CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9296 |
-0.0045 |
-0.5% |
0.9384 |
| High |
0.9409 |
0.9342 |
-0.0067 |
-0.7% |
0.9459 |
| Low |
0.9288 |
0.9278 |
-0.0010 |
-0.1% |
0.9286 |
| Close |
0.9293 |
0.9329 |
0.0036 |
0.4% |
0.9293 |
| Range |
0.0121 |
0.0064 |
-0.0057 |
-47.1% |
0.0173 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
102,325 |
135,664 |
33,339 |
32.6% |
511,731 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9483 |
0.9364 |
|
| R3 |
0.9444 |
0.9419 |
0.9347 |
|
| R2 |
0.9380 |
0.9380 |
0.9341 |
|
| R1 |
0.9355 |
0.9355 |
0.9335 |
0.9368 |
| PP |
0.9316 |
0.9316 |
0.9316 |
0.9323 |
| S1 |
0.9291 |
0.9291 |
0.9323 |
0.9304 |
| S2 |
0.9252 |
0.9252 |
0.9317 |
|
| S3 |
0.9188 |
0.9227 |
0.9311 |
|
| S4 |
0.9124 |
0.9163 |
0.9294 |
|
|
| 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 |
0.9278 |
0.0181 |
1.9% |
0.0090 |
1.0% |
28% |
False |
True |
106,532 |
| 10 |
0.9672 |
0.9278 |
0.0394 |
4.2% |
0.0116 |
1.2% |
13% |
False |
True |
127,447 |
| 20 |
0.9672 |
0.9278 |
0.0394 |
4.2% |
0.0109 |
1.2% |
13% |
False |
True |
136,384 |
| 40 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0105 |
1.1% |
18% |
False |
False |
104,082 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0098 |
1.1% |
14% |
False |
False |
69,547 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0090 |
1.0% |
10% |
False |
False |
52,183 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0094 |
1.0% |
6% |
False |
False |
41,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9614 |
|
2.618 |
0.9510 |
|
1.618 |
0.9446 |
|
1.000 |
0.9406 |
|
0.618 |
0.9382 |
|
HIGH |
0.9342 |
|
0.618 |
0.9318 |
|
0.500 |
0.9310 |
|
0.382 |
0.9302 |
|
LOW |
0.9278 |
|
0.618 |
0.9238 |
|
1.000 |
0.9214 |
|
1.618 |
0.9174 |
|
2.618 |
0.9110 |
|
4.250 |
0.9006 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9323 |
0.9344 |
| PP |
0.9316 |
0.9339 |
| S1 |
0.9310 |
0.9334 |
|