CME Japanese Yen Future September 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 |
0.9619 |
0.9555 |
-0.0064 |
-0.7% |
0.9747 |
| High |
0.9678 |
0.9619 |
-0.0059 |
-0.6% |
0.9747 |
| Low |
0.9527 |
0.9545 |
0.0018 |
0.2% |
0.9504 |
| Close |
0.9587 |
0.9571 |
-0.0016 |
-0.2% |
0.9538 |
| Range |
0.0151 |
0.0074 |
-0.0077 |
-51.0% |
0.0243 |
| ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
2,295 |
1,647 |
-648 |
-28.2% |
3,609 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9760 |
0.9612 |
|
| R3 |
0.9726 |
0.9686 |
0.9591 |
|
| R2 |
0.9652 |
0.9652 |
0.9585 |
|
| R1 |
0.9612 |
0.9612 |
0.9578 |
0.9632 |
| PP |
0.9578 |
0.9578 |
0.9578 |
0.9589 |
| S1 |
0.9538 |
0.9538 |
0.9564 |
0.9558 |
| S2 |
0.9504 |
0.9504 |
0.9557 |
|
| S3 |
0.9430 |
0.9464 |
0.9551 |
|
| S4 |
0.9356 |
0.9390 |
0.9530 |
|
|
| 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% |
0.0100 |
1.0% |
39% |
False |
False |
1,413 |
| 10 |
0.9785 |
0.9504 |
0.0281 |
2.9% |
0.0099 |
1.0% |
24% |
False |
False |
960 |
| 20 |
0.9790 |
0.9504 |
0.0286 |
3.0% |
0.0094 |
1.0% |
23% |
False |
False |
692 |
| 40 |
1.0062 |
0.9504 |
0.0558 |
5.8% |
0.0082 |
0.9% |
12% |
False |
False |
409 |
| 60 |
1.0505 |
0.9504 |
0.1001 |
10.5% |
0.0089 |
0.9% |
7% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9813 |
|
1.618 |
0.9739 |
|
1.000 |
0.9693 |
|
0.618 |
0.9665 |
|
HIGH |
0.9619 |
|
0.618 |
0.9591 |
|
0.500 |
0.9582 |
|
0.382 |
0.9573 |
|
LOW |
0.9545 |
|
0.618 |
0.9499 |
|
1.000 |
0.9471 |
|
1.618 |
0.9425 |
|
2.618 |
0.9351 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9582 |
0.9603 |
| PP |
0.9578 |
0.9592 |
| S1 |
0.9575 |
0.9582 |
|