CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9411 |
0.9420 |
0.0009 |
0.1% |
0.9448 |
| High |
0.9429 |
0.9429 |
0.0000 |
0.0% |
0.9448 |
| Low |
0.9388 |
0.9416 |
0.0028 |
0.3% |
0.9388 |
| Close |
0.9430 |
0.9470 |
0.0040 |
0.4% |
0.9470 |
| Range |
0.0041 |
0.0013 |
-0.0028 |
-68.3% |
0.0060 |
| ATR |
0.0053 |
0.0050 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
4 |
159 |
155 |
3,875.0% |
419 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9477 |
0.9487 |
0.9477 |
|
| R3 |
0.9464 |
0.9474 |
0.9474 |
|
| R2 |
0.9451 |
0.9451 |
0.9472 |
|
| R1 |
0.9461 |
0.9461 |
0.9471 |
0.9456 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9436 |
| S1 |
0.9448 |
0.9448 |
0.9469 |
0.9443 |
| S2 |
0.9425 |
0.9425 |
0.9468 |
|
| S3 |
0.9412 |
0.9435 |
0.9466 |
|
| S4 |
0.9399 |
0.9422 |
0.9463 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9603 |
0.9503 |
|
| R3 |
0.9555 |
0.9543 |
0.9487 |
|
| R2 |
0.9495 |
0.9495 |
0.9481 |
|
| R1 |
0.9483 |
0.9483 |
0.9476 |
0.9489 |
| PP |
0.9435 |
0.9435 |
0.9435 |
0.9439 |
| S1 |
0.9423 |
0.9423 |
0.9465 |
0.9429 |
| S2 |
0.9375 |
0.9375 |
0.9459 |
|
| S3 |
0.9315 |
0.9363 |
0.9454 |
|
| S4 |
0.9255 |
0.9303 |
0.9437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9448 |
0.9388 |
0.0060 |
0.6% |
0.0024 |
0.3% |
137% |
False |
False |
83 |
| 10 |
0.9590 |
0.9388 |
0.0202 |
2.1% |
0.0039 |
0.4% |
41% |
False |
False |
153 |
| 20 |
0.9590 |
0.9313 |
0.0277 |
2.9% |
0.0040 |
0.4% |
57% |
False |
False |
96 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0026 |
0.3% |
32% |
False |
False |
573 |
| 60 |
0.9849 |
0.9313 |
0.0536 |
5.7% |
0.0019 |
0.2% |
29% |
False |
False |
384 |
| 80 |
1.0171 |
0.9313 |
0.0858 |
9.1% |
0.0014 |
0.2% |
18% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9484 |
|
2.618 |
0.9463 |
|
1.618 |
0.9450 |
|
1.000 |
0.9442 |
|
0.618 |
0.9437 |
|
HIGH |
0.9429 |
|
0.618 |
0.9424 |
|
0.500 |
0.9423 |
|
0.382 |
0.9421 |
|
LOW |
0.9416 |
|
0.618 |
0.9408 |
|
1.000 |
0.9403 |
|
1.618 |
0.9395 |
|
2.618 |
0.9382 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9454 |
0.9450 |
| PP |
0.9438 |
0.9429 |
| S1 |
0.9423 |
0.9409 |
|