CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
0.9345 |
0.9340 |
-0.0005 |
-0.1% |
0.9448 |
High |
0.9352 |
0.9364 |
0.0012 |
0.1% |
0.9490 |
Low |
0.9312 |
0.9312 |
0.0000 |
0.0% |
0.9346 |
Close |
0.9322 |
0.9342 |
0.0020 |
0.2% |
0.9344 |
Range |
0.0040 |
0.0052 |
0.0012 |
30.0% |
0.0144 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
446 |
44 |
-402 |
-90.1% |
65 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9495 |
0.9471 |
0.9371 |
|
R3 |
0.9443 |
0.9419 |
0.9356 |
|
R2 |
0.9391 |
0.9391 |
0.9352 |
|
R1 |
0.9367 |
0.9367 |
0.9347 |
0.9379 |
PP |
0.9339 |
0.9339 |
0.9339 |
0.9346 |
S1 |
0.9315 |
0.9315 |
0.9337 |
0.9327 |
S2 |
0.9287 |
0.9287 |
0.9332 |
|
S3 |
0.9235 |
0.9263 |
0.9328 |
|
S4 |
0.9183 |
0.9211 |
0.9313 |
|
|
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% |
28% |
False |
True |
162 |
10 |
0.9490 |
0.9312 |
0.0178 |
1.9% |
0.0055 |
0.6% |
17% |
False |
True |
136 |
20 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0051 |
0.5% |
7% |
False |
True |
141 |
40 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0047 |
0.5% |
7% |
False |
True |
612 |
60 |
0.9812 |
0.9312 |
0.0500 |
5.4% |
0.0033 |
0.4% |
6% |
False |
True |
422 |
80 |
1.0025 |
0.9312 |
0.0713 |
7.6% |
0.0025 |
0.3% |
4% |
False |
True |
317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9585 |
2.618 |
0.9500 |
1.618 |
0.9448 |
1.000 |
0.9416 |
0.618 |
0.9396 |
HIGH |
0.9364 |
0.618 |
0.9344 |
0.500 |
0.9338 |
0.382 |
0.9332 |
LOW |
0.9312 |
0.618 |
0.9280 |
1.000 |
0.9260 |
1.618 |
0.9228 |
2.618 |
0.9176 |
4.250 |
0.9091 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9341 |
0.9346 |
PP |
0.9339 |
0.9344 |
S1 |
0.9338 |
0.9343 |
|