CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9448 |
0.9490 |
0.0042 |
0.4% |
0.9485 |
| High |
0.9448 |
0.9490 |
0.0042 |
0.4% |
0.9715 |
| Low |
0.9420 |
0.9398 |
-0.0022 |
-0.2% |
0.9430 |
| Close |
0.9450 |
0.9408 |
-0.0042 |
-0.4% |
0.9436 |
| Range |
0.0028 |
0.0092 |
0.0064 |
228.6% |
0.0285 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.9% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
1,465 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9708 |
0.9650 |
0.9459 |
|
| R3 |
0.9616 |
0.9558 |
0.9433 |
|
| R2 |
0.9524 |
0.9524 |
0.9425 |
|
| R1 |
0.9466 |
0.9466 |
0.9416 |
0.9449 |
| PP |
0.9432 |
0.9432 |
0.9432 |
0.9424 |
| S1 |
0.9374 |
0.9374 |
0.9400 |
0.9357 |
| S2 |
0.9340 |
0.9340 |
0.9391 |
|
| S3 |
0.9248 |
0.9282 |
0.9383 |
|
| S4 |
0.9156 |
0.9190 |
0.9357 |
|
|
| 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 |
0.9398 |
0.0317 |
3.4% |
0.0088 |
0.9% |
3% |
False |
True |
117 |
| 10 |
0.9715 |
0.9388 |
0.0327 |
3.5% |
0.0063 |
0.7% |
6% |
False |
False |
180 |
| 20 |
0.9715 |
0.9315 |
0.0400 |
4.3% |
0.0054 |
0.6% |
23% |
False |
False |
157 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0038 |
0.4% |
24% |
False |
False |
610 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0027 |
0.3% |
19% |
False |
False |
409 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0021 |
0.2% |
13% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9731 |
|
1.618 |
0.9639 |
|
1.000 |
0.9582 |
|
0.618 |
0.9547 |
|
HIGH |
0.9490 |
|
0.618 |
0.9455 |
|
0.500 |
0.9444 |
|
0.382 |
0.9433 |
|
LOW |
0.9398 |
|
0.618 |
0.9341 |
|
1.000 |
0.9306 |
|
1.618 |
0.9249 |
|
2.618 |
0.9157 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9444 |
0.9444 |
| PP |
0.9432 |
0.9432 |
| S1 |
0.9420 |
0.9420 |
|