CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9414 |
0.9346 |
-0.0068 |
-0.7% |
0.9485 |
| High |
0.9414 |
0.9399 |
-0.0015 |
-0.2% |
0.9715 |
| Low |
0.9354 |
0.9346 |
-0.0008 |
-0.1% |
0.9430 |
| Close |
0.9346 |
0.9394 |
0.0048 |
0.5% |
0.9436 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0285 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
8 |
11 |
3 |
37.5% |
1,465 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9519 |
0.9423 |
|
| R3 |
0.9486 |
0.9466 |
0.9409 |
|
| R2 |
0.9433 |
0.9433 |
0.9404 |
|
| R1 |
0.9413 |
0.9413 |
0.9399 |
0.9423 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9385 |
| S1 |
0.9360 |
0.9360 |
0.9389 |
0.9370 |
| S2 |
0.9327 |
0.9327 |
0.9384 |
|
| S3 |
0.9274 |
0.9307 |
0.9379 |
|
| S4 |
0.9221 |
0.9254 |
0.9365 |
|
|
| 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 |
0.9490 |
0.9346 |
0.0144 |
1.5% |
0.0058 |
0.6% |
33% |
False |
True |
110 |
| 10 |
0.9715 |
0.9346 |
0.0369 |
3.9% |
0.0066 |
0.7% |
13% |
False |
True |
166 |
| 20 |
0.9715 |
0.9346 |
0.0369 |
3.9% |
0.0056 |
0.6% |
13% |
False |
True |
156 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0041 |
0.4% |
20% |
False |
False |
600 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0029 |
0.3% |
16% |
False |
False |
409 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0023 |
0.2% |
11% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9538 |
|
1.618 |
0.9485 |
|
1.000 |
0.9452 |
|
0.618 |
0.9432 |
|
HIGH |
0.9399 |
|
0.618 |
0.9379 |
|
0.500 |
0.9373 |
|
0.382 |
0.9366 |
|
LOW |
0.9346 |
|
0.618 |
0.9313 |
|
1.000 |
0.9293 |
|
1.618 |
0.9260 |
|
2.618 |
0.9207 |
|
4.250 |
0.9121 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9387 |
0.9418 |
| PP |
0.9380 |
0.9410 |
| S1 |
0.9373 |
0.9402 |
|