CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9474 |
0.9486 |
0.0012 |
0.1% |
0.9365 |
| High |
0.9493 |
0.9492 |
-0.0001 |
0.0% |
0.9492 |
| Low |
0.9403 |
0.9387 |
-0.0016 |
-0.2% |
0.9251 |
| Close |
0.9475 |
0.9409 |
-0.0066 |
-0.7% |
0.9452 |
| Range |
0.0090 |
0.0105 |
0.0015 |
16.7% |
0.0241 |
| ATR |
0.0098 |
0.0099 |
0.0000 |
0.5% |
0.0000 |
| Volume |
165,498 |
144,862 |
-20,636 |
-12.5% |
639,150 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9744 |
0.9682 |
0.9467 |
|
| R3 |
0.9639 |
0.9577 |
0.9438 |
|
| R2 |
0.9534 |
0.9534 |
0.9428 |
|
| R1 |
0.9472 |
0.9472 |
0.9419 |
0.9451 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9419 |
| S1 |
0.9367 |
0.9367 |
0.9399 |
0.9346 |
| S2 |
0.9324 |
0.9324 |
0.9390 |
|
| S3 |
0.9219 |
0.9262 |
0.9380 |
|
| S4 |
0.9114 |
0.9157 |
0.9351 |
|
|
| 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 |
0.9367 |
0.0198 |
2.1% |
0.0112 |
1.2% |
21% |
False |
False |
148,909 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0103 |
1.1% |
50% |
False |
False |
135,953 |
| 20 |
0.9632 |
0.9251 |
0.0381 |
4.0% |
0.0098 |
1.0% |
41% |
False |
False |
100,837 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0095 |
1.0% |
29% |
False |
False |
50,825 |
| 60 |
0.9989 |
0.9251 |
0.0738 |
7.8% |
0.0087 |
0.9% |
21% |
False |
False |
33,931 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0092 |
1.0% |
13% |
False |
False |
25,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9938 |
|
2.618 |
0.9767 |
|
1.618 |
0.9662 |
|
1.000 |
0.9597 |
|
0.618 |
0.9557 |
|
HIGH |
0.9492 |
|
0.618 |
0.9452 |
|
0.500 |
0.9440 |
|
0.382 |
0.9427 |
|
LOW |
0.9387 |
|
0.618 |
0.9322 |
|
1.000 |
0.9282 |
|
1.618 |
0.9217 |
|
2.618 |
0.9112 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9440 |
0.9466 |
| PP |
0.9429 |
0.9447 |
| S1 |
0.9419 |
0.9428 |
|