CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9514 |
-0.0016 |
-0.2% |
0.9376 |
| High |
0.9590 |
0.9514 |
-0.0076 |
-0.8% |
0.9538 |
| Low |
0.9525 |
0.9464 |
-0.0061 |
-0.6% |
0.9315 |
| Close |
0.9528 |
0.9461 |
-0.0067 |
-0.7% |
0.9503 |
| Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0223 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
359 |
107 |
-252 |
-70.2% |
214 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9595 |
0.9489 |
|
| R3 |
0.9580 |
0.9545 |
0.9475 |
|
| R2 |
0.9530 |
0.9530 |
0.9470 |
|
| R1 |
0.9495 |
0.9495 |
0.9466 |
0.9488 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9476 |
| S1 |
0.9445 |
0.9445 |
0.9456 |
0.9438 |
| S2 |
0.9430 |
0.9430 |
0.9452 |
|
| S3 |
0.9380 |
0.9395 |
0.9447 |
|
| S4 |
0.9330 |
0.9345 |
0.9434 |
|
|
| 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 |
0.9448 |
0.0142 |
1.5% |
0.0071 |
0.7% |
9% |
False |
False |
222 |
| 10 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0052 |
0.5% |
53% |
False |
False |
134 |
| 20 |
0.9631 |
0.9313 |
0.0318 |
3.4% |
0.0044 |
0.5% |
47% |
False |
False |
1,084 |
| 40 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0025 |
0.3% |
30% |
False |
False |
563 |
| 60 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0016 |
0.2% |
21% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9727 |
|
2.618 |
0.9645 |
|
1.618 |
0.9595 |
|
1.000 |
0.9564 |
|
0.618 |
0.9545 |
|
HIGH |
0.9514 |
|
0.618 |
0.9495 |
|
0.500 |
0.9489 |
|
0.382 |
0.9483 |
|
LOW |
0.9464 |
|
0.618 |
0.9433 |
|
1.000 |
0.9414 |
|
1.618 |
0.9383 |
|
2.618 |
0.9333 |
|
4.250 |
0.9252 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9489 |
0.9527 |
| PP |
0.9480 |
0.9505 |
| S1 |
0.9470 |
0.9483 |
|