CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9260 |
0.9256 |
-0.0004 |
0.0% |
0.9296 |
| High |
0.9310 |
0.9261 |
-0.0049 |
-0.5% |
0.9347 |
| Low |
0.9230 |
0.9121 |
-0.0109 |
-1.2% |
0.9248 |
| Close |
0.9264 |
0.9147 |
-0.0117 |
-1.3% |
0.9309 |
| Range |
0.0080 |
0.0140 |
0.0060 |
75.0% |
0.0099 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.0% |
0.0000 |
| Volume |
86,403 |
103,848 |
17,445 |
20.2% |
507,522 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9512 |
0.9224 |
|
| R3 |
0.9456 |
0.9372 |
0.9186 |
|
| R2 |
0.9316 |
0.9316 |
0.9173 |
|
| R1 |
0.9232 |
0.9232 |
0.9160 |
0.9204 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9163 |
| S1 |
0.9092 |
0.9092 |
0.9134 |
0.9064 |
| S2 |
0.9036 |
0.9036 |
0.9121 |
|
| S3 |
0.8896 |
0.8952 |
0.9109 |
|
| S4 |
0.8756 |
0.8812 |
0.9070 |
|
|
| 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 |
0.9121 |
0.0223 |
2.4% |
0.0084 |
0.9% |
12% |
False |
True |
103,905 |
| 10 |
0.9409 |
0.9121 |
0.0288 |
3.1% |
0.0082 |
0.9% |
9% |
False |
True |
102,261 |
| 20 |
0.9672 |
0.9121 |
0.0551 |
6.0% |
0.0100 |
1.1% |
5% |
False |
True |
119,043 |
| 40 |
0.9672 |
0.9121 |
0.0551 |
6.0% |
0.0097 |
1.1% |
5% |
False |
True |
120,078 |
| 60 |
0.9785 |
0.9121 |
0.0664 |
7.3% |
0.0097 |
1.1% |
4% |
False |
True |
80,901 |
| 80 |
0.9958 |
0.9121 |
0.0837 |
9.2% |
0.0093 |
1.0% |
3% |
False |
True |
60,719 |
| 100 |
1.0335 |
0.9121 |
0.1214 |
13.3% |
0.0091 |
1.0% |
2% |
False |
True |
48,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9628 |
|
1.618 |
0.9488 |
|
1.000 |
0.9401 |
|
0.618 |
0.9348 |
|
HIGH |
0.9261 |
|
0.618 |
0.9208 |
|
0.500 |
0.9191 |
|
0.382 |
0.9174 |
|
LOW |
0.9121 |
|
0.618 |
0.9034 |
|
1.000 |
0.8981 |
|
1.618 |
0.8894 |
|
2.618 |
0.8754 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9225 |
| PP |
0.9176 |
0.9199 |
| S1 |
0.9162 |
0.9173 |
|