CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9346 |
0.9420 |
0.0074 |
0.8% |
0.9448 |
| High |
0.9399 |
0.9420 |
0.0021 |
0.2% |
0.9490 |
| Low |
0.9346 |
0.9381 |
0.0035 |
0.4% |
0.9346 |
| Close |
0.9394 |
0.9344 |
-0.0050 |
-0.5% |
0.9344 |
| Range |
0.0053 |
0.0039 |
-0.0014 |
-26.4% |
0.0144 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
11 |
29 |
18 |
163.6% |
65 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9499 |
0.9460 |
0.9365 |
|
| R3 |
0.9460 |
0.9421 |
0.9355 |
|
| R2 |
0.9421 |
0.9421 |
0.9351 |
|
| R1 |
0.9382 |
0.9382 |
0.9348 |
0.9382 |
| PP |
0.9382 |
0.9382 |
0.9382 |
0.9382 |
| S1 |
0.9343 |
0.9343 |
0.9340 |
0.9343 |
| S2 |
0.9343 |
0.9343 |
0.9337 |
|
| S3 |
0.9304 |
0.9304 |
0.9333 |
|
| S4 |
0.9265 |
0.9265 |
0.9323 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9825 |
0.9729 |
0.9423 |
|
| R3 |
0.9681 |
0.9585 |
0.9384 |
|
| R2 |
0.9537 |
0.9537 |
0.9370 |
|
| R1 |
0.9441 |
0.9441 |
0.9357 |
0.9417 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9382 |
| S1 |
0.9297 |
0.9297 |
0.9331 |
0.9273 |
| S2 |
0.9249 |
0.9249 |
0.9318 |
|
| S3 |
0.9105 |
0.9153 |
0.9304 |
|
| S4 |
0.8961 |
0.9009 |
0.9265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9490 |
0.9346 |
0.0144 |
1.5% |
0.0054 |
0.6% |
-1% |
False |
False |
13 |
| 10 |
0.9715 |
0.9346 |
0.0369 |
3.9% |
0.0069 |
0.7% |
-1% |
False |
False |
153 |
| 20 |
0.9715 |
0.9346 |
0.0369 |
3.9% |
0.0054 |
0.6% |
-1% |
False |
False |
153 |
| 40 |
0.9715 |
0.9313 |
0.0402 |
4.3% |
0.0042 |
0.5% |
8% |
False |
False |
598 |
| 60 |
0.9812 |
0.9313 |
0.0499 |
5.3% |
0.0030 |
0.3% |
6% |
False |
False |
410 |
| 80 |
1.0025 |
0.9313 |
0.0712 |
7.6% |
0.0023 |
0.2% |
4% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9586 |
|
2.618 |
0.9522 |
|
1.618 |
0.9483 |
|
1.000 |
0.9459 |
|
0.618 |
0.9444 |
|
HIGH |
0.9420 |
|
0.618 |
0.9405 |
|
0.500 |
0.9401 |
|
0.382 |
0.9396 |
|
LOW |
0.9381 |
|
0.618 |
0.9357 |
|
1.000 |
0.9342 |
|
1.618 |
0.9318 |
|
2.618 |
0.9279 |
|
4.250 |
0.9215 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9383 |
| PP |
0.9382 |
0.9370 |
| S1 |
0.9363 |
0.9357 |
|