CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9420 |
0.9330 |
-0.0090 |
-1.0% |
0.9448 |
| High |
0.9420 |
0.9390 |
-0.0030 |
-0.3% |
0.9490 |
| Low |
0.9381 |
0.9330 |
-0.0051 |
-0.5% |
0.9346 |
| Close |
0.9344 |
0.9380 |
0.0036 |
0.4% |
0.9344 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0144 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
29 |
38 |
9 |
31.0% |
65 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9523 |
0.9413 |
|
| R3 |
0.9487 |
0.9463 |
0.9397 |
|
| R2 |
0.9427 |
0.9427 |
0.9391 |
|
| R1 |
0.9403 |
0.9403 |
0.9386 |
0.9415 |
| PP |
0.9367 |
0.9367 |
0.9367 |
0.9373 |
| S1 |
0.9343 |
0.9343 |
0.9375 |
0.9355 |
| S2 |
0.9307 |
0.9307 |
0.9369 |
|
| S3 |
0.9247 |
0.9283 |
0.9364 |
|
| S4 |
0.9187 |
0.9223 |
0.9347 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9825 |
0.9729 |
0.9423 |
|
| R3 |
0.9681 |
0.9585 |
0.9384 |
|
| R2 |
0.9537 |
0.9537 |
0.9370 |
|
| R1 |
0.9441 |
0.9441 |
0.9357 |
0.9417 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9382 |
| S1 |
0.9297 |
0.9297 |
0.9331 |
0.9273 |
| S2 |
0.9249 |
0.9249 |
0.9318 |
|
| S3 |
0.9105 |
0.9153 |
0.9304 |
|
| S4 |
0.8961 |
0.9009 |
0.9265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9330 |
0.0160 |
1.7% |
0.0061 |
0.6% |
31% |
False |
True |
18 |
| 10 |
0.9715 |
0.9330 |
0.0385 |
4.1% |
0.0071 |
0.8% |
13% |
False |
True |
96 |
| 20 |
0.9715 |
0.9330 |
0.0385 |
4.1% |
0.0052 |
0.6% |
13% |
False |
True |
136 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0044 |
0.5% |
17% |
False |
False |
599 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0031 |
0.3% |
13% |
False |
False |
410 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0023 |
0.2% |
9% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9645 |
|
2.618 |
0.9547 |
|
1.618 |
0.9487 |
|
1.000 |
0.9450 |
|
0.618 |
0.9427 |
|
HIGH |
0.9390 |
|
0.618 |
0.9367 |
|
0.500 |
0.9360 |
|
0.382 |
0.9353 |
|
LOW |
0.9330 |
|
0.618 |
0.9293 |
|
1.000 |
0.9270 |
|
1.618 |
0.9233 |
|
2.618 |
0.9173 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9373 |
0.9378 |
| PP |
0.9367 |
0.9377 |
| S1 |
0.9360 |
0.9375 |
|