CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9206 |
0.0011 |
0.1% |
0.9380 |
| High |
0.9218 |
0.9206 |
-0.0012 |
-0.1% |
0.9380 |
| Low |
0.9194 |
0.9134 |
-0.0060 |
-0.7% |
0.9134 |
| Close |
0.9208 |
0.9140 |
-0.0068 |
-0.7% |
0.9140 |
| Range |
0.0024 |
0.0072 |
0.0048 |
200.0% |
0.0246 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.3% |
0.0000 |
| Volume |
87 |
101 |
14 |
16.1% |
484 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9330 |
0.9180 |
|
| R3 |
0.9304 |
0.9258 |
0.9160 |
|
| R2 |
0.9232 |
0.9232 |
0.9153 |
|
| R1 |
0.9186 |
0.9186 |
0.9147 |
0.9173 |
| PP |
0.9160 |
0.9160 |
0.9160 |
0.9154 |
| S1 |
0.9114 |
0.9114 |
0.9133 |
0.9101 |
| S2 |
0.9088 |
0.9088 |
0.9127 |
|
| S3 |
0.9016 |
0.9042 |
0.9120 |
|
| S4 |
0.8944 |
0.8970 |
0.9100 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9794 |
0.9275 |
|
| R3 |
0.9710 |
0.9548 |
0.9208 |
|
| R2 |
0.9464 |
0.9464 |
0.9185 |
|
| R1 |
0.9302 |
0.9302 |
0.9163 |
0.9260 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9197 |
| S1 |
0.9056 |
0.9056 |
0.9117 |
0.9014 |
| S2 |
0.8972 |
0.8972 |
0.9095 |
|
| S3 |
0.8726 |
0.8810 |
0.9072 |
|
| S4 |
0.8480 |
0.8564 |
0.9005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9380 |
0.9134 |
0.0246 |
2.7% |
0.0068 |
0.7% |
2% |
False |
True |
96 |
| 10 |
0.9390 |
0.9134 |
0.0256 |
2.8% |
0.0058 |
0.6% |
2% |
False |
True |
141 |
| 20 |
0.9715 |
0.9134 |
0.0581 |
6.4% |
0.0063 |
0.7% |
1% |
False |
True |
147 |
| 40 |
0.9715 |
0.9134 |
0.0581 |
6.4% |
0.0052 |
0.6% |
1% |
False |
True |
122 |
| 60 |
0.9803 |
0.9134 |
0.0669 |
7.3% |
0.0039 |
0.4% |
1% |
False |
True |
431 |
| 80 |
0.9849 |
0.9134 |
0.0715 |
7.8% |
0.0030 |
0.3% |
1% |
False |
True |
325 |
| 100 |
1.0171 |
0.9134 |
0.1037 |
11.3% |
0.0024 |
0.3% |
1% |
False |
True |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9512 |
|
2.618 |
0.9394 |
|
1.618 |
0.9322 |
|
1.000 |
0.9278 |
|
0.618 |
0.9250 |
|
HIGH |
0.9206 |
|
0.618 |
0.9178 |
|
0.500 |
0.9170 |
|
0.382 |
0.9162 |
|
LOW |
0.9134 |
|
0.618 |
0.9090 |
|
1.000 |
0.9062 |
|
1.618 |
0.9018 |
|
2.618 |
0.8946 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9170 |
0.9219 |
| PP |
0.9160 |
0.9193 |
| S1 |
0.9150 |
0.9166 |
|