CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9304 |
-0.0006 |
-0.1% |
0.9330 |
| High |
0.9353 |
0.9304 |
-0.0049 |
-0.5% |
0.9390 |
| Low |
0.9296 |
0.9184 |
-0.0112 |
-1.2% |
0.9312 |
| Close |
0.9316 |
0.9198 |
-0.0118 |
-1.3% |
0.9359 |
| Range |
0.0057 |
0.0120 |
0.0063 |
110.5% |
0.0078 |
| ATR |
0.0060 |
0.0066 |
0.0005 |
8.5% |
0.0000 |
| Volume |
16 |
16 |
0 |
0.0% |
935 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9589 |
0.9513 |
0.9264 |
|
| R3 |
0.9469 |
0.9393 |
0.9231 |
|
| R2 |
0.9349 |
0.9349 |
0.9220 |
|
| R1 |
0.9273 |
0.9273 |
0.9209 |
0.9251 |
| PP |
0.9229 |
0.9229 |
0.9229 |
0.9218 |
| S1 |
0.9153 |
0.9153 |
0.9187 |
0.9131 |
| S2 |
0.9109 |
0.9109 |
0.9176 |
|
| S3 |
0.8989 |
0.9033 |
0.9165 |
|
| S4 |
0.8869 |
0.8913 |
0.9132 |
|
|
| 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 |
0.9184 |
0.0204 |
2.2% |
0.0065 |
0.7% |
7% |
False |
True |
98 |
| 10 |
0.9420 |
0.9184 |
0.0236 |
2.6% |
0.0058 |
0.6% |
6% |
False |
True |
127 |
| 20 |
0.9715 |
0.9184 |
0.0531 |
5.8% |
0.0061 |
0.7% |
3% |
False |
True |
146 |
| 40 |
0.9715 |
0.9184 |
0.0531 |
5.8% |
0.0050 |
0.5% |
3% |
False |
True |
118 |
| 60 |
0.9803 |
0.9184 |
0.0619 |
6.7% |
0.0038 |
0.4% |
2% |
False |
True |
428 |
| 80 |
0.9886 |
0.9184 |
0.0702 |
7.6% |
0.0029 |
0.3% |
2% |
False |
True |
322 |
| 100 |
1.0252 |
0.9184 |
0.1068 |
11.6% |
0.0023 |
0.3% |
1% |
False |
True |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9814 |
|
2.618 |
0.9618 |
|
1.618 |
0.9498 |
|
1.000 |
0.9424 |
|
0.618 |
0.9378 |
|
HIGH |
0.9304 |
|
0.618 |
0.9258 |
|
0.500 |
0.9244 |
|
0.382 |
0.9230 |
|
LOW |
0.9184 |
|
0.618 |
0.9110 |
|
1.000 |
0.9064 |
|
1.618 |
0.8990 |
|
2.618 |
0.8870 |
|
4.250 |
0.8674 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9244 |
0.9282 |
| PP |
0.9229 |
0.9254 |
| S1 |
0.9213 |
0.9226 |
|