CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
0.9565 |
0.9619 |
0.0054 |
0.6% |
0.9747 |
High |
0.9665 |
0.9678 |
0.0013 |
0.1% |
0.9747 |
Low |
0.9533 |
0.9527 |
-0.0006 |
-0.1% |
0.9504 |
Close |
0.9632 |
0.9587 |
-0.0045 |
-0.5% |
0.9538 |
Range |
0.0132 |
0.0151 |
0.0019 |
14.4% |
0.0243 |
ATR |
0.0092 |
0.0096 |
0.0004 |
4.6% |
0.0000 |
Volume |
1,065 |
2,295 |
1,230 |
115.5% |
3,609 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0050 |
0.9970 |
0.9670 |
|
R3 |
0.9899 |
0.9819 |
0.9629 |
|
R2 |
0.9748 |
0.9748 |
0.9615 |
|
R1 |
0.9668 |
0.9668 |
0.9601 |
0.9633 |
PP |
0.9597 |
0.9597 |
0.9597 |
0.9580 |
S1 |
0.9517 |
0.9517 |
0.9573 |
0.9482 |
S2 |
0.9446 |
0.9446 |
0.9559 |
|
S3 |
0.9295 |
0.9366 |
0.9545 |
|
S4 |
0.9144 |
0.9215 |
0.9504 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0325 |
1.0175 |
0.9672 |
|
R3 |
1.0082 |
0.9932 |
0.9605 |
|
R2 |
0.9839 |
0.9839 |
0.9583 |
|
R1 |
0.9689 |
0.9689 |
0.9560 |
0.9643 |
PP |
0.9596 |
0.9596 |
0.9596 |
0.9573 |
S1 |
0.9446 |
0.9446 |
0.9516 |
0.9400 |
S2 |
0.9353 |
0.9353 |
0.9493 |
|
S3 |
0.9110 |
0.9203 |
0.9471 |
|
S4 |
0.8867 |
0.8960 |
0.9404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9678 |
0.9504 |
0.0174 |
1.8% |
0.0108 |
1.1% |
48% |
True |
False |
1,217 |
10 |
0.9785 |
0.9504 |
0.0281 |
2.9% |
0.0096 |
1.0% |
30% |
False |
False |
825 |
20 |
0.9790 |
0.9504 |
0.0286 |
3.0% |
0.0094 |
1.0% |
29% |
False |
False |
618 |
40 |
1.0062 |
0.9504 |
0.0558 |
5.8% |
0.0081 |
0.8% |
15% |
False |
False |
368 |
60 |
1.0505 |
0.9504 |
0.1001 |
10.4% |
0.0089 |
0.9% |
8% |
False |
False |
287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0320 |
2.618 |
1.0073 |
1.618 |
0.9922 |
1.000 |
0.9829 |
0.618 |
0.9771 |
HIGH |
0.9678 |
0.618 |
0.9620 |
0.500 |
0.9603 |
0.382 |
0.9585 |
LOW |
0.9527 |
0.618 |
0.9434 |
1.000 |
0.9376 |
1.618 |
0.9283 |
2.618 |
0.9132 |
4.250 |
0.8885 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9603 |
0.9595 |
PP |
0.9597 |
0.9592 |
S1 |
0.9592 |
0.9590 |
|