CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9598 |
0.9487 |
-0.0111 |
-1.2% |
0.9485 |
| High |
0.9598 |
0.9489 |
-0.0109 |
-1.1% |
0.9715 |
| Low |
0.9436 |
0.9430 |
-0.0006 |
-0.1% |
0.9430 |
| Close |
0.9455 |
0.9436 |
-0.0019 |
-0.2% |
0.9436 |
| Range |
0.0162 |
0.0059 |
-0.0103 |
-63.6% |
0.0285 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
17 |
514 |
497 |
2,923.5% |
1,465 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9629 |
0.9591 |
0.9468 |
|
| R3 |
0.9570 |
0.9532 |
0.9452 |
|
| R2 |
0.9511 |
0.9511 |
0.9447 |
|
| R1 |
0.9473 |
0.9473 |
0.9441 |
0.9463 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9446 |
| S1 |
0.9414 |
0.9414 |
0.9431 |
0.9404 |
| S2 |
0.9393 |
0.9393 |
0.9425 |
|
| S3 |
0.9334 |
0.9355 |
0.9420 |
|
| S4 |
0.9275 |
0.9296 |
0.9404 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0194 |
0.9593 |
|
| R3 |
1.0097 |
0.9909 |
0.9514 |
|
| R2 |
0.9812 |
0.9812 |
0.9488 |
|
| R1 |
0.9624 |
0.9624 |
0.9462 |
0.9576 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9503 |
| S1 |
0.9339 |
0.9339 |
0.9410 |
0.9291 |
| S2 |
0.9242 |
0.9242 |
0.9384 |
|
| S3 |
0.8957 |
0.9054 |
0.9358 |
|
| S4 |
0.8672 |
0.8769 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9715 |
0.9430 |
0.0285 |
3.0% |
0.0083 |
0.9% |
2% |
False |
True |
293 |
| 10 |
0.9715 |
0.9388 |
0.0327 |
3.5% |
0.0054 |
0.6% |
15% |
False |
False |
188 |
| 20 |
0.9715 |
0.9315 |
0.0400 |
4.2% |
0.0051 |
0.5% |
30% |
False |
False |
160 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0035 |
0.4% |
25% |
False |
False |
610 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0025 |
0.3% |
25% |
False |
False |
409 |
| 80 |
1.0141 |
0.9313 |
0.0828 |
8.8% |
0.0020 |
0.2% |
15% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9643 |
|
1.618 |
0.9584 |
|
1.000 |
0.9548 |
|
0.618 |
0.9525 |
|
HIGH |
0.9489 |
|
0.618 |
0.9466 |
|
0.500 |
0.9460 |
|
0.382 |
0.9453 |
|
LOW |
0.9430 |
|
0.618 |
0.9394 |
|
1.000 |
0.9371 |
|
1.618 |
0.9335 |
|
2.618 |
0.9276 |
|
4.250 |
0.9179 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9460 |
0.9573 |
| PP |
0.9452 |
0.9527 |
| S1 |
0.9444 |
0.9482 |
|