CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
0.9367 |
0.9380 |
0.0013 |
0.1% |
0.9330 |
High |
0.9388 |
0.9380 |
-0.0008 |
-0.1% |
0.9390 |
Low |
0.9359 |
0.9313 |
-0.0046 |
-0.5% |
0.9312 |
Close |
0.9359 |
0.9307 |
-0.0052 |
-0.6% |
0.9359 |
Range |
0.0029 |
0.0067 |
0.0038 |
131.0% |
0.0078 |
ATR |
0.0060 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
Volume |
154 |
264 |
110 |
71.4% |
935 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9534 |
0.9488 |
0.9344 |
|
R3 |
0.9467 |
0.9421 |
0.9325 |
|
R2 |
0.9400 |
0.9400 |
0.9319 |
|
R1 |
0.9354 |
0.9354 |
0.9313 |
0.9344 |
PP |
0.9333 |
0.9333 |
0.9333 |
0.9328 |
S1 |
0.9287 |
0.9287 |
0.9301 |
0.9277 |
S2 |
0.9266 |
0.9266 |
0.9295 |
|
S3 |
0.9199 |
0.9220 |
0.9289 |
|
S4 |
0.9132 |
0.9153 |
0.9270 |
|
|
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 |
0.9388 |
0.9312 |
0.0076 |
0.8% |
0.0050 |
0.5% |
-7% |
False |
False |
232 |
10 |
0.9490 |
0.9312 |
0.0178 |
1.9% |
0.0055 |
0.6% |
-3% |
False |
False |
125 |
20 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0056 |
0.6% |
-1% |
False |
False |
152 |
40 |
0.9715 |
0.9312 |
0.0403 |
4.3% |
0.0047 |
0.5% |
-1% |
False |
False |
621 |
60 |
0.9803 |
0.9312 |
0.0491 |
5.3% |
0.0035 |
0.4% |
-1% |
False |
False |
429 |
80 |
0.9952 |
0.9312 |
0.0640 |
6.9% |
0.0026 |
0.3% |
-1% |
False |
False |
322 |
100 |
1.0401 |
0.9312 |
0.1089 |
11.7% |
0.0022 |
0.2% |
0% |
False |
False |
263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9665 |
2.618 |
0.9555 |
1.618 |
0.9488 |
1.000 |
0.9447 |
0.618 |
0.9421 |
HIGH |
0.9380 |
0.618 |
0.9354 |
0.500 |
0.9347 |
0.382 |
0.9339 |
LOW |
0.9313 |
0.618 |
0.9272 |
1.000 |
0.9246 |
1.618 |
0.9205 |
2.618 |
0.9138 |
4.250 |
0.9028 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9347 |
0.9350 |
PP |
0.9333 |
0.9336 |
S1 |
0.9320 |
0.9321 |
|