CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9304 |
0.9195 |
-0.0109 |
-1.2% |
0.9330 |
| High |
0.9304 |
0.9218 |
-0.0086 |
-0.9% |
0.9390 |
| Low |
0.9184 |
0.9194 |
0.0010 |
0.1% |
0.9312 |
| Close |
0.9198 |
0.9208 |
0.0010 |
0.1% |
0.9359 |
| Range |
0.0120 |
0.0024 |
-0.0096 |
-80.0% |
0.0078 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
16 |
87 |
71 |
443.8% |
935 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9279 |
0.9267 |
0.9221 |
|
| R3 |
0.9255 |
0.9243 |
0.9215 |
|
| R2 |
0.9231 |
0.9231 |
0.9212 |
|
| R1 |
0.9219 |
0.9219 |
0.9210 |
0.9225 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9210 |
| S1 |
0.9195 |
0.9195 |
0.9206 |
0.9201 |
| S2 |
0.9183 |
0.9183 |
0.9204 |
|
| S3 |
0.9159 |
0.9171 |
0.9201 |
|
| S4 |
0.9135 |
0.9147 |
0.9195 |
|
|
| 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% |
0.0059 |
0.6% |
12% |
False |
False |
107 |
| 10 |
0.9420 |
0.9184 |
0.0236 |
2.6% |
0.0055 |
0.6% |
10% |
False |
False |
134 |
| 20 |
0.9715 |
0.9184 |
0.0531 |
5.8% |
0.0061 |
0.7% |
5% |
False |
False |
150 |
| 40 |
0.9715 |
0.9184 |
0.0531 |
5.8% |
0.0051 |
0.6% |
5% |
False |
False |
121 |
| 60 |
0.9803 |
0.9184 |
0.0619 |
6.7% |
0.0038 |
0.4% |
4% |
False |
False |
429 |
| 80 |
0.9849 |
0.9184 |
0.0665 |
7.2% |
0.0029 |
0.3% |
4% |
False |
False |
324 |
| 100 |
1.0252 |
0.9184 |
0.1068 |
11.6% |
0.0024 |
0.3% |
2% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9320 |
|
2.618 |
0.9281 |
|
1.618 |
0.9257 |
|
1.000 |
0.9242 |
|
0.618 |
0.9233 |
|
HIGH |
0.9218 |
|
0.618 |
0.9209 |
|
0.500 |
0.9206 |
|
0.382 |
0.9203 |
|
LOW |
0.9194 |
|
0.618 |
0.9179 |
|
1.000 |
0.9170 |
|
1.618 |
0.9155 |
|
2.618 |
0.9131 |
|
4.250 |
0.9092 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9207 |
0.9269 |
| PP |
0.9207 |
0.9248 |
| S1 |
0.9206 |
0.9228 |
|