CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
0.9455 |
0.9467 |
0.0012 |
0.1% |
0.9365 |
High |
0.9565 |
0.9545 |
-0.0020 |
-0.2% |
0.9492 |
Low |
0.9432 |
0.9438 |
0.0006 |
0.1% |
0.9251 |
Close |
0.9471 |
0.9472 |
0.0001 |
0.0% |
0.9452 |
Range |
0.0133 |
0.0107 |
-0.0026 |
-19.5% |
0.0241 |
ATR |
0.0098 |
0.0099 |
0.0001 |
0.6% |
0.0000 |
Volume |
153,995 |
124,581 |
-29,414 |
-19.1% |
639,150 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9806 |
0.9746 |
0.9531 |
|
R3 |
0.9699 |
0.9639 |
0.9501 |
|
R2 |
0.9592 |
0.9592 |
0.9492 |
|
R1 |
0.9532 |
0.9532 |
0.9482 |
0.9562 |
PP |
0.9485 |
0.9485 |
0.9485 |
0.9500 |
S1 |
0.9425 |
0.9425 |
0.9462 |
0.9455 |
S2 |
0.9378 |
0.9378 |
0.9452 |
|
S3 |
0.9271 |
0.9318 |
0.9443 |
|
S4 |
0.9164 |
0.9211 |
0.9413 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0121 |
1.0028 |
0.9585 |
|
R3 |
0.9880 |
0.9787 |
0.9518 |
|
R2 |
0.9639 |
0.9639 |
0.9496 |
|
R1 |
0.9546 |
0.9546 |
0.9474 |
0.9593 |
PP |
0.9398 |
0.9398 |
0.9398 |
0.9422 |
S1 |
0.9305 |
0.9305 |
0.9430 |
0.9352 |
S2 |
0.9157 |
0.9157 |
0.9408 |
|
S3 |
0.8916 |
0.9064 |
0.9386 |
|
S4 |
0.8675 |
0.8823 |
0.9319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0117 |
1.2% |
70% |
False |
False |
131,755 |
10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0095 |
1.0% |
70% |
False |
False |
125,912 |
20 |
0.9632 |
0.9251 |
0.0381 |
4.0% |
0.0098 |
1.0% |
58% |
False |
False |
85,541 |
40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0096 |
1.0% |
41% |
False |
False |
43,079 |
60 |
1.0062 |
0.9251 |
0.0811 |
8.6% |
0.0086 |
0.9% |
27% |
False |
False |
28,759 |
80 |
1.0505 |
0.9251 |
0.1254 |
13.2% |
0.0091 |
1.0% |
18% |
False |
False |
21,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0000 |
2.618 |
0.9825 |
1.618 |
0.9718 |
1.000 |
0.9652 |
0.618 |
0.9611 |
HIGH |
0.9545 |
0.618 |
0.9504 |
0.500 |
0.9492 |
0.382 |
0.9479 |
LOW |
0.9438 |
0.618 |
0.9372 |
1.000 |
0.9331 |
1.618 |
0.9265 |
2.618 |
0.9158 |
4.250 |
0.8983 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9492 |
0.9470 |
PP |
0.9485 |
0.9468 |
S1 |
0.9479 |
0.9466 |
|