CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9530 |
0.0000 |
0.0% |
0.9376 |
| High |
0.9590 |
0.9590 |
0.0000 |
0.0% |
0.9538 |
| Low |
0.9525 |
0.9525 |
0.0000 |
0.0% |
0.9315 |
| Close |
0.9524 |
0.9528 |
0.0004 |
0.0% |
0.9503 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0223 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.8% |
0.0000 |
| Volume |
186 |
359 |
173 |
93.0% |
214 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9743 |
0.9700 |
0.9564 |
|
| R3 |
0.9678 |
0.9635 |
0.9546 |
|
| R2 |
0.9613 |
0.9613 |
0.9540 |
|
| R1 |
0.9570 |
0.9570 |
0.9534 |
0.9559 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9542 |
| S1 |
0.9505 |
0.9505 |
0.9522 |
0.9494 |
| S2 |
0.9483 |
0.9483 |
0.9516 |
|
| S3 |
0.9418 |
0.9440 |
0.9510 |
|
| S4 |
0.9353 |
0.9375 |
0.9492 |
|
|
| 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 |
0.9423 |
0.0167 |
1.8% |
0.0065 |
0.7% |
63% |
True |
False |
206 |
| 10 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0050 |
0.5% |
77% |
True |
False |
124 |
| 20 |
0.9631 |
0.9313 |
0.0318 |
3.3% |
0.0041 |
0.4% |
68% |
False |
False |
1,079 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.2% |
0.0023 |
0.2% |
43% |
False |
False |
561 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0016 |
0.2% |
30% |
False |
False |
374 |
|
|
|
| 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 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9539 |
| PP |
0.9548 |
0.9535 |
| S1 |
0.9538 |
0.9532 |
|