CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9458 |
0.0086 |
0.9% |
0.9410 |
| High |
0.9499 |
0.9468 |
-0.0031 |
-0.3% |
0.9499 |
| Low |
0.9353 |
0.9395 |
0.0042 |
0.4% |
0.9316 |
| Close |
0.9418 |
0.9457 |
0.0039 |
0.4% |
0.9418 |
| Range |
0.0146 |
0.0073 |
-0.0073 |
-50.0% |
0.0183 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
122,115 |
201,262 |
79,147 |
64.8% |
663,015 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9659 |
0.9631 |
0.9497 |
|
| R3 |
0.9586 |
0.9558 |
0.9477 |
|
| R2 |
0.9513 |
0.9513 |
0.9470 |
|
| R1 |
0.9485 |
0.9485 |
0.9464 |
0.9463 |
| PP |
0.9440 |
0.9440 |
0.9440 |
0.9429 |
| S1 |
0.9412 |
0.9412 |
0.9450 |
0.9390 |
| S2 |
0.9367 |
0.9367 |
0.9444 |
|
| S3 |
0.9294 |
0.9339 |
0.9437 |
|
| S4 |
0.9221 |
0.9266 |
0.9417 |
|
|
| 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 |
0.9323 |
0.0176 |
1.9% |
0.0098 |
1.0% |
76% |
False |
False |
143,827 |
| 10 |
0.9565 |
0.9316 |
0.0249 |
2.6% |
0.0102 |
1.1% |
57% |
False |
False |
145,321 |
| 20 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0093 |
1.0% |
66% |
False |
False |
134,150 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.6% |
0.0096 |
1.0% |
39% |
False |
False |
72,373 |
| 60 |
0.9808 |
0.9251 |
0.0557 |
5.9% |
0.0090 |
1.0% |
37% |
False |
False |
48,334 |
| 80 |
1.0290 |
0.9251 |
0.1039 |
11.0% |
0.0088 |
0.9% |
20% |
False |
False |
36,280 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0085 |
0.9% |
16% |
False |
False |
29,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9659 |
|
1.618 |
0.9586 |
|
1.000 |
0.9541 |
|
0.618 |
0.9513 |
|
HIGH |
0.9468 |
|
0.618 |
0.9440 |
|
0.500 |
0.9432 |
|
0.382 |
0.9423 |
|
LOW |
0.9395 |
|
0.618 |
0.9350 |
|
1.000 |
0.9322 |
|
1.618 |
0.9277 |
|
2.618 |
0.9204 |
|
4.250 |
0.9085 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9449 |
0.9444 |
| PP |
0.9440 |
0.9431 |
| S1 |
0.9432 |
0.9418 |
|