CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9487 |
0.9530 |
0.0043 |
0.5% |
0.9376 |
| High |
0.9570 |
0.9590 |
0.0020 |
0.2% |
0.9538 |
| Low |
0.9487 |
0.9525 |
0.0038 |
0.4% |
0.9315 |
| Close |
0.9503 |
0.9524 |
0.0021 |
0.2% |
0.9503 |
| Range |
0.0083 |
0.0065 |
-0.0018 |
-21.7% |
0.0223 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.8% |
0.0000 |
| Volume |
369 |
186 |
-183 |
-49.6% |
214 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9741 |
0.9698 |
0.9560 |
|
| R3 |
0.9676 |
0.9633 |
0.9542 |
|
| R2 |
0.9611 |
0.9611 |
0.9536 |
|
| R1 |
0.9568 |
0.9568 |
0.9530 |
0.9557 |
| PP |
0.9546 |
0.9546 |
0.9546 |
0.9541 |
| S1 |
0.9503 |
0.9503 |
0.9518 |
0.9492 |
| S2 |
0.9481 |
0.9481 |
0.9512 |
|
| S3 |
0.9416 |
0.9438 |
0.9506 |
|
| S4 |
0.9351 |
0.9373 |
0.9488 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0035 |
0.9626 |
|
| R3 |
0.9898 |
0.9812 |
0.9564 |
|
| R2 |
0.9675 |
0.9675 |
0.9544 |
|
| R1 |
0.9589 |
0.9589 |
0.9523 |
0.9632 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9474 |
| S1 |
0.9366 |
0.9366 |
0.9483 |
0.9409 |
| S2 |
0.9229 |
0.9229 |
0.9462 |
|
| S3 |
0.9006 |
0.9143 |
0.9442 |
|
| S4 |
0.8783 |
0.8920 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0062 |
0.7% |
76% |
True |
False |
138 |
| 10 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0047 |
0.5% |
76% |
True |
False |
91 |
| 20 |
0.9631 |
0.9313 |
0.0318 |
3.3% |
0.0038 |
0.4% |
66% |
False |
False |
1,069 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.2% |
0.0022 |
0.2% |
42% |
False |
False |
552 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0015 |
0.2% |
30% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9866 |
|
2.618 |
0.9760 |
|
1.618 |
0.9695 |
|
1.000 |
0.9655 |
|
0.618 |
0.9630 |
|
HIGH |
0.9590 |
|
0.618 |
0.9565 |
|
0.500 |
0.9558 |
|
0.382 |
0.9550 |
|
LOW |
0.9525 |
|
0.618 |
0.9485 |
|
1.000 |
0.9460 |
|
1.618 |
0.9420 |
|
2.618 |
0.9355 |
|
4.250 |
0.9249 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9522 |
| PP |
0.9546 |
0.9521 |
| S1 |
0.9535 |
0.9519 |
|