CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9379 |
0.9345 |
-0.0034 |
-0.4% |
0.9448 |
| High |
0.9379 |
0.9352 |
-0.0027 |
-0.3% |
0.9490 |
| Low |
0.9317 |
0.9312 |
-0.0005 |
-0.1% |
0.9346 |
| Close |
0.9327 |
0.9322 |
-0.0005 |
-0.1% |
0.9344 |
| Range |
0.0062 |
0.0040 |
-0.0022 |
-35.5% |
0.0144 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
253 |
446 |
193 |
76.3% |
65 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9425 |
0.9344 |
|
| R3 |
0.9409 |
0.9385 |
0.9333 |
|
| R2 |
0.9369 |
0.9369 |
0.9329 |
|
| R1 |
0.9345 |
0.9345 |
0.9326 |
0.9337 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9325 |
| S1 |
0.9305 |
0.9305 |
0.9318 |
0.9297 |
| S2 |
0.9289 |
0.9289 |
0.9315 |
|
| S3 |
0.9249 |
0.9265 |
0.9311 |
|
| S4 |
0.9209 |
0.9225 |
0.9300 |
|
|
| 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 |
0.9312 |
0.0108 |
1.2% |
0.0051 |
0.5% |
9% |
False |
True |
155 |
| 10 |
0.9598 |
0.9312 |
0.0286 |
3.1% |
0.0066 |
0.7% |
3% |
False |
True |
133 |
| 20 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0051 |
0.5% |
2% |
False |
True |
144 |
| 40 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0046 |
0.5% |
2% |
False |
True |
611 |
| 60 |
0.9812 |
0.9312 |
0.0500 |
5.4% |
0.0033 |
0.3% |
2% |
False |
True |
422 |
| 80 |
1.0025 |
0.9312 |
0.0713 |
7.6% |
0.0024 |
0.3% |
1% |
False |
True |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9522 |
|
2.618 |
0.9457 |
|
1.618 |
0.9417 |
|
1.000 |
0.9392 |
|
0.618 |
0.9377 |
|
HIGH |
0.9352 |
|
0.618 |
0.9337 |
|
0.500 |
0.9332 |
|
0.382 |
0.9327 |
|
LOW |
0.9312 |
|
0.618 |
0.9287 |
|
1.000 |
0.9272 |
|
1.618 |
0.9247 |
|
2.618 |
0.9207 |
|
4.250 |
0.9142 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9332 |
0.9351 |
| PP |
0.9329 |
0.9341 |
| S1 |
0.9325 |
0.9332 |
|