CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9455 |
0.0056 |
0.6% |
0.9365 |
| High |
0.9492 |
0.9565 |
0.0073 |
0.8% |
0.9492 |
| Low |
0.9367 |
0.9432 |
0.0065 |
0.7% |
0.9251 |
| Close |
0.9452 |
0.9471 |
0.0019 |
0.2% |
0.9452 |
| Range |
0.0125 |
0.0133 |
0.0008 |
6.4% |
0.0241 |
| ATR |
0.0096 |
0.0098 |
0.0003 |
2.8% |
0.0000 |
| Volume |
155,613 |
153,995 |
-1,618 |
-1.0% |
639,150 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9888 |
0.9813 |
0.9544 |
|
| R3 |
0.9755 |
0.9680 |
0.9508 |
|
| R2 |
0.9622 |
0.9622 |
0.9495 |
|
| R1 |
0.9547 |
0.9547 |
0.9483 |
0.9585 |
| PP |
0.9489 |
0.9489 |
0.9489 |
0.9508 |
| S1 |
0.9414 |
0.9414 |
0.9459 |
0.9452 |
| S2 |
0.9356 |
0.9356 |
0.9447 |
|
| S3 |
0.9223 |
0.9281 |
0.9434 |
|
| S4 |
0.9090 |
0.9148 |
0.9398 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0028 |
0.9585 |
|
| R3 |
0.9880 |
0.9787 |
0.9518 |
|
| R2 |
0.9639 |
0.9639 |
0.9496 |
|
| R1 |
0.9546 |
0.9546 |
0.9474 |
0.9593 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9422 |
| S1 |
0.9305 |
0.9305 |
0.9430 |
0.9352 |
| S2 |
0.9157 |
0.9157 |
0.9408 |
|
| S3 |
0.8916 |
0.9064 |
0.9386 |
|
| S4 |
0.8675 |
0.8823 |
0.9319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0111 |
1.2% |
70% |
True |
False |
131,781 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0091 |
1.0% |
70% |
True |
False |
122,373 |
| 20 |
0.9678 |
0.9251 |
0.0427 |
4.5% |
0.0100 |
1.1% |
52% |
False |
False |
79,426 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0095 |
1.0% |
41% |
False |
False |
39,967 |
| 60 |
1.0062 |
0.9251 |
0.0811 |
8.6% |
0.0085 |
0.9% |
27% |
False |
False |
26,683 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.2% |
0.0090 |
1.0% |
18% |
False |
False |
20,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0130 |
|
2.618 |
0.9913 |
|
1.618 |
0.9780 |
|
1.000 |
0.9698 |
|
0.618 |
0.9647 |
|
HIGH |
0.9565 |
|
0.618 |
0.9514 |
|
0.500 |
0.9499 |
|
0.382 |
0.9483 |
|
LOW |
0.9432 |
|
0.618 |
0.9350 |
|
1.000 |
0.9299 |
|
1.618 |
0.9217 |
|
2.618 |
0.9084 |
|
4.250 |
0.8867 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9499 |
0.9456 |
| PP |
0.9489 |
0.9440 |
| S1 |
0.9480 |
0.9425 |
|