |
0.0382 |
4.1% |
0.0117 |
1.3% |
3% |
False |
True |
146,081 |
| 20 |
0.9744 |
0.9252 |
0.0492 |
5.3% |
0.0115 |
1.2% |
3% |
False |
True |
132,588 |
| 40 |
0.9868 |
0.9252 |
0.0616 |
6.6% |
0.0113 |
1.2% |
2% |
False |
True |
122,894 |
| 60 |
1.0277 |
0.9252 |
0.1025 |
11.1% |
0.0126 |
1.4% |
1% |
False |
True |
121,550 |
| 80 |
1.0493 |
0.9252 |
0.1241 |
13.4% |
0.0131 |
1.4% |
1% |
False |
True |
101,376 |
| 100 |
1.0493 |
0.9252 |
0.1241 |
13.4% |
0.0122 |
1.3% |
1% |
False |
True |
81,151 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.4% |
0.0114 |
1.2% |
24% |
False |
False |
67,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9657 |
|
1.618 |
0.9545 |
|
1.000 |
0.9476 |
|
0.618 |
0.9433 |
|
HIGH |
0.9364 |
|
0.618 |
0.9321 |
|
0.500 |
0.9308 |
|
0.382 |
0.9295 |
|
LOW |
0.9252 |
|
0.618 |
0.9183 |
|
1.000 |
0.9140 |
|
1.618 |
0.9071 |
|
2.618 |
0.8959 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9334 |
| PP |
0.9294 |
0.9311 |
| S1 |
0.9279 |
0.9288 |
|