CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9487 |
0.9448 |
-0.0039 |
-0.4% |
0.9485 |
| High |
0.9489 |
0.9448 |
-0.0041 |
-0.4% |
0.9715 |
| Low |
0.9430 |
0.9420 |
-0.0010 |
-0.1% |
0.9430 |
| Close |
0.9436 |
0.9450 |
0.0014 |
0.1% |
0.9436 |
| Range |
0.0059 |
0.0028 |
-0.0031 |
-52.5% |
0.0285 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
514 |
10 |
-504 |
-98.1% |
1,465 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9515 |
0.9465 |
|
| R3 |
0.9495 |
0.9487 |
0.9458 |
|
| R2 |
0.9467 |
0.9467 |
0.9455 |
|
| R1 |
0.9459 |
0.9459 |
0.9453 |
0.9463 |
| PP |
0.9439 |
0.9439 |
0.9439 |
0.9442 |
| S1 |
0.9431 |
0.9431 |
0.9447 |
0.9435 |
| S2 |
0.9411 |
0.9411 |
0.9445 |
|
| S3 |
0.9383 |
0.9403 |
0.9442 |
|
| S4 |
0.9355 |
0.9375 |
0.9435 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0194 |
0.9593 |
|
| R3 |
1.0097 |
0.9909 |
0.9514 |
|
| R2 |
0.9812 |
0.9812 |
0.9488 |
|
| R1 |
0.9624 |
0.9624 |
0.9462 |
0.9576 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9503 |
| S1 |
0.9339 |
0.9339 |
0.9410 |
0.9291 |
| S2 |
0.9242 |
0.9242 |
0.9384 |
|
| S3 |
0.8957 |
0.9054 |
0.9358 |
|
| S4 |
0.8672 |
0.8769 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9715 |
0.9420 |
0.0295 |
3.1% |
0.0082 |
0.9% |
10% |
False |
True |
173 |
| 10 |
0.9715 |
0.9388 |
0.0327 |
3.5% |
0.0056 |
0.6% |
19% |
False |
False |
179 |
| 20 |
0.9715 |
0.9315 |
0.0400 |
4.2% |
0.0050 |
0.5% |
34% |
False |
False |
159 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0036 |
0.4% |
34% |
False |
False |
610 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0026 |
0.3% |
27% |
False |
False |
409 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.5% |
0.0020 |
0.2% |
19% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9567 |
|
2.618 |
0.9521 |
|
1.618 |
0.9493 |
|
1.000 |
0.9476 |
|
0.618 |
0.9465 |
|
HIGH |
0.9448 |
|
0.618 |
0.9437 |
|
0.500 |
0.9434 |
|
0.382 |
0.9431 |
|
LOW |
0.9420 |
|
0.618 |
0.9403 |
|
1.000 |
0.9392 |
|
1.618 |
0.9375 |
|
2.618 |
0.9347 |
|
4.250 |
0.9301 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9509 |
| PP |
0.9439 |
0.9489 |
| S1 |
0.9434 |
0.9470 |
|