CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9414 |
-0.0076 |
-0.8% |
0.9485 |
| High |
0.9490 |
0.9414 |
-0.0076 |
-0.8% |
0.9715 |
| Low |
0.9398 |
0.9354 |
-0.0044 |
-0.5% |
0.9430 |
| Close |
0.9408 |
0.9346 |
-0.0062 |
-0.7% |
0.9436 |
| Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0285 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
7 |
8 |
1 |
14.3% |
1,465 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9509 |
0.9379 |
|
| R3 |
0.9491 |
0.9449 |
0.9363 |
|
| R2 |
0.9431 |
0.9431 |
0.9357 |
|
| R1 |
0.9389 |
0.9389 |
0.9352 |
0.9380 |
| PP |
0.9371 |
0.9371 |
0.9371 |
0.9367 |
| S1 |
0.9329 |
0.9329 |
0.9341 |
0.9320 |
| S2 |
0.9311 |
0.9311 |
0.9335 |
|
| S3 |
0.9251 |
0.9269 |
0.9330 |
|
| S4 |
0.9191 |
0.9209 |
0.9313 |
|
|
| 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 |
0.9598 |
0.9354 |
0.0244 |
2.6% |
0.0080 |
0.9% |
-3% |
False |
True |
111 |
| 10 |
0.9715 |
0.9354 |
0.0361 |
3.9% |
0.0065 |
0.7% |
-2% |
False |
True |
165 |
| 20 |
0.9715 |
0.9354 |
0.0361 |
3.9% |
0.0055 |
0.6% |
-2% |
False |
True |
157 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0040 |
0.4% |
8% |
False |
False |
610 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0028 |
0.3% |
7% |
False |
False |
409 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0022 |
0.2% |
5% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9669 |
|
2.618 |
0.9571 |
|
1.618 |
0.9511 |
|
1.000 |
0.9474 |
|
0.618 |
0.9451 |
|
HIGH |
0.9414 |
|
0.618 |
0.9391 |
|
0.500 |
0.9384 |
|
0.382 |
0.9377 |
|
LOW |
0.9354 |
|
0.618 |
0.9317 |
|
1.000 |
0.9294 |
|
1.618 |
0.9257 |
|
2.618 |
0.9197 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9384 |
0.9422 |
| PP |
0.9371 |
0.9397 |
| S1 |
0.9359 |
0.9371 |
|