CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9448 |
0.9420 |
-0.0028 |
-0.3% |
0.9487 |
| High |
0.9448 |
0.9420 |
-0.0028 |
-0.3% |
0.9590 |
| Low |
0.9448 |
0.9390 |
-0.0058 |
-0.6% |
0.9447 |
| Close |
0.9438 |
0.9392 |
-0.0046 |
-0.5% |
0.9461 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0143 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
96 |
4 |
-92 |
-95.8% |
1,117 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9471 |
0.9409 |
|
| R3 |
0.9461 |
0.9441 |
0.9400 |
|
| R2 |
0.9431 |
0.9431 |
0.9398 |
|
| R1 |
0.9411 |
0.9411 |
0.9395 |
0.9406 |
| PP |
0.9401 |
0.9401 |
0.9401 |
0.9398 |
| S1 |
0.9381 |
0.9381 |
0.9389 |
0.9376 |
| S2 |
0.9371 |
0.9371 |
0.9387 |
|
| S3 |
0.9341 |
0.9351 |
0.9384 |
|
| S4 |
0.9311 |
0.9321 |
0.9376 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9838 |
0.9540 |
|
| R3 |
0.9785 |
0.9695 |
0.9500 |
|
| R2 |
0.9642 |
0.9642 |
0.9487 |
|
| R1 |
0.9552 |
0.9552 |
0.9474 |
0.9526 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9486 |
| S1 |
0.9409 |
0.9409 |
0.9448 |
0.9383 |
| S2 |
0.9356 |
0.9356 |
0.9435 |
|
| S3 |
0.9213 |
0.9266 |
0.9422 |
|
| S4 |
0.9070 |
0.9123 |
0.9382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9390 |
0.0200 |
2.1% |
0.0029 |
0.3% |
1% |
False |
True |
132 |
| 10 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0046 |
0.5% |
28% |
False |
False |
135 |
| 20 |
0.9590 |
0.9313 |
0.0277 |
2.9% |
0.0037 |
0.4% |
29% |
False |
False |
1,089 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0025 |
0.3% |
16% |
False |
False |
568 |
| 60 |
0.9952 |
0.9313 |
0.0639 |
6.8% |
0.0017 |
0.2% |
12% |
False |
False |
379 |
| 80 |
1.0401 |
0.9313 |
0.1088 |
11.6% |
0.0013 |
0.1% |
7% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9499 |
|
1.618 |
0.9469 |
|
1.000 |
0.9450 |
|
0.618 |
0.9439 |
|
HIGH |
0.9420 |
|
0.618 |
0.9409 |
|
0.500 |
0.9405 |
|
0.382 |
0.9401 |
|
LOW |
0.9390 |
|
0.618 |
0.9371 |
|
1.000 |
0.9360 |
|
1.618 |
0.9341 |
|
2.618 |
0.9311 |
|
4.250 |
0.9263 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9405 |
0.9419 |
| PP |
0.9401 |
0.9410 |
| S1 |
0.9396 |
0.9401 |
|