CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9340 |
0.9367 |
0.0027 |
0.3% |
0.9330 |
| High |
0.9364 |
0.9388 |
0.0024 |
0.3% |
0.9390 |
| Low |
0.9312 |
0.9359 |
0.0047 |
0.5% |
0.9312 |
| Close |
0.9342 |
0.9359 |
0.0017 |
0.2% |
0.9359 |
| Range |
0.0052 |
0.0029 |
-0.0023 |
-44.2% |
0.0078 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
44 |
154 |
110 |
250.0% |
935 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9456 |
0.9436 |
0.9375 |
|
| R3 |
0.9427 |
0.9407 |
0.9367 |
|
| R2 |
0.9398 |
0.9398 |
0.9364 |
|
| R1 |
0.9378 |
0.9378 |
0.9362 |
0.9374 |
| PP |
0.9369 |
0.9369 |
0.9369 |
0.9366 |
| S1 |
0.9349 |
0.9349 |
0.9356 |
0.9345 |
| S2 |
0.9340 |
0.9340 |
0.9354 |
|
| S3 |
0.9311 |
0.9320 |
0.9351 |
|
| S4 |
0.9282 |
0.9291 |
0.9343 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9588 |
0.9551 |
0.9402 |
|
| R3 |
0.9510 |
0.9473 |
0.9380 |
|
| R2 |
0.9432 |
0.9432 |
0.9373 |
|
| R1 |
0.9395 |
0.9395 |
0.9366 |
0.9414 |
| PP |
0.9354 |
0.9354 |
0.9354 |
0.9363 |
| S1 |
0.9317 |
0.9317 |
0.9352 |
0.9336 |
| S2 |
0.9276 |
0.9276 |
0.9345 |
|
| S3 |
0.9198 |
0.9239 |
0.9338 |
|
| S4 |
0.9120 |
0.9161 |
0.9316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9390 |
0.9312 |
0.0078 |
0.8% |
0.0049 |
0.5% |
60% |
False |
False |
187 |
| 10 |
0.9490 |
0.9312 |
0.0178 |
1.9% |
0.0052 |
0.6% |
26% |
False |
False |
100 |
| 20 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0053 |
0.6% |
12% |
False |
False |
144 |
| 40 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0048 |
0.5% |
12% |
False |
False |
616 |
| 60 |
0.9803 |
0.9312 |
0.0491 |
5.2% |
0.0034 |
0.4% |
10% |
False |
False |
425 |
| 80 |
1.0014 |
0.9312 |
0.0702 |
7.5% |
0.0025 |
0.3% |
7% |
False |
False |
319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9464 |
|
1.618 |
0.9435 |
|
1.000 |
0.9417 |
|
0.618 |
0.9406 |
|
HIGH |
0.9388 |
|
0.618 |
0.9377 |
|
0.500 |
0.9374 |
|
0.382 |
0.9370 |
|
LOW |
0.9359 |
|
0.618 |
0.9341 |
|
1.000 |
0.9330 |
|
1.618 |
0.9312 |
|
2.618 |
0.9283 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9374 |
0.9356 |
| PP |
0.9369 |
0.9353 |
| S1 |
0.9364 |
0.9350 |
|