CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9318 |
0.9308 |
-0.0010 |
-0.1% |
0.9604 |
| High |
0.9339 |
0.9318 |
-0.0021 |
-0.2% |
0.9632 |
| Low |
0.9276 |
0.9258 |
-0.0018 |
-0.2% |
0.9276 |
| Close |
0.9292 |
0.9297 |
0.0005 |
0.1% |
0.9292 |
| Range |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0356 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
82,865 |
160,045 |
77,180 |
93.1% |
194,086 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9444 |
0.9330 |
|
| R3 |
0.9411 |
0.9384 |
0.9314 |
|
| R2 |
0.9351 |
0.9351 |
0.9308 |
|
| R1 |
0.9324 |
0.9324 |
0.9303 |
0.9308 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9283 |
| S1 |
0.9264 |
0.9264 |
0.9292 |
0.9248 |
| S2 |
0.9231 |
0.9231 |
0.9286 |
|
| S3 |
0.9171 |
0.9204 |
0.9281 |
|
| S4 |
0.9111 |
0.9144 |
0.9264 |
|
|
| 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 |
0.9464 |
0.9258 |
0.0206 |
2.2% |
0.0089 |
1.0% |
19% |
False |
True |
69,278 |
| 10 |
0.9678 |
0.9258 |
0.0420 |
4.5% |
0.0109 |
1.2% |
9% |
False |
True |
36,479 |
| 20 |
0.9785 |
0.9258 |
0.0527 |
5.7% |
0.0098 |
1.1% |
7% |
False |
True |
18,584 |
| 40 |
0.9808 |
0.9258 |
0.0550 |
5.9% |
0.0090 |
1.0% |
7% |
False |
True |
9,421 |
| 60 |
1.0170 |
0.9258 |
0.0912 |
9.8% |
0.0082 |
0.9% |
4% |
False |
True |
6,308 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0083 |
0.9% |
3% |
False |
True |
4,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9573 |
|
2.618 |
0.9475 |
|
1.618 |
0.9415 |
|
1.000 |
0.9378 |
|
0.618 |
0.9355 |
|
HIGH |
0.9318 |
|
0.618 |
0.9295 |
|
0.500 |
0.9288 |
|
0.382 |
0.9281 |
|
LOW |
0.9258 |
|
0.618 |
0.9221 |
|
1.000 |
0.9198 |
|
1.618 |
0.9161 |
|
2.618 |
0.9101 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9294 |
0.9336 |
| PP |
0.9291 |
0.9323 |
| S1 |
0.9288 |
0.9310 |
|