CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9587 |
0.9546 |
-0.0041 |
-0.4% |
0.9410 |
| High |
0.9672 |
0.9577 |
-0.0095 |
-1.0% |
0.9499 |
| Low |
0.9536 |
0.9367 |
-0.0169 |
-1.8% |
0.9316 |
| Close |
0.9561 |
0.9403 |
-0.0158 |
-1.7% |
0.9418 |
| Range |
0.0136 |
0.0210 |
0.0074 |
54.4% |
0.0183 |
| ATR |
0.0108 |
0.0115 |
0.0007 |
6.8% |
0.0000 |
| Volume |
199,354 |
150,690 |
-48,664 |
-24.4% |
663,015 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
0.9951 |
0.9519 |
|
| R3 |
0.9869 |
0.9741 |
0.9461 |
|
| R2 |
0.9659 |
0.9659 |
0.9442 |
|
| R1 |
0.9531 |
0.9531 |
0.9422 |
0.9490 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9429 |
| S1 |
0.9321 |
0.9321 |
0.9384 |
0.9280 |
| S2 |
0.9239 |
0.9239 |
0.9365 |
|
| S3 |
0.9029 |
0.9111 |
0.9345 |
|
| S4 |
0.8819 |
0.8901 |
0.9288 |
|
|
| 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 |
0.9672 |
0.9353 |
0.0319 |
3.4% |
0.0152 |
1.6% |
16% |
False |
False |
156,556 |
| 10 |
0.9672 |
0.9316 |
0.0356 |
3.8% |
0.0124 |
1.3% |
24% |
False |
False |
146,854 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0111 |
1.2% |
36% |
False |
False |
139,194 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.7% |
0.0105 |
1.1% |
28% |
False |
False |
83,820 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0097 |
1.0% |
28% |
False |
False |
55,985 |
| 80 |
1.0170 |
0.9251 |
0.0919 |
9.8% |
0.0090 |
1.0% |
17% |
False |
False |
42,010 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0090 |
1.0% |
12% |
False |
False |
33,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0127 |
|
1.618 |
0.9917 |
|
1.000 |
0.9787 |
|
0.618 |
0.9707 |
|
HIGH |
0.9577 |
|
0.618 |
0.9497 |
|
0.500 |
0.9472 |
|
0.382 |
0.9447 |
|
LOW |
0.9367 |
|
0.618 |
0.9237 |
|
1.000 |
0.9157 |
|
1.618 |
0.9027 |
|
2.618 |
0.8817 |
|
4.250 |
0.8475 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9472 |
0.9520 |
| PP |
0.9449 |
0.9481 |
| S1 |
0.9426 |
0.9442 |
|