CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9423 |
0.0039 |
0.4% |
0.9458 |
| High |
0.9432 |
0.9459 |
0.0027 |
0.3% |
0.9672 |
| Low |
0.9361 |
0.9335 |
-0.0026 |
-0.3% |
0.9367 |
| Close |
0.9398 |
0.9356 |
-0.0042 |
-0.4% |
0.9384 |
| Range |
0.0071 |
0.0124 |
0.0053 |
74.6% |
0.0305 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.9% |
0.0000 |
| Volume |
114,732 |
71,574 |
-43,158 |
-37.6% |
828,337 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9755 |
0.9680 |
0.9424 |
|
| R3 |
0.9631 |
0.9556 |
0.9390 |
|
| R2 |
0.9507 |
0.9507 |
0.9379 |
|
| R1 |
0.9432 |
0.9432 |
0.9367 |
0.9408 |
| PP |
0.9383 |
0.9383 |
0.9383 |
0.9371 |
| S1 |
0.9308 |
0.9308 |
0.9345 |
0.9284 |
| S2 |
0.9259 |
0.9259 |
0.9333 |
|
| S3 |
0.9135 |
0.9184 |
0.9322 |
|
| S4 |
0.9011 |
0.9060 |
0.9288 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0192 |
0.9552 |
|
| R3 |
1.0084 |
0.9887 |
0.9468 |
|
| R2 |
0.9779 |
0.9779 |
0.9440 |
|
| R1 |
0.9582 |
0.9582 |
0.9412 |
0.9528 |
| PP |
0.9474 |
0.9474 |
0.9474 |
0.9448 |
| S1 |
0.9277 |
0.9277 |
0.9356 |
0.9223 |
| S2 |
0.9169 |
0.9169 |
0.9328 |
|
| S3 |
0.8864 |
0.8972 |
0.9300 |
|
| S4 |
0.8559 |
0.8667 |
0.9216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9672 |
0.9335 |
0.0337 |
3.6% |
0.0126 |
1.4% |
6% |
False |
True |
140,804 |
| 10 |
0.9672 |
0.9323 |
0.0349 |
3.7% |
0.0121 |
1.3% |
9% |
False |
False |
138,331 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0114 |
1.2% |
25% |
False |
False |
138,575 |
| 40 |
0.9747 |
0.9251 |
0.0496 |
5.3% |
0.0105 |
1.1% |
21% |
False |
False |
92,625 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0099 |
1.1% |
19% |
False |
False |
61,872 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0091 |
1.0% |
13% |
False |
False |
46,434 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0092 |
1.0% |
8% |
False |
False |
37,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9986 |
|
2.618 |
0.9784 |
|
1.618 |
0.9660 |
|
1.000 |
0.9583 |
|
0.618 |
0.9536 |
|
HIGH |
0.9459 |
|
0.618 |
0.9412 |
|
0.500 |
0.9397 |
|
0.382 |
0.9382 |
|
LOW |
0.9335 |
|
0.618 |
0.9258 |
|
1.000 |
0.9211 |
|
1.618 |
0.9134 |
|
2.618 |
0.9010 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9397 |
0.9401 |
| PP |
0.9383 |
0.9386 |
| S1 |
0.9370 |
0.9371 |
|