CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9485 |
0.9632 |
0.0147 |
1.5% |
0.9448 |
| High |
0.9485 |
0.9679 |
0.0194 |
2.0% |
0.9448 |
| Low |
0.9452 |
0.9619 |
0.0167 |
1.8% |
0.9388 |
| Close |
0.9509 |
0.9606 |
0.0097 |
1.0% |
0.9470 |
| Range |
0.0033 |
0.0060 |
0.0027 |
81.8% |
0.0060 |
| ATR |
0.0049 |
0.0057 |
0.0009 |
17.8% |
0.0000 |
| Volume |
606 |
287 |
-319 |
-52.6% |
419 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9770 |
0.9639 |
|
| R3 |
0.9755 |
0.9710 |
0.9623 |
|
| R2 |
0.9695 |
0.9695 |
0.9617 |
|
| R1 |
0.9650 |
0.9650 |
0.9612 |
0.9643 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9631 |
| S1 |
0.9590 |
0.9590 |
0.9601 |
0.9583 |
| S2 |
0.9575 |
0.9575 |
0.9595 |
|
| S3 |
0.9515 |
0.9530 |
0.9590 |
|
| S4 |
0.9455 |
0.9470 |
0.9573 |
|
|
| 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 |
0.9679 |
0.9388 |
0.0291 |
3.0% |
0.0037 |
0.4% |
75% |
True |
False |
242 |
| 10 |
0.9679 |
0.9388 |
0.0291 |
3.0% |
0.0033 |
0.3% |
75% |
True |
False |
187 |
| 20 |
0.9679 |
0.9315 |
0.0364 |
3.8% |
0.0040 |
0.4% |
80% |
True |
False |
139 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.1% |
0.0027 |
0.3% |
60% |
False |
False |
595 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.2% |
0.0020 |
0.2% |
59% |
False |
False |
399 |
| 80 |
1.0171 |
0.9313 |
0.0858 |
8.9% |
0.0016 |
0.2% |
34% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9836 |
|
1.618 |
0.9776 |
|
1.000 |
0.9739 |
|
0.618 |
0.9716 |
|
HIGH |
0.9679 |
|
0.618 |
0.9656 |
|
0.500 |
0.9649 |
|
0.382 |
0.9642 |
|
LOW |
0.9619 |
|
0.618 |
0.9582 |
|
1.000 |
0.9559 |
|
1.618 |
0.9522 |
|
2.618 |
0.9462 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9587 |
| PP |
0.9635 |
0.9567 |
| S1 |
0.9620 |
0.9548 |
|