CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9309 |
0.0021 |
0.2% |
0.9604 |
| High |
0.9344 |
0.9330 |
-0.0014 |
-0.1% |
0.9632 |
| Low |
0.9273 |
0.9268 |
-0.0005 |
-0.1% |
0.9276 |
| Close |
0.9307 |
0.9317 |
0.0010 |
0.1% |
0.9292 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0356 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
89,197 |
109,278 |
20,081 |
22.5% |
194,086 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9466 |
0.9351 |
|
| R3 |
0.9429 |
0.9404 |
0.9334 |
|
| R2 |
0.9367 |
0.9367 |
0.9328 |
|
| R1 |
0.9342 |
0.9342 |
0.9323 |
0.9355 |
| PP |
0.9305 |
0.9305 |
0.9305 |
0.9311 |
| S1 |
0.9280 |
0.9280 |
0.9311 |
0.9293 |
| S2 |
0.9243 |
0.9243 |
0.9306 |
|
| S3 |
0.9181 |
0.9218 |
0.9300 |
|
| S4 |
0.9119 |
0.9156 |
0.9283 |
|
|
| 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 |
0.9413 |
0.9258 |
0.0155 |
1.7% |
0.0074 |
0.8% |
38% |
False |
False |
98,722 |
| 10 |
0.9632 |
0.9258 |
0.0374 |
4.0% |
0.0100 |
1.1% |
16% |
False |
False |
55,933 |
| 20 |
0.9785 |
0.9258 |
0.0527 |
5.7% |
0.0100 |
1.1% |
11% |
False |
False |
28,446 |
| 40 |
0.9790 |
0.9258 |
0.0532 |
5.7% |
0.0090 |
1.0% |
11% |
False |
False |
14,381 |
| 60 |
1.0170 |
0.9258 |
0.0912 |
9.8% |
0.0083 |
0.9% |
6% |
False |
False |
9,615 |
| 80 |
1.0505 |
0.9258 |
0.1247 |
13.4% |
0.0085 |
0.9% |
5% |
False |
False |
7,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9594 |
|
2.618 |
0.9492 |
|
1.618 |
0.9430 |
|
1.000 |
0.9392 |
|
0.618 |
0.9368 |
|
HIGH |
0.9330 |
|
0.618 |
0.9306 |
|
0.500 |
0.9299 |
|
0.382 |
0.9292 |
|
LOW |
0.9268 |
|
0.618 |
0.9230 |
|
1.000 |
0.9206 |
|
1.618 |
0.9168 |
|
2.618 |
0.9106 |
|
4.250 |
0.9005 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9311 |
0.9312 |
| PP |
0.9305 |
0.9306 |
| S1 |
0.9299 |
0.9301 |
|