CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
0.9645 |
0.9598 |
-0.0047 |
-0.5% |
0.9448 |
High |
0.9715 |
0.9598 |
-0.0117 |
-1.2% |
0.9448 |
Low |
0.9615 |
0.9436 |
-0.0179 |
-1.9% |
0.9388 |
Close |
0.9613 |
0.9455 |
-0.0158 |
-1.6% |
0.9470 |
Range |
0.0100 |
0.0162 |
0.0062 |
62.0% |
0.0060 |
ATR |
0.0061 |
0.0069 |
0.0008 |
13.6% |
0.0000 |
Volume |
41 |
17 |
-24 |
-58.5% |
419 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9982 |
0.9881 |
0.9544 |
|
R3 |
0.9820 |
0.9719 |
0.9500 |
|
R2 |
0.9658 |
0.9658 |
0.9485 |
|
R1 |
0.9557 |
0.9557 |
0.9470 |
0.9527 |
PP |
0.9496 |
0.9496 |
0.9496 |
0.9481 |
S1 |
0.9395 |
0.9395 |
0.9440 |
0.9365 |
S2 |
0.9334 |
0.9334 |
0.9425 |
|
S3 |
0.9172 |
0.9233 |
0.9410 |
|
S4 |
0.9010 |
0.9071 |
0.9366 |
|
|
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 |
0.9416 |
0.0299 |
3.2% |
0.0074 |
0.8% |
13% |
False |
False |
222 |
10 |
0.9715 |
0.9388 |
0.0327 |
3.5% |
0.0048 |
0.5% |
20% |
False |
False |
146 |
20 |
0.9715 |
0.9315 |
0.0400 |
4.2% |
0.0050 |
0.5% |
35% |
False |
False |
140 |
40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0034 |
0.4% |
29% |
False |
False |
597 |
60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0024 |
0.3% |
28% |
False |
False |
400 |
80 |
1.0169 |
0.9313 |
0.0856 |
9.1% |
0.0019 |
0.2% |
17% |
False |
False |
300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0287 |
2.618 |
1.0022 |
1.618 |
0.9860 |
1.000 |
0.9760 |
0.618 |
0.9698 |
HIGH |
0.9598 |
0.618 |
0.9536 |
0.500 |
0.9517 |
0.382 |
0.9498 |
LOW |
0.9436 |
0.618 |
0.9336 |
1.000 |
0.9274 |
1.618 |
0.9174 |
2.618 |
0.9012 |
4.250 |
0.8748 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9517 |
0.9576 |
PP |
0.9496 |
0.9535 |
S1 |
0.9476 |
0.9495 |
|