CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9380 |
0.9310 |
-0.0070 |
-0.7% |
0.9330 |
| High |
0.9380 |
0.9353 |
-0.0027 |
-0.3% |
0.9390 |
| Low |
0.9313 |
0.9296 |
-0.0017 |
-0.2% |
0.9312 |
| Close |
0.9307 |
0.9316 |
0.0009 |
0.1% |
0.9359 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0078 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
264 |
16 |
-248 |
-93.9% |
935 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9493 |
0.9461 |
0.9347 |
|
| R3 |
0.9436 |
0.9404 |
0.9332 |
|
| R2 |
0.9379 |
0.9379 |
0.9326 |
|
| R1 |
0.9347 |
0.9347 |
0.9321 |
0.9363 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9330 |
| S1 |
0.9290 |
0.9290 |
0.9311 |
0.9306 |
| S2 |
0.9265 |
0.9265 |
0.9306 |
|
| S3 |
0.9208 |
0.9233 |
0.9300 |
|
| S4 |
0.9151 |
0.9176 |
0.9285 |
|
|
| 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 |
0.9296 |
0.0092 |
1.0% |
0.0049 |
0.5% |
22% |
False |
True |
184 |
| 10 |
0.9420 |
0.9296 |
0.0124 |
1.3% |
0.0052 |
0.6% |
16% |
False |
True |
126 |
| 20 |
0.9715 |
0.9296 |
0.0419 |
4.5% |
0.0057 |
0.6% |
5% |
False |
True |
153 |
| 40 |
0.9715 |
0.9296 |
0.0419 |
4.5% |
0.0047 |
0.5% |
5% |
False |
True |
621 |
| 60 |
0.9803 |
0.9296 |
0.0507 |
5.4% |
0.0036 |
0.4% |
4% |
False |
True |
429 |
| 80 |
0.9952 |
0.9296 |
0.0656 |
7.0% |
0.0027 |
0.3% |
3% |
False |
True |
322 |
| 100 |
1.0401 |
0.9296 |
0.1105 |
11.9% |
0.0022 |
0.2% |
2% |
False |
True |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9595 |
|
2.618 |
0.9502 |
|
1.618 |
0.9445 |
|
1.000 |
0.9410 |
|
0.618 |
0.9388 |
|
HIGH |
0.9353 |
|
0.618 |
0.9331 |
|
0.500 |
0.9325 |
|
0.382 |
0.9318 |
|
LOW |
0.9296 |
|
0.618 |
0.9261 |
|
1.000 |
0.9239 |
|
1.618 |
0.9204 |
|
2.618 |
0.9147 |
|
4.250 |
0.9054 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9325 |
0.9342 |
| PP |
0.9322 |
0.9333 |
| S1 |
0.9319 |
0.9325 |
|