CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9370 |
-0.0040 |
-0.4% |
0.9455 |
| High |
0.9412 |
0.9448 |
0.0036 |
0.4% |
0.9565 |
| Low |
0.9316 |
0.9333 |
0.0017 |
0.2% |
0.9387 |
| Close |
0.9385 |
0.9340 |
-0.0045 |
-0.5% |
0.9409 |
| Range |
0.0096 |
0.0115 |
0.0019 |
19.8% |
0.0178 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.2% |
0.0000 |
| Volume |
145,142 |
149,204 |
4,062 |
2.8% |
588,936 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9644 |
0.9403 |
|
| R3 |
0.9604 |
0.9529 |
0.9372 |
|
| R2 |
0.9489 |
0.9489 |
0.9361 |
|
| R1 |
0.9414 |
0.9414 |
0.9351 |
0.9394 |
| PP |
0.9374 |
0.9374 |
0.9374 |
0.9364 |
| S1 |
0.9299 |
0.9299 |
0.9329 |
0.9279 |
| S2 |
0.9259 |
0.9259 |
0.9319 |
|
| S3 |
0.9144 |
0.9184 |
0.9308 |
|
| S4 |
0.9029 |
0.9069 |
0.9277 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9876 |
0.9507 |
|
| R3 |
0.9810 |
0.9698 |
0.9458 |
|
| R2 |
0.9632 |
0.9632 |
0.9442 |
|
| R1 |
0.9520 |
0.9520 |
0.9425 |
0.9487 |
| PP |
0.9454 |
0.9454 |
0.9454 |
0.9437 |
| S1 |
0.9342 |
0.9342 |
0.9393 |
0.9309 |
| S2 |
0.9276 |
0.9276 |
0.9376 |
|
| S3 |
0.9098 |
0.9164 |
0.9360 |
|
| S4 |
0.8920 |
0.8986 |
0.9311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9545 |
0.9316 |
0.0229 |
2.5% |
0.0103 |
1.1% |
10% |
False |
False |
145,857 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.4% |
0.0107 |
1.1% |
28% |
False |
False |
138,819 |
| 20 |
0.9565 |
0.9251 |
0.0314 |
3.4% |
0.0094 |
1.0% |
28% |
False |
False |
114,970 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.7% |
0.0096 |
1.0% |
17% |
False |
False |
58,172 |
| 60 |
0.9958 |
0.9251 |
0.0707 |
7.6% |
0.0089 |
0.9% |
13% |
False |
False |
38,836 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0092 |
1.0% |
7% |
False |
False |
29,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9937 |
|
2.618 |
0.9749 |
|
1.618 |
0.9634 |
|
1.000 |
0.9563 |
|
0.618 |
0.9519 |
|
HIGH |
0.9448 |
|
0.618 |
0.9404 |
|
0.500 |
0.9391 |
|
0.382 |
0.9377 |
|
LOW |
0.9333 |
|
0.618 |
0.9262 |
|
1.000 |
0.9218 |
|
1.618 |
0.9147 |
|
2.618 |
0.9032 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9391 |
0.9404 |
| PP |
0.9374 |
0.9383 |
| S1 |
0.9357 |
0.9361 |
|