CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9396 |
0.0054 |
0.6% |
0.9455 |
| High |
0.9411 |
0.9406 |
-0.0005 |
-0.1% |
0.9565 |
| Low |
0.9323 |
0.9336 |
0.0013 |
0.1% |
0.9387 |
| Close |
0.9397 |
0.9378 |
-0.0019 |
-0.2% |
0.9409 |
| Range |
0.0088 |
0.0070 |
-0.0018 |
-20.5% |
0.0178 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
146,519 |
100,035 |
-46,484 |
-31.7% |
588,936 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9551 |
0.9417 |
|
| R3 |
0.9513 |
0.9481 |
0.9397 |
|
| R2 |
0.9443 |
0.9443 |
0.9391 |
|
| R1 |
0.9411 |
0.9411 |
0.9384 |
0.9392 |
| PP |
0.9373 |
0.9373 |
0.9373 |
0.9364 |
| S1 |
0.9341 |
0.9341 |
0.9372 |
0.9322 |
| S2 |
0.9303 |
0.9303 |
0.9365 |
|
| S3 |
0.9233 |
0.9271 |
0.9359 |
|
| S4 |
0.9163 |
0.9201 |
0.9340 |
|
|
| 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 |
0.9492 |
0.9316 |
0.0176 |
1.9% |
0.0095 |
1.0% |
35% |
False |
False |
137,152 |
| 10 |
0.9565 |
0.9284 |
0.0281 |
3.0% |
0.0107 |
1.1% |
33% |
False |
False |
139,566 |
| 20 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0091 |
1.0% |
40% |
False |
False |
124,735 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.7% |
0.0095 |
1.0% |
24% |
False |
False |
64,320 |
| 60 |
0.9901 |
0.9251 |
0.0650 |
6.9% |
0.0091 |
1.0% |
20% |
False |
False |
42,945 |
| 80 |
1.0290 |
0.9251 |
0.1039 |
11.1% |
0.0088 |
0.9% |
12% |
False |
False |
32,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9704 |
|
2.618 |
0.9589 |
|
1.618 |
0.9519 |
|
1.000 |
0.9476 |
|
0.618 |
0.9449 |
|
HIGH |
0.9406 |
|
0.618 |
0.9379 |
|
0.500 |
0.9371 |
|
0.382 |
0.9363 |
|
LOW |
0.9336 |
|
0.618 |
0.9293 |
|
1.000 |
0.9266 |
|
1.618 |
0.9223 |
|
2.618 |
0.9153 |
|
4.250 |
0.9039 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9386 |
| PP |
0.9373 |
0.9383 |
| S1 |
0.9371 |
0.9381 |
|