CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9316 |
0.9318 |
0.0002 |
0.0% |
0.9308 |
| High |
0.9359 |
0.9332 |
-0.0027 |
-0.3% |
0.9378 |
| Low |
0.9281 |
0.9251 |
-0.0030 |
-0.3% |
0.9258 |
| Close |
0.9311 |
0.9310 |
-0.0001 |
0.0% |
0.9377 |
| Range |
0.0078 |
0.0081 |
0.0003 |
3.8% |
0.0120 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
124,710 |
114,372 |
-10,338 |
-8.3% |
590,637 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9506 |
0.9355 |
|
| R3 |
0.9460 |
0.9425 |
0.9332 |
|
| R2 |
0.9379 |
0.9379 |
0.9325 |
|
| R1 |
0.9344 |
0.9344 |
0.9317 |
0.9321 |
| PP |
0.9298 |
0.9298 |
0.9298 |
0.9286 |
| S1 |
0.9263 |
0.9263 |
0.9303 |
0.9240 |
| S2 |
0.9217 |
0.9217 |
0.9295 |
|
| S3 |
0.9136 |
0.9182 |
0.9288 |
|
| S4 |
0.9055 |
0.9101 |
0.9265 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9657 |
0.9443 |
|
| R3 |
0.9578 |
0.9537 |
0.9410 |
|
| R2 |
0.9458 |
0.9458 |
0.9399 |
|
| R1 |
0.9417 |
0.9417 |
0.9388 |
0.9438 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9348 |
| S1 |
0.9297 |
0.9297 |
0.9366 |
0.9318 |
| S2 |
0.9218 |
0.9218 |
0.9355 |
|
| S3 |
0.9098 |
0.9177 |
0.9344 |
|
| S4 |
0.8978 |
0.9057 |
0.9311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9380 |
0.9251 |
0.0129 |
1.4% |
0.0077 |
0.8% |
46% |
False |
True |
121,087 |
| 10 |
0.9413 |
0.9251 |
0.0162 |
1.7% |
0.0075 |
0.8% |
36% |
False |
True |
109,904 |
| 20 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0094 |
1.0% |
14% |
False |
True |
58,591 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0091 |
1.0% |
11% |
False |
True |
29,494 |
| 60 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0082 |
0.9% |
7% |
False |
True |
19,704 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.5% |
0.0087 |
0.9% |
5% |
False |
True |
14,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9544 |
|
1.618 |
0.9463 |
|
1.000 |
0.9413 |
|
0.618 |
0.9382 |
|
HIGH |
0.9332 |
|
0.618 |
0.9301 |
|
0.500 |
0.9292 |
|
0.382 |
0.9282 |
|
LOW |
0.9251 |
|
0.618 |
0.9201 |
|
1.000 |
0.9170 |
|
1.618 |
0.9120 |
|
2.618 |
0.9039 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9304 |
0.9316 |
| PP |
0.9298 |
0.9314 |
| S1 |
0.9292 |
0.9312 |
|