CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9553 |
0.9490 |
-0.0063 |
-0.7% |
0.9565 |
| High |
0.9558 |
0.9585 |
0.0027 |
0.3% |
0.9678 |
| Low |
0.9446 |
0.9456 |
0.0010 |
0.1% |
0.9446 |
| Close |
0.9515 |
0.9568 |
0.0053 |
0.6% |
0.9568 |
| Range |
0.0112 |
0.0129 |
0.0017 |
15.2% |
0.0232 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.4% |
0.0000 |
| Volume |
2,777 |
3,947 |
1,170 |
42.1% |
11,731 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9875 |
0.9639 |
|
| R3 |
0.9794 |
0.9746 |
0.9603 |
|
| R2 |
0.9665 |
0.9665 |
0.9592 |
|
| R1 |
0.9617 |
0.9617 |
0.9580 |
0.9641 |
| PP |
0.9536 |
0.9536 |
0.9536 |
0.9549 |
| S1 |
0.9488 |
0.9488 |
0.9556 |
0.9512 |
| S2 |
0.9407 |
0.9407 |
0.9544 |
|
| S3 |
0.9278 |
0.9359 |
0.9533 |
|
| S4 |
0.9149 |
0.9230 |
0.9497 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0146 |
0.9696 |
|
| R3 |
1.0028 |
0.9914 |
0.9632 |
|
| R2 |
0.9796 |
0.9796 |
0.9611 |
|
| R1 |
0.9682 |
0.9682 |
0.9589 |
0.9739 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9593 |
| S1 |
0.9450 |
0.9450 |
0.9547 |
0.9507 |
| S2 |
0.9332 |
0.9332 |
0.9525 |
|
| S3 |
0.9100 |
0.9218 |
0.9504 |
|
| S4 |
0.8868 |
0.8986 |
0.9440 |
|
|
| 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% |
0.0120 |
1.3% |
53% |
False |
False |
2,346 |
| 10 |
0.9747 |
0.9446 |
0.0301 |
3.1% |
0.0098 |
1.0% |
41% |
False |
False |
1,534 |
| 20 |
0.9790 |
0.9446 |
0.0344 |
3.6% |
0.0094 |
1.0% |
35% |
False |
False |
1,002 |
| 40 |
0.9989 |
0.9446 |
0.0543 |
5.7% |
0.0083 |
0.9% |
22% |
False |
False |
575 |
| 60 |
1.0505 |
0.9446 |
0.1059 |
11.1% |
0.0091 |
1.0% |
12% |
False |
False |
426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
0.9923 |
|
1.618 |
0.9794 |
|
1.000 |
0.9714 |
|
0.618 |
0.9665 |
|
HIGH |
0.9585 |
|
0.618 |
0.9536 |
|
0.500 |
0.9521 |
|
0.382 |
0.9505 |
|
LOW |
0.9456 |
|
0.618 |
0.9376 |
|
1.000 |
0.9327 |
|
1.618 |
0.9247 |
|
2.618 |
0.9118 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9556 |
| PP |
0.9536 |
0.9544 |
| S1 |
0.9521 |
0.9533 |
|