CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9330 |
0.9379 |
0.0049 |
0.5% |
0.9448 |
| High |
0.9390 |
0.9379 |
-0.0011 |
-0.1% |
0.9490 |
| Low |
0.9330 |
0.9317 |
-0.0013 |
-0.1% |
0.9346 |
| Close |
0.9380 |
0.9327 |
-0.0053 |
-0.6% |
0.9344 |
| Range |
0.0060 |
0.0062 |
0.0002 |
3.3% |
0.0144 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
38 |
253 |
215 |
565.8% |
65 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9527 |
0.9489 |
0.9361 |
|
| R3 |
0.9465 |
0.9427 |
0.9344 |
|
| R2 |
0.9403 |
0.9403 |
0.9338 |
|
| R1 |
0.9365 |
0.9365 |
0.9333 |
0.9353 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9335 |
| S1 |
0.9303 |
0.9303 |
0.9321 |
0.9291 |
| S2 |
0.9279 |
0.9279 |
0.9316 |
|
| S3 |
0.9217 |
0.9241 |
0.9310 |
|
| S4 |
0.9155 |
0.9179 |
0.9293 |
|
|
| 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 |
0.9420 |
0.9317 |
0.0103 |
1.1% |
0.0055 |
0.6% |
10% |
False |
True |
67 |
| 10 |
0.9715 |
0.9317 |
0.0398 |
4.3% |
0.0072 |
0.8% |
3% |
False |
True |
92 |
| 20 |
0.9715 |
0.9317 |
0.0398 |
4.3% |
0.0052 |
0.6% |
3% |
False |
True |
140 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0045 |
0.5% |
3% |
False |
False |
604 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.4% |
0.0032 |
0.3% |
3% |
False |
False |
414 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0024 |
0.3% |
2% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9643 |
|
2.618 |
0.9541 |
|
1.618 |
0.9479 |
|
1.000 |
0.9441 |
|
0.618 |
0.9417 |
|
HIGH |
0.9379 |
|
0.618 |
0.9355 |
|
0.500 |
0.9348 |
|
0.382 |
0.9341 |
|
LOW |
0.9317 |
|
0.618 |
0.9279 |
|
1.000 |
0.9255 |
|
1.618 |
0.9217 |
|
2.618 |
0.9155 |
|
4.250 |
0.9054 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9348 |
0.9369 |
| PP |
0.9341 |
0.9355 |
| S1 |
0.9334 |
0.9341 |
|