CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9302 |
0.9260 |
-0.0042 |
-0.5% |
0.9296 |
| High |
0.9329 |
0.9310 |
-0.0019 |
-0.2% |
0.9347 |
| Low |
0.9255 |
0.9230 |
-0.0025 |
-0.3% |
0.9248 |
| Close |
0.9257 |
0.9264 |
0.0007 |
0.1% |
0.9309 |
| Range |
0.0074 |
0.0080 |
0.0006 |
8.1% |
0.0099 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
120,876 |
86,403 |
-34,473 |
-28.5% |
507,522 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9466 |
0.9308 |
|
| R3 |
0.9428 |
0.9386 |
0.9286 |
|
| R2 |
0.9348 |
0.9348 |
0.9279 |
|
| R1 |
0.9306 |
0.9306 |
0.9271 |
0.9327 |
| PP |
0.9268 |
0.9268 |
0.9268 |
0.9279 |
| S1 |
0.9226 |
0.9226 |
0.9257 |
0.9247 |
| S2 |
0.9188 |
0.9188 |
0.9249 |
|
| S3 |
0.9108 |
0.9146 |
0.9242 |
|
| S4 |
0.9028 |
0.9066 |
0.9220 |
|
|
| 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 |
0.9344 |
0.9230 |
0.0114 |
1.2% |
0.0067 |
0.7% |
30% |
False |
True |
101,805 |
| 10 |
0.9409 |
0.9230 |
0.0179 |
1.9% |
0.0075 |
0.8% |
19% |
False |
True |
104,022 |
| 20 |
0.9672 |
0.9230 |
0.0442 |
4.8% |
0.0098 |
1.1% |
8% |
False |
True |
121,176 |
| 40 |
0.9672 |
0.9230 |
0.0442 |
4.8% |
0.0096 |
1.0% |
8% |
False |
True |
118,073 |
| 60 |
0.9785 |
0.9230 |
0.0555 |
6.0% |
0.0096 |
1.0% |
6% |
False |
True |
79,174 |
| 80 |
0.9958 |
0.9230 |
0.0728 |
7.9% |
0.0091 |
1.0% |
5% |
False |
True |
59,421 |
| 100 |
1.0505 |
0.9230 |
0.1275 |
13.8% |
0.0093 |
1.0% |
3% |
False |
True |
47,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9650 |
|
2.618 |
0.9519 |
|
1.618 |
0.9439 |
|
1.000 |
0.9390 |
|
0.618 |
0.9359 |
|
HIGH |
0.9310 |
|
0.618 |
0.9279 |
|
0.500 |
0.9270 |
|
0.382 |
0.9261 |
|
LOW |
0.9230 |
|
0.618 |
0.9181 |
|
1.000 |
0.9150 |
|
1.618 |
0.9101 |
|
2.618 |
0.9021 |
|
4.250 |
0.8890 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9270 |
0.9287 |
| PP |
0.9268 |
0.9279 |
| S1 |
0.9266 |
0.9272 |
|