CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9388 |
0.9411 |
0.0023 |
0.2% |
0.9487 |
| High |
0.9426 |
0.9429 |
0.0003 |
0.0% |
0.9590 |
| Low |
0.9388 |
0.9388 |
0.0000 |
0.0% |
0.9447 |
| Close |
0.9449 |
0.9430 |
-0.0019 |
-0.2% |
0.9461 |
| Range |
0.0038 |
0.0041 |
0.0003 |
7.9% |
0.0143 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.2% |
0.0000 |
| Volume |
156 |
4 |
-152 |
-97.4% |
1,117 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9525 |
0.9453 |
|
| R3 |
0.9498 |
0.9484 |
0.9441 |
|
| R2 |
0.9457 |
0.9457 |
0.9438 |
|
| R1 |
0.9443 |
0.9443 |
0.9434 |
0.9450 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9419 |
| S1 |
0.9402 |
0.9402 |
0.9426 |
0.9409 |
| S2 |
0.9375 |
0.9375 |
0.9422 |
|
| S3 |
0.9334 |
0.9361 |
0.9419 |
|
| S4 |
0.9293 |
0.9320 |
0.9407 |
|
|
| 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 |
0.9448 |
0.9388 |
0.0060 |
0.6% |
0.0022 |
0.2% |
70% |
False |
True |
71 |
| 10 |
0.9590 |
0.9388 |
0.0202 |
2.1% |
0.0046 |
0.5% |
21% |
False |
True |
146 |
| 20 |
0.9590 |
0.9313 |
0.0277 |
2.9% |
0.0041 |
0.4% |
42% |
False |
False |
91 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0027 |
0.3% |
24% |
False |
False |
569 |
| 60 |
0.9849 |
0.9313 |
0.0536 |
5.7% |
0.0018 |
0.2% |
22% |
False |
False |
381 |
| 80 |
1.0252 |
0.9313 |
0.0939 |
10.0% |
0.0014 |
0.2% |
12% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9603 |
|
2.618 |
0.9536 |
|
1.618 |
0.9495 |
|
1.000 |
0.9470 |
|
0.618 |
0.9454 |
|
HIGH |
0.9429 |
|
0.618 |
0.9413 |
|
0.500 |
0.9409 |
|
0.382 |
0.9404 |
|
LOW |
0.9388 |
|
0.618 |
0.9363 |
|
1.000 |
0.9347 |
|
1.618 |
0.9322 |
|
2.618 |
0.9281 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9423 |
0.9423 |
| PP |
0.9416 |
0.9416 |
| S1 |
0.9409 |
0.9409 |
|