CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9293 |
0.9341 |
0.0048 |
0.5% |
0.9384 |
| High |
0.9356 |
0.9409 |
0.0053 |
0.6% |
0.9459 |
| Low |
0.9286 |
0.9288 |
0.0002 |
0.0% |
0.9286 |
| Close |
0.9342 |
0.9293 |
-0.0049 |
-0.5% |
0.9293 |
| Range |
0.0070 |
0.0121 |
0.0051 |
72.9% |
0.0173 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.0% |
0.0000 |
| Volume |
101,644 |
102,325 |
681 |
0.7% |
511,731 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9614 |
0.9360 |
|
| R3 |
0.9572 |
0.9493 |
0.9326 |
|
| R2 |
0.9451 |
0.9451 |
0.9315 |
|
| R1 |
0.9372 |
0.9372 |
0.9304 |
0.9351 |
| PP |
0.9330 |
0.9330 |
0.9330 |
0.9320 |
| S1 |
0.9251 |
0.9251 |
0.9282 |
0.9230 |
| S2 |
0.9209 |
0.9209 |
0.9271 |
|
| S3 |
0.9088 |
0.9130 |
0.9260 |
|
| S4 |
0.8967 |
0.9009 |
0.9226 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9865 |
0.9752 |
0.9388 |
|
| R3 |
0.9692 |
0.9579 |
0.9341 |
|
| R2 |
0.9519 |
0.9519 |
0.9325 |
|
| R1 |
0.9406 |
0.9406 |
0.9309 |
0.9376 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9331 |
| S1 |
0.9233 |
0.9233 |
0.9277 |
0.9203 |
| S2 |
0.9173 |
0.9173 |
0.9261 |
|
| S3 |
0.9000 |
0.9060 |
0.9245 |
|
| S4 |
0.8827 |
0.8887 |
0.9198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9459 |
0.9286 |
0.0173 |
1.9% |
0.0092 |
1.0% |
4% |
False |
False |
102,346 |
| 10 |
0.9672 |
0.9286 |
0.0386 |
4.2% |
0.0116 |
1.3% |
2% |
False |
False |
134,006 |
| 20 |
0.9672 |
0.9286 |
0.0386 |
4.2% |
0.0112 |
1.2% |
2% |
False |
False |
137,381 |
| 40 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0104 |
1.1% |
10% |
False |
False |
100,729 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0099 |
1.1% |
8% |
False |
False |
67,291 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0091 |
1.0% |
5% |
False |
False |
50,488 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.5% |
0.0093 |
1.0% |
3% |
False |
False |
40,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9726 |
|
1.618 |
0.9605 |
|
1.000 |
0.9530 |
|
0.618 |
0.9484 |
|
HIGH |
0.9409 |
|
0.618 |
0.9363 |
|
0.500 |
0.9349 |
|
0.382 |
0.9334 |
|
LOW |
0.9288 |
|
0.618 |
0.9213 |
|
1.000 |
0.9167 |
|
1.618 |
0.9092 |
|
2.618 |
0.8971 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9348 |
| PP |
0.9330 |
0.9329 |
| S1 |
0.9312 |
0.9311 |
|