CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9457 |
0.9363 |
-0.0094 |
-1.0% |
0.9565 |
| High |
0.9464 |
0.9435 |
-0.0029 |
-0.3% |
0.9678 |
| Low |
0.9358 |
0.9332 |
-0.0026 |
-0.3% |
0.9446 |
| Close |
0.9361 |
0.9400 |
0.0039 |
0.4% |
0.9568 |
| Range |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0232 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
23,662 |
27,594 |
3,932 |
16.6% |
11,731 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9652 |
0.9457 |
|
| R3 |
0.9595 |
0.9549 |
0.9428 |
|
| R2 |
0.9492 |
0.9492 |
0.9419 |
|
| R1 |
0.9446 |
0.9446 |
0.9409 |
0.9469 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9401 |
| S1 |
0.9343 |
0.9343 |
0.9391 |
0.9366 |
| S2 |
0.9286 |
0.9286 |
0.9381 |
|
| S3 |
0.9183 |
0.9240 |
0.9372 |
|
| S4 |
0.9080 |
0.9137 |
0.9343 |
|
|
| 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 |
0.9632 |
0.9332 |
0.0300 |
3.2% |
0.0126 |
1.3% |
23% |
False |
True |
13,143 |
| 10 |
0.9678 |
0.9332 |
0.0346 |
3.7% |
0.0113 |
1.2% |
20% |
False |
True |
7,278 |
| 20 |
0.9785 |
0.9332 |
0.0453 |
4.8% |
0.0100 |
1.1% |
15% |
False |
True |
3,906 |
| 40 |
0.9901 |
0.9332 |
0.0569 |
6.1% |
0.0091 |
1.0% |
12% |
False |
True |
2,049 |
| 60 |
1.0290 |
0.9332 |
0.0958 |
10.2% |
0.0086 |
0.9% |
7% |
False |
True |
1,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9873 |
|
2.618 |
0.9705 |
|
1.618 |
0.9602 |
|
1.000 |
0.9538 |
|
0.618 |
0.9499 |
|
HIGH |
0.9435 |
|
0.618 |
0.9396 |
|
0.500 |
0.9384 |
|
0.382 |
0.9371 |
|
LOW |
0.9332 |
|
0.618 |
0.9268 |
|
1.000 |
0.9229 |
|
1.618 |
0.9165 |
|
2.618 |
0.9062 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9395 |
0.9482 |
| PP |
0.9389 |
0.9455 |
| S1 |
0.9384 |
0.9427 |
|