CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
0.9272 |
0.9279 |
0.0007 |
0.1% |
0.9384 |
High |
0.9311 |
0.9319 |
0.0008 |
0.1% |
0.9459 |
Low |
0.9254 |
0.9248 |
-0.0006 |
-0.1% |
0.9286 |
Close |
0.9272 |
0.9292 |
0.0020 |
0.2% |
0.9293 |
Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0173 |
ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
93,348 |
89,007 |
-4,341 |
-4.7% |
511,731 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9499 |
0.9467 |
0.9331 |
|
R3 |
0.9428 |
0.9396 |
0.9312 |
|
R2 |
0.9357 |
0.9357 |
0.9305 |
|
R1 |
0.9325 |
0.9325 |
0.9299 |
0.9341 |
PP |
0.9286 |
0.9286 |
0.9286 |
0.9295 |
S1 |
0.9254 |
0.9254 |
0.9285 |
0.9270 |
S2 |
0.9215 |
0.9215 |
0.9279 |
|
S3 |
0.9144 |
0.9183 |
0.9272 |
|
S4 |
0.9073 |
0.9112 |
0.9253 |
|
|
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 |
0.9248 |
0.0161 |
1.7% |
0.0080 |
0.9% |
27% |
False |
True |
98,091 |
10 |
0.9467 |
0.9248 |
0.0219 |
2.4% |
0.0083 |
0.9% |
20% |
False |
True |
106,753 |
20 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0103 |
1.1% |
10% |
False |
True |
126,803 |
40 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0101 |
1.1% |
10% |
False |
True |
110,268 |
60 |
0.9790 |
0.9248 |
0.0542 |
5.8% |
0.0099 |
1.1% |
8% |
False |
True |
73,743 |
80 |
1.0062 |
0.9248 |
0.0814 |
8.8% |
0.0092 |
1.0% |
5% |
False |
True |
55,339 |
100 |
1.0505 |
0.9248 |
0.1257 |
13.5% |
0.0094 |
1.0% |
4% |
False |
True |
44,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9621 |
2.618 |
0.9505 |
1.618 |
0.9434 |
1.000 |
0.9390 |
0.618 |
0.9363 |
HIGH |
0.9319 |
0.618 |
0.9292 |
0.500 |
0.9284 |
0.382 |
0.9275 |
LOW |
0.9248 |
0.618 |
0.9204 |
1.000 |
0.9177 |
1.618 |
0.9133 |
2.618 |
0.9062 |
4.250 |
0.8946 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9289 |
0.9298 |
PP |
0.9286 |
0.9296 |
S1 |
0.9284 |
0.9294 |
|