CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9256 |
0.9140 |
-0.0116 |
-1.3% |
0.9296 |
| High |
0.9261 |
0.9183 |
-0.0078 |
-0.8% |
0.9347 |
| Low |
0.9121 |
0.9135 |
0.0014 |
0.2% |
0.9248 |
| Close |
0.9147 |
0.9157 |
0.0010 |
0.1% |
0.9309 |
| Range |
0.0140 |
0.0048 |
-0.0092 |
-65.7% |
0.0099 |
| ATR |
0.0096 |
0.0092 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
103,848 |
117,593 |
13,745 |
13.2% |
507,522 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9302 |
0.9278 |
0.9183 |
|
| R3 |
0.9254 |
0.9230 |
0.9170 |
|
| R2 |
0.9206 |
0.9206 |
0.9166 |
|
| R1 |
0.9182 |
0.9182 |
0.9161 |
0.9194 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9165 |
| S1 |
0.9134 |
0.9134 |
0.9153 |
0.9146 |
| S2 |
0.9110 |
0.9110 |
0.9148 |
|
| S3 |
0.9062 |
0.9086 |
0.9144 |
|
| S4 |
0.9014 |
0.9038 |
0.9131 |
|
|
| 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% |
0.0079 |
0.9% |
16% |
False |
False |
109,622 |
| 10 |
0.9409 |
0.9121 |
0.0288 |
3.1% |
0.0080 |
0.9% |
13% |
False |
False |
103,856 |
| 20 |
0.9672 |
0.9121 |
0.0551 |
6.0% |
0.0099 |
1.1% |
7% |
False |
False |
119,921 |
| 40 |
0.9672 |
0.9121 |
0.0551 |
6.0% |
0.0095 |
1.0% |
7% |
False |
False |
122,328 |
| 60 |
0.9785 |
0.9121 |
0.0664 |
7.3% |
0.0097 |
1.1% |
5% |
False |
False |
82,854 |
| 80 |
0.9901 |
0.9121 |
0.0780 |
8.5% |
0.0093 |
1.0% |
5% |
False |
False |
62,189 |
| 100 |
1.0290 |
0.9121 |
0.1169 |
12.8% |
0.0090 |
1.0% |
3% |
False |
False |
49,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9387 |
|
2.618 |
0.9309 |
|
1.618 |
0.9261 |
|
1.000 |
0.9231 |
|
0.618 |
0.9213 |
|
HIGH |
0.9183 |
|
0.618 |
0.9165 |
|
0.500 |
0.9159 |
|
0.382 |
0.9153 |
|
LOW |
0.9135 |
|
0.618 |
0.9105 |
|
1.000 |
0.9087 |
|
1.618 |
0.9057 |
|
2.618 |
0.9009 |
|
4.250 |
0.8931 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9159 |
0.9216 |
| PP |
0.9158 |
0.9196 |
| S1 |
0.9158 |
0.9177 |
|