CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9420 |
0.9485 |
0.0065 |
0.7% |
0.9448 |
| High |
0.9429 |
0.9485 |
0.0056 |
0.6% |
0.9448 |
| Low |
0.9416 |
0.9452 |
0.0036 |
0.4% |
0.9388 |
| Close |
0.9470 |
0.9509 |
0.0039 |
0.4% |
0.9470 |
| Range |
0.0013 |
0.0033 |
0.0020 |
153.8% |
0.0060 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
159 |
606 |
447 |
281.1% |
419 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9581 |
0.9578 |
0.9527 |
|
| R3 |
0.9548 |
0.9545 |
0.9518 |
|
| R2 |
0.9515 |
0.9515 |
0.9515 |
|
| R1 |
0.9512 |
0.9512 |
0.9512 |
0.9514 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9483 |
| S1 |
0.9479 |
0.9479 |
0.9506 |
0.9481 |
| S2 |
0.9449 |
0.9449 |
0.9503 |
|
| S3 |
0.9416 |
0.9446 |
0.9500 |
|
| S4 |
0.9383 |
0.9413 |
0.9491 |
|
|
| 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 |
0.9485 |
0.9388 |
0.0097 |
1.0% |
0.0031 |
0.3% |
125% |
True |
False |
185 |
| 10 |
0.9590 |
0.9388 |
0.0202 |
2.1% |
0.0034 |
0.4% |
60% |
False |
False |
177 |
| 20 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0040 |
0.4% |
71% |
False |
False |
126 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0027 |
0.3% |
40% |
False |
False |
588 |
| 60 |
0.9849 |
0.9313 |
0.0536 |
5.6% |
0.0019 |
0.2% |
37% |
False |
False |
394 |
| 80 |
1.0171 |
0.9313 |
0.0858 |
9.0% |
0.0015 |
0.2% |
23% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9625 |
|
2.618 |
0.9571 |
|
1.618 |
0.9538 |
|
1.000 |
0.9518 |
|
0.618 |
0.9505 |
|
HIGH |
0.9485 |
|
0.618 |
0.9472 |
|
0.500 |
0.9469 |
|
0.382 |
0.9465 |
|
LOW |
0.9452 |
|
0.618 |
0.9432 |
|
1.000 |
0.9419 |
|
1.618 |
0.9399 |
|
2.618 |
0.9366 |
|
4.250 |
0.9312 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9496 |
0.9485 |
| PP |
0.9482 |
0.9461 |
| S1 |
0.9469 |
0.9437 |
|