CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 04-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9514 |
0.9447 |
-0.0067 |
-0.7% |
0.9487 |
| High |
0.9514 |
0.9447 |
-0.0067 |
-0.7% |
0.9590 |
| Low |
0.9464 |
0.9447 |
-0.0017 |
-0.2% |
0.9447 |
| Close |
0.9461 |
0.9461 |
0.0000 |
0.0% |
0.9461 |
| Range |
0.0050 |
0.0000 |
-0.0050 |
-100.0% |
0.0143 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
107 |
96 |
-11 |
-10.3% |
1,117 |
|
| Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9456 |
0.9461 |
|
| R3 |
0.9452 |
0.9456 |
0.9461 |
|
| R2 |
0.9452 |
0.9452 |
0.9461 |
|
| R1 |
0.9456 |
0.9456 |
0.9461 |
0.9454 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9451 |
| S1 |
0.9456 |
0.9456 |
0.9461 |
0.9454 |
| S2 |
0.9452 |
0.9452 |
0.9461 |
|
| S3 |
0.9452 |
0.9456 |
0.9461 |
|
| S4 |
0.9452 |
0.9456 |
0.9461 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9838 |
0.9540 |
|
| R3 |
0.9785 |
0.9695 |
0.9500 |
|
| R2 |
0.9642 |
0.9642 |
0.9487 |
|
| R1 |
0.9552 |
0.9552 |
0.9474 |
0.9526 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9486 |
| S1 |
0.9409 |
0.9409 |
0.9448 |
0.9383 |
| S2 |
0.9356 |
0.9356 |
0.9435 |
|
| S3 |
0.9213 |
0.9266 |
0.9422 |
|
| S4 |
0.9070 |
0.9123 |
0.9382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9447 |
0.0143 |
1.5% |
0.0053 |
0.6% |
10% |
False |
True |
223 |
| 10 |
0.9590 |
0.9315 |
0.0275 |
2.9% |
0.0048 |
0.5% |
53% |
False |
False |
133 |
| 20 |
0.9631 |
0.9313 |
0.0318 |
3.4% |
0.0043 |
0.5% |
47% |
False |
False |
1,088 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0025 |
0.3% |
30% |
False |
False |
566 |
| 60 |
1.0014 |
0.9313 |
0.0701 |
7.4% |
0.0016 |
0.2% |
21% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9447 |
|
2.618 |
0.9447 |
|
1.618 |
0.9447 |
|
1.000 |
0.9447 |
|
0.618 |
0.9447 |
|
HIGH |
0.9447 |
|
0.618 |
0.9447 |
|
0.500 |
0.9447 |
|
0.382 |
0.9447 |
|
LOW |
0.9447 |
|
0.618 |
0.9447 |
|
1.000 |
0.9447 |
|
1.618 |
0.9447 |
|
2.618 |
0.9447 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 04-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9456 |
0.9519 |
| PP |
0.9452 |
0.9499 |
| S1 |
0.9447 |
0.9480 |
|