CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9279 |
0.9291 |
0.0012 |
0.1% |
0.9296 |
| High |
0.9319 |
0.9344 |
0.0025 |
0.3% |
0.9347 |
| Low |
0.9248 |
0.9290 |
0.0042 |
0.5% |
0.9248 |
| Close |
0.9292 |
0.9309 |
0.0017 |
0.2% |
0.9309 |
| Range |
0.0071 |
0.0054 |
-0.0017 |
-23.9% |
0.0099 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
89,007 |
119,391 |
30,384 |
34.1% |
507,522 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9476 |
0.9447 |
0.9339 |
|
| R3 |
0.9422 |
0.9393 |
0.9324 |
|
| R2 |
0.9368 |
0.9368 |
0.9319 |
|
| R1 |
0.9339 |
0.9339 |
0.9314 |
0.9354 |
| PP |
0.9314 |
0.9314 |
0.9314 |
0.9322 |
| S1 |
0.9285 |
0.9285 |
0.9304 |
0.9300 |
| S2 |
0.9260 |
0.9260 |
0.9299 |
|
| S3 |
0.9206 |
0.9231 |
0.9294 |
|
| S4 |
0.9152 |
0.9177 |
0.9279 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9553 |
0.9363 |
|
| R3 |
0.9499 |
0.9454 |
0.9336 |
|
| R2 |
0.9400 |
0.9400 |
0.9327 |
|
| R1 |
0.9355 |
0.9355 |
0.9318 |
0.9378 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9313 |
| S1 |
0.9256 |
0.9256 |
0.9300 |
0.9279 |
| S2 |
0.9202 |
0.9202 |
0.9291 |
|
| S3 |
0.9103 |
0.9157 |
0.9282 |
|
| S4 |
0.9004 |
0.9058 |
0.9255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9347 |
0.9248 |
0.0099 |
1.1% |
0.0067 |
0.7% |
62% |
False |
False |
101,504 |
| 10 |
0.9459 |
0.9248 |
0.0211 |
2.3% |
0.0079 |
0.9% |
29% |
False |
False |
101,925 |
| 20 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0101 |
1.1% |
14% |
False |
False |
125,530 |
| 40 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0100 |
1.1% |
14% |
False |
False |
113,184 |
| 60 |
0.9790 |
0.9248 |
0.0542 |
5.8% |
0.0097 |
1.0% |
11% |
False |
False |
75,727 |
| 80 |
0.9989 |
0.9248 |
0.0741 |
8.0% |
0.0090 |
1.0% |
8% |
False |
False |
56,831 |
| 100 |
1.0505 |
0.9248 |
0.1257 |
13.5% |
0.0094 |
1.0% |
5% |
False |
False |
45,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9485 |
|
1.618 |
0.9431 |
|
1.000 |
0.9398 |
|
0.618 |
0.9377 |
|
HIGH |
0.9344 |
|
0.618 |
0.9323 |
|
0.500 |
0.9317 |
|
0.382 |
0.9311 |
|
LOW |
0.9290 |
|
0.618 |
0.9257 |
|
1.000 |
0.9236 |
|
1.618 |
0.9203 |
|
2.618 |
0.9149 |
|
4.250 |
0.9061 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9317 |
0.9305 |
| PP |
0.9314 |
0.9300 |
| S1 |
0.9312 |
0.9296 |
|