CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9396 |
0.9372 |
-0.0024 |
-0.3% |
0.9410 |
| High |
0.9406 |
0.9499 |
0.0093 |
1.0% |
0.9499 |
| Low |
0.9336 |
0.9353 |
0.0017 |
0.2% |
0.9316 |
| Close |
0.9378 |
0.9418 |
0.0040 |
0.4% |
0.9418 |
| Range |
0.0070 |
0.0146 |
0.0076 |
108.6% |
0.0183 |
| ATR |
0.0097 |
0.0100 |
0.0004 |
3.6% |
0.0000 |
| Volume |
100,035 |
122,115 |
22,080 |
22.1% |
663,015 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9786 |
0.9498 |
|
| R3 |
0.9715 |
0.9640 |
0.9458 |
|
| R2 |
0.9569 |
0.9569 |
0.9445 |
|
| R1 |
0.9494 |
0.9494 |
0.9431 |
0.9532 |
| PP |
0.9423 |
0.9423 |
0.9423 |
0.9442 |
| S1 |
0.9348 |
0.9348 |
0.9405 |
0.9386 |
| S2 |
0.9277 |
0.9277 |
0.9391 |
|
| S3 |
0.9131 |
0.9202 |
0.9378 |
|
| S4 |
0.8985 |
0.9056 |
0.9338 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9872 |
0.9519 |
|
| R3 |
0.9777 |
0.9689 |
0.9468 |
|
| R2 |
0.9594 |
0.9594 |
0.9452 |
|
| R1 |
0.9506 |
0.9506 |
0.9435 |
0.9550 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9433 |
| S1 |
0.9323 |
0.9323 |
0.9401 |
0.9367 |
| S2 |
0.9228 |
0.9228 |
0.9384 |
|
| S3 |
0.9045 |
0.9140 |
0.9368 |
|
| S4 |
0.8862 |
0.8957 |
0.9317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9499 |
0.9316 |
0.0183 |
1.9% |
0.0103 |
1.1% |
56% |
True |
False |
132,603 |
| 10 |
0.9565 |
0.9316 |
0.0249 |
2.6% |
0.0108 |
1.1% |
41% |
False |
False |
140,756 |
| 20 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0093 |
1.0% |
53% |
False |
False |
128,230 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.7% |
0.0098 |
1.0% |
31% |
False |
False |
67,356 |
| 60 |
0.9832 |
0.9251 |
0.0581 |
6.2% |
0.0092 |
1.0% |
29% |
False |
False |
44,980 |
| 80 |
1.0290 |
0.9251 |
0.1039 |
11.0% |
0.0087 |
0.9% |
16% |
False |
False |
33,765 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0084 |
0.9% |
13% |
False |
False |
27,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0120 |
|
2.618 |
0.9881 |
|
1.618 |
0.9735 |
|
1.000 |
0.9645 |
|
0.618 |
0.9589 |
|
HIGH |
0.9499 |
|
0.618 |
0.9443 |
|
0.500 |
0.9426 |
|
0.382 |
0.9409 |
|
LOW |
0.9353 |
|
0.618 |
0.9263 |
|
1.000 |
0.9207 |
|
1.618 |
0.9117 |
|
2.618 |
0.8971 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9416 |
| PP |
0.9423 |
0.9413 |
| S1 |
0.9421 |
0.9411 |
|