CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9330 |
0.0034 |
0.4% |
0.9384 |
| High |
0.9342 |
0.9347 |
0.0005 |
0.1% |
0.9459 |
| Low |
0.9278 |
0.9258 |
-0.0020 |
-0.2% |
0.9286 |
| Close |
0.9329 |
0.9276 |
-0.0053 |
-0.6% |
0.9293 |
| Range |
0.0064 |
0.0089 |
0.0025 |
39.1% |
0.0173 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
135,664 |
70,112 |
-65,552 |
-48.3% |
511,731 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9507 |
0.9325 |
|
| R3 |
0.9472 |
0.9418 |
0.9300 |
|
| R2 |
0.9383 |
0.9383 |
0.9292 |
|
| R1 |
0.9329 |
0.9329 |
0.9284 |
0.9312 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9285 |
| S1 |
0.9240 |
0.9240 |
0.9268 |
0.9223 |
| S2 |
0.9205 |
0.9205 |
0.9260 |
|
| S3 |
0.9116 |
0.9151 |
0.9252 |
|
| S4 |
0.9027 |
0.9062 |
0.9227 |
|
|
| 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 |
0.9409 |
0.9258 |
0.0151 |
1.6% |
0.0083 |
0.9% |
12% |
False |
True |
106,240 |
| 10 |
0.9672 |
0.9258 |
0.0414 |
4.5% |
0.0105 |
1.1% |
4% |
False |
True |
123,522 |
| 20 |
0.9672 |
0.9258 |
0.0414 |
4.5% |
0.0107 |
1.2% |
4% |
False |
True |
132,190 |
| 40 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0103 |
1.1% |
6% |
False |
False |
105,808 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0099 |
1.1% |
5% |
False |
False |
70,708 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0091 |
1.0% |
3% |
False |
False |
53,059 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.5% |
0.0094 |
1.0% |
2% |
False |
False |
42,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9580 |
|
1.618 |
0.9491 |
|
1.000 |
0.9436 |
|
0.618 |
0.9402 |
|
HIGH |
0.9347 |
|
0.618 |
0.9313 |
|
0.500 |
0.9303 |
|
0.382 |
0.9292 |
|
LOW |
0.9258 |
|
0.618 |
0.9203 |
|
1.000 |
0.9169 |
|
1.618 |
0.9114 |
|
2.618 |
0.9025 |
|
4.250 |
0.8880 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9303 |
0.9334 |
| PP |
0.9294 |
0.9314 |
| S1 |
0.9285 |
0.9295 |
|