CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9423 |
0.9349 |
-0.0074 |
-0.8% |
0.9458 |
| High |
0.9459 |
0.9360 |
-0.0099 |
-1.0% |
0.9672 |
| Low |
0.9335 |
0.9288 |
-0.0047 |
-0.5% |
0.9367 |
| Close |
0.9356 |
0.9294 |
-0.0062 |
-0.7% |
0.9384 |
| Range |
0.0124 |
0.0072 |
-0.0052 |
-41.9% |
0.0305 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
71,574 |
121,456 |
49,882 |
69.7% |
828,337 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9530 |
0.9484 |
0.9334 |
|
| R3 |
0.9458 |
0.9412 |
0.9314 |
|
| R2 |
0.9386 |
0.9386 |
0.9307 |
|
| R1 |
0.9340 |
0.9340 |
0.9301 |
0.9327 |
| PP |
0.9314 |
0.9314 |
0.9314 |
0.9308 |
| S1 |
0.9268 |
0.9268 |
0.9287 |
0.9255 |
| S2 |
0.9242 |
0.9242 |
0.9281 |
|
| S3 |
0.9170 |
0.9196 |
0.9274 |
|
| S4 |
0.9098 |
0.9124 |
0.9254 |
|
|
| 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 |
0.9577 |
0.9288 |
0.0289 |
3.1% |
0.0114 |
1.2% |
2% |
False |
True |
125,224 |
| 10 |
0.9672 |
0.9288 |
0.0384 |
4.1% |
0.0119 |
1.3% |
2% |
False |
True |
135,824 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0113 |
1.2% |
10% |
False |
False |
138,412 |
| 40 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0105 |
1.1% |
10% |
False |
False |
95,659 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0098 |
1.1% |
8% |
False |
False |
63,895 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0090 |
1.0% |
5% |
False |
False |
47,952 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.5% |
0.0092 |
1.0% |
3% |
False |
False |
38,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9666 |
|
2.618 |
0.9548 |
|
1.618 |
0.9476 |
|
1.000 |
0.9432 |
|
0.618 |
0.9404 |
|
HIGH |
0.9360 |
|
0.618 |
0.9332 |
|
0.500 |
0.9324 |
|
0.382 |
0.9316 |
|
LOW |
0.9288 |
|
0.618 |
0.9244 |
|
1.000 |
0.9216 |
|
1.618 |
0.9172 |
|
2.618 |
0.9100 |
|
4.250 |
0.8982 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9324 |
0.9374 |
| PP |
0.9314 |
0.9347 |
| S1 |
0.9304 |
0.9321 |
|