CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9632 |
0.9645 |
0.0013 |
0.1% |
0.9448 |
| High |
0.9679 |
0.9715 |
0.0036 |
0.4% |
0.9448 |
| Low |
0.9619 |
0.9615 |
-0.0004 |
0.0% |
0.9388 |
| Close |
0.9606 |
0.9613 |
0.0007 |
0.1% |
0.9470 |
| Range |
0.0060 |
0.0100 |
0.0040 |
66.7% |
0.0060 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
6.4% |
0.0000 |
| Volume |
287 |
41 |
-246 |
-85.7% |
419 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9880 |
0.9668 |
|
| R3 |
0.9848 |
0.9780 |
0.9641 |
|
| R2 |
0.9748 |
0.9748 |
0.9631 |
|
| R1 |
0.9680 |
0.9680 |
0.9622 |
0.9664 |
| PP |
0.9648 |
0.9648 |
0.9648 |
0.9640 |
| S1 |
0.9580 |
0.9580 |
0.9604 |
0.9564 |
| S2 |
0.9548 |
0.9548 |
0.9595 |
|
| S3 |
0.9448 |
0.9480 |
0.9586 |
|
| S4 |
0.9348 |
0.9380 |
0.9558 |
|
|
| 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 |
0.9715 |
0.9388 |
0.0327 |
3.4% |
0.0049 |
0.5% |
69% |
True |
False |
219 |
| 10 |
0.9715 |
0.9388 |
0.0327 |
3.4% |
0.0037 |
0.4% |
69% |
True |
False |
155 |
| 20 |
0.9715 |
0.9315 |
0.0400 |
4.2% |
0.0043 |
0.4% |
75% |
True |
False |
140 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.1% |
0.0030 |
0.3% |
61% |
False |
False |
596 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.2% |
0.0022 |
0.2% |
60% |
False |
False |
400 |
| 80 |
1.0169 |
0.9313 |
0.0856 |
8.9% |
0.0017 |
0.2% |
35% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
0.9977 |
|
1.618 |
0.9877 |
|
1.000 |
0.9815 |
|
0.618 |
0.9777 |
|
HIGH |
0.9715 |
|
0.618 |
0.9677 |
|
0.500 |
0.9665 |
|
0.382 |
0.9653 |
|
LOW |
0.9615 |
|
0.618 |
0.9553 |
|
1.000 |
0.9515 |
|
1.618 |
0.9453 |
|
2.618 |
0.9353 |
|
4.250 |
0.9190 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9603 |
| PP |
0.9648 |
0.9593 |
| S1 |
0.9630 |
0.9584 |
|