CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9555 |
0.9553 |
-0.0002 |
0.0% |
0.9747 |
| High |
0.9619 |
0.9558 |
-0.0061 |
-0.6% |
0.9747 |
| Low |
0.9545 |
0.9446 |
-0.0099 |
-1.0% |
0.9504 |
| Close |
0.9571 |
0.9515 |
-0.0056 |
-0.6% |
0.9538 |
| Range |
0.0074 |
0.0112 |
0.0038 |
51.4% |
0.0243 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1,647 |
2,777 |
1,130 |
68.6% |
3,609 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9842 |
0.9791 |
0.9577 |
|
| R3 |
0.9730 |
0.9679 |
0.9546 |
|
| R2 |
0.9618 |
0.9618 |
0.9536 |
|
| R1 |
0.9567 |
0.9567 |
0.9525 |
0.9537 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9491 |
| S1 |
0.9455 |
0.9455 |
0.9505 |
0.9425 |
| S2 |
0.9394 |
0.9394 |
0.9494 |
|
| S3 |
0.9282 |
0.9343 |
0.9484 |
|
| S4 |
0.9170 |
0.9231 |
0.9453 |
|
|
| 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 |
0.9446 |
0.0232 |
2.4% |
0.0102 |
1.1% |
30% |
False |
True |
1,868 |
| 10 |
0.9756 |
0.9446 |
0.0310 |
3.3% |
0.0096 |
1.0% |
22% |
False |
True |
1,218 |
| 20 |
0.9790 |
0.9446 |
0.0344 |
3.6% |
0.0092 |
1.0% |
20% |
False |
True |
813 |
| 40 |
0.9989 |
0.9446 |
0.0543 |
5.7% |
0.0081 |
0.8% |
13% |
False |
True |
478 |
| 60 |
1.0505 |
0.9446 |
0.1059 |
11.1% |
0.0090 |
1.0% |
7% |
False |
True |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9851 |
|
1.618 |
0.9739 |
|
1.000 |
0.9670 |
|
0.618 |
0.9627 |
|
HIGH |
0.9558 |
|
0.618 |
0.9515 |
|
0.500 |
0.9502 |
|
0.382 |
0.9489 |
|
LOW |
0.9446 |
|
0.618 |
0.9377 |
|
1.000 |
0.9334 |
|
1.618 |
0.9265 |
|
2.618 |
0.9153 |
|
4.250 |
0.8970 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9511 |
0.9562 |
| PP |
0.9506 |
0.9546 |
| S1 |
0.9502 |
0.9531 |
|