CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 13-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9318 |
-0.0088 |
-0.9% |
0.9604 |
| High |
0.9413 |
0.9339 |
-0.0074 |
-0.8% |
0.9632 |
| Low |
0.9301 |
0.9276 |
-0.0025 |
-0.3% |
0.9276 |
| Close |
0.9314 |
0.9292 |
-0.0022 |
-0.2% |
0.9292 |
| Range |
0.0112 |
0.0063 |
-0.0049 |
-43.8% |
0.0356 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
52,226 |
82,865 |
30,639 |
58.7% |
194,086 |
|
| Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9455 |
0.9327 |
|
| R3 |
0.9428 |
0.9392 |
0.9309 |
|
| R2 |
0.9365 |
0.9365 |
0.9304 |
|
| R1 |
0.9329 |
0.9329 |
0.9298 |
0.9316 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9296 |
| S1 |
0.9266 |
0.9266 |
0.9286 |
0.9253 |
| S2 |
0.9239 |
0.9239 |
0.9280 |
|
| S3 |
0.9176 |
0.9203 |
0.9275 |
|
| S4 |
0.9113 |
0.9140 |
0.9257 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0236 |
0.9488 |
|
| R3 |
1.0112 |
0.9880 |
0.9390 |
|
| R2 |
0.9756 |
0.9756 |
0.9357 |
|
| R1 |
0.9524 |
0.9524 |
0.9325 |
0.9462 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9369 |
| S1 |
0.9168 |
0.9168 |
0.9259 |
0.9106 |
| S2 |
0.9044 |
0.9044 |
0.9227 |
|
| S3 |
0.8688 |
0.8812 |
0.9194 |
|
| S4 |
0.8332 |
0.8456 |
0.9096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9632 |
0.9276 |
0.0356 |
3.8% |
0.0113 |
1.2% |
4% |
False |
True |
38,817 |
| 10 |
0.9678 |
0.9276 |
0.0402 |
4.3% |
0.0116 |
1.2% |
4% |
False |
True |
20,581 |
| 20 |
0.9785 |
0.9276 |
0.0509 |
5.5% |
0.0099 |
1.1% |
3% |
False |
True |
10,597 |
| 40 |
0.9808 |
0.9276 |
0.0532 |
5.7% |
0.0089 |
1.0% |
3% |
False |
True |
5,427 |
| 60 |
1.0290 |
0.9276 |
0.1014 |
10.9% |
0.0086 |
0.9% |
2% |
False |
True |
3,657 |
| 80 |
1.0505 |
0.9276 |
0.1229 |
13.2% |
0.0083 |
0.9% |
1% |
False |
True |
2,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9504 |
|
1.618 |
0.9441 |
|
1.000 |
0.9402 |
|
0.618 |
0.9378 |
|
HIGH |
0.9339 |
|
0.618 |
0.9315 |
|
0.500 |
0.9308 |
|
0.382 |
0.9300 |
|
LOW |
0.9276 |
|
0.618 |
0.9237 |
|
1.000 |
0.9213 |
|
1.618 |
0.9174 |
|
2.618 |
0.9111 |
|
4.250 |
0.9008 |
|
|
| Fisher Pivots for day following 13-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9308 |
0.9356 |
| PP |
0.9302 |
0.9334 |
| S1 |
0.9297 |
0.9313 |
|