CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9645 |
0.9598 |
-0.0047 |
-0.5% |
0.9448 |
| High |
0.9715 |
0.9598 |
-0.0117 |
-1.2% |
0.9448 |
| Low |
0.9615 |
0.9436 |
-0.0179 |
-1.9% |
0.9388 |
| Close |
0.9613 |
0.9455 |
-0.0158 |
-1.6% |
0.9470 |
| Range |
0.0100 |
0.0162 |
0.0062 |
62.0% |
0.0060 |
| ATR |
0.0061 |
0.0069 |
0.0008 |
13.6% |
0.0000 |
| Volume |
41 |
17 |
-24 |
-58.5% |
419 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9881 |
0.9544 |
|
| R3 |
0.9820 |
0.9719 |
0.9500 |
|
| R2 |
0.9658 |
0.9658 |
0.9485 |
|
| R1 |
0.9557 |
0.9557 |
0.9470 |
0.9527 |
| PP |
0.9496 |
0.9496 |
0.9496 |
0.9481 |
| S1 |
0.9395 |
0.9395 |
0.9440 |
0.9365 |
| S2 |
0.9334 |
0.9334 |
0.9425 |
|
| S3 |
0.9172 |
0.9233 |
0.9410 |
|
| S4 |
0.9010 |
0.9071 |
0.9366 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9603 |
0.9503 |
|
| R3 |
0.9555 |
0.9543 |
0.9487 |
|
| R2 |
0.9495 |
0.9495 |
0.9481 |
|
| R1 |
0.9483 |
0.9483 |
0.9476 |
0.9489 |
| PP |
0.9435 |
0.9435 |
0.9435 |
0.9439 |
| S1 |
0.9423 |
0.9423 |
0.9465 |
0.9429 |
| S2 |
0.9375 |
0.9375 |
0.9459 |
|
| S3 |
0.9315 |
0.9363 |
0.9454 |
|
| S4 |
0.9255 |
0.9303 |
0.9437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9715 |
0.9416 |
0.0299 |
3.2% |
0.0074 |
0.8% |
13% |
False |
False |
222 |
| 10 |
0.9715 |
0.9388 |
0.0327 |
3.5% |
0.0048 |
0.5% |
20% |
False |
False |
146 |
| 20 |
0.9715 |
0.9315 |
0.0400 |
4.2% |
0.0050 |
0.5% |
35% |
False |
False |
140 |
| 40 |
0.9803 |
0.9313 |
0.0490 |
5.2% |
0.0034 |
0.4% |
29% |
False |
False |
597 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0024 |
0.3% |
28% |
False |
False |
400 |
| 80 |
1.0169 |
0.9313 |
0.0856 |
9.1% |
0.0019 |
0.2% |
17% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0022 |
|
1.618 |
0.9860 |
|
1.000 |
0.9760 |
|
0.618 |
0.9698 |
|
HIGH |
0.9598 |
|
0.618 |
0.9536 |
|
0.500 |
0.9517 |
|
0.382 |
0.9498 |
|
LOW |
0.9436 |
|
0.618 |
0.9336 |
|
1.000 |
0.9274 |
|
1.618 |
0.9174 |
|
2.618 |
0.9012 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9517 |
0.9576 |
| PP |
0.9496 |
0.9535 |
| S1 |
0.9476 |
0.9495 |
|