CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9268 |
-0.0092 |
-1.0% |
0.9558 |
| High |
0.9364 |
0.9289 |
-0.0075 |
-0.8% |
0.9582 |
| Low |
0.9252 |
0.9216 |
-0.0036 |
-0.4% |
0.9216 |
| Close |
0.9265 |
0.9242 |
-0.0023 |
-0.2% |
0.9242 |
| Range |
0.0112 |
0.0073 |
-0.0039 |
-34.8% |
0.0366 |
| ATR |
0.0120 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
150,861 |
89,916 |
-60,945 |
-40.4% |
726,220 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9428 |
0.9282 |
|
| R3 |
0.9395 |
0.9355 |
0.9262 |
|
| R2 |
0.9322 |
0.9322 |
0.9255 |
|
| R1 |
0.9282 |
0.9282 |
0.9249 |
0.9266 |
| PP |
0.9249 |
0.9249 |
0.9249 |
0.9241 |
| S1 |
0.9209 |
0.9209 |
0.9235 |
0.9193 |
| S2 |
0.9176 |
0.9176 |
0.9229 |
|
| S3 |
0.9103 |
0.9136 |
0.9222 |
|
| S4 |
0.9030 |
0.9063 |
0.9202 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0209 |
0.9443 |
|
| R3 |
1.0079 |
0.9843 |
0.9343 |
|
| R2 |
0.9713 |
0.9713 |
0.9309 |
|
| R1 |
0.9477 |
0.9477 |
0.9276 |
0.9412 |
| PP |
0.9347 |
0.9347 |
0.9347 |
0.9314 |
| S1 |
0.9111 |
0.9111 |
0.9208 |
0.9046 |
| S2 |
0.8981 |
0.8981 |
0.9175 |
|
| S3 |
0.8615 |
0.8745 |
0.9141 |
|
| S4 |
0.8249 |
0.8379 |
0.9041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9582 |
0.9216 |
0.0366 |
4.0% |
0.0115 |
1.2% |
7% |
False |
True |
145,244 |
| 10 |
0.9634 |
0.9216 |
0.0418 |
4.5% |
0.0120 |
1.3% |
6% |
False |
True |
141,851 |
| 20 |
0.9744 |
0.9216 |
0.0528 |
5.7% |
0.0114 |
1.2% |
5% |
False |
True |
131,906 |
| 40 |
0.9814 |
0.9216 |
0.0598 |
6.5% |
0.0112 |
1.2% |
4% |
False |
True |
122,326 |
| 60 |
1.0200 |
0.9216 |
0.0984 |
10.6% |
0.0123 |
1.3% |
3% |
False |
True |
120,324 |
| 80 |
1.0493 |
0.9216 |
0.1277 |
13.8% |
0.0131 |
1.4% |
2% |
False |
True |
102,492 |
| 100 |
1.0493 |
0.9216 |
0.1277 |
13.8% |
0.0122 |
1.3% |
2% |
False |
True |
82,042 |
| 120 |
1.0493 |
0.8882 |
0.1611 |
17.4% |
0.0114 |
1.2% |
22% |
False |
False |
68,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9599 |
|
2.618 |
0.9480 |
|
1.618 |
0.9407 |
|
1.000 |
0.9362 |
|
0.618 |
0.9334 |
|
HIGH |
0.9289 |
|
0.618 |
0.9261 |
|
0.500 |
0.9253 |
|
0.382 |
0.9244 |
|
LOW |
0.9216 |
|
0.618 |
0.9171 |
|
1.000 |
0.9143 |
|
1.618 |
0.9098 |
|
2.618 |
0.9025 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9253 |
0.9302 |
| PP |
0.9249 |
0.9282 |
| S1 |
0.9246 |
0.9262 |
|