CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9370 |
0.9342 |
-0.0028 |
-0.3% |
0.9455 |
| High |
0.9448 |
0.9411 |
-0.0037 |
-0.4% |
0.9565 |
| Low |
0.9333 |
0.9323 |
-0.0010 |
-0.1% |
0.9387 |
| Close |
0.9340 |
0.9397 |
0.0057 |
0.6% |
0.9409 |
| Range |
0.0115 |
0.0088 |
-0.0027 |
-23.5% |
0.0178 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
149,204 |
146,519 |
-2,685 |
-1.8% |
588,936 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9607 |
0.9445 |
|
| R3 |
0.9553 |
0.9519 |
0.9421 |
|
| R2 |
0.9465 |
0.9465 |
0.9413 |
|
| R1 |
0.9431 |
0.9431 |
0.9405 |
0.9448 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9386 |
| S1 |
0.9343 |
0.9343 |
0.9389 |
0.9360 |
| S2 |
0.9289 |
0.9289 |
0.9381 |
|
| S3 |
0.9201 |
0.9255 |
0.9373 |
|
| S4 |
0.9113 |
0.9167 |
0.9349 |
|
|
| 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 |
0.9493 |
0.9316 |
0.0177 |
1.9% |
0.0099 |
1.1% |
46% |
False |
False |
150,245 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0108 |
1.1% |
46% |
False |
False |
141,000 |
| 20 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0093 |
1.0% |
46% |
False |
False |
121,113 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.7% |
0.0095 |
1.0% |
27% |
False |
False |
61,829 |
| 60 |
0.9958 |
0.9251 |
0.0707 |
7.5% |
0.0090 |
1.0% |
21% |
False |
False |
41,278 |
| 80 |
1.0335 |
0.9251 |
0.1084 |
11.5% |
0.0089 |
0.9% |
13% |
False |
False |
30,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9785 |
|
2.618 |
0.9641 |
|
1.618 |
0.9553 |
|
1.000 |
0.9499 |
|
0.618 |
0.9465 |
|
HIGH |
0.9411 |
|
0.618 |
0.9377 |
|
0.500 |
0.9367 |
|
0.382 |
0.9357 |
|
LOW |
0.9323 |
|
0.618 |
0.9269 |
|
1.000 |
0.9235 |
|
1.618 |
0.9181 |
|
2.618 |
0.9093 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9387 |
0.9392 |
| PP |
0.9377 |
0.9387 |
| S1 |
0.9367 |
0.9382 |
|