CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9467 |
0.9474 |
0.0007 |
0.1% |
0.9365 |
| High |
0.9545 |
0.9493 |
-0.0052 |
-0.5% |
0.9492 |
| Low |
0.9438 |
0.9403 |
-0.0035 |
-0.4% |
0.9251 |
| Close |
0.9472 |
0.9475 |
0.0003 |
0.0% |
0.9452 |
| Range |
0.0107 |
0.0090 |
-0.0017 |
-15.9% |
0.0241 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
124,581 |
165,498 |
40,917 |
32.8% |
639,150 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9727 |
0.9691 |
0.9525 |
|
| R3 |
0.9637 |
0.9601 |
0.9500 |
|
| R2 |
0.9547 |
0.9547 |
0.9492 |
|
| R1 |
0.9511 |
0.9511 |
0.9483 |
0.9529 |
| PP |
0.9457 |
0.9457 |
0.9457 |
0.9466 |
| S1 |
0.9421 |
0.9421 |
0.9467 |
0.9439 |
| S2 |
0.9367 |
0.9367 |
0.9459 |
|
| S3 |
0.9277 |
0.9331 |
0.9450 |
|
| S4 |
0.9187 |
0.9241 |
0.9426 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0028 |
0.9585 |
|
| R3 |
0.9880 |
0.9787 |
0.9518 |
|
| R2 |
0.9639 |
0.9639 |
0.9496 |
|
| R1 |
0.9546 |
0.9546 |
0.9474 |
0.9593 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9422 |
| S1 |
0.9305 |
0.9305 |
0.9430 |
0.9352 |
| S2 |
0.9157 |
0.9157 |
0.9408 |
|
| S3 |
0.8916 |
0.9064 |
0.9386 |
|
| S4 |
0.8675 |
0.8823 |
0.9319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9565 |
0.9284 |
0.0281 |
3.0% |
0.0119 |
1.3% |
68% |
False |
False |
141,981 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0098 |
1.0% |
71% |
False |
False |
131,534 |
| 20 |
0.9632 |
0.9251 |
0.0381 |
4.0% |
0.0099 |
1.0% |
59% |
False |
False |
93,733 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0096 |
1.0% |
42% |
False |
False |
47,212 |
| 60 |
1.0062 |
0.9251 |
0.0811 |
8.6% |
0.0088 |
0.9% |
28% |
False |
False |
31,517 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.2% |
0.0091 |
1.0% |
18% |
False |
False |
23,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9876 |
|
2.618 |
0.9729 |
|
1.618 |
0.9639 |
|
1.000 |
0.9583 |
|
0.618 |
0.9549 |
|
HIGH |
0.9493 |
|
0.618 |
0.9459 |
|
0.500 |
0.9448 |
|
0.382 |
0.9437 |
|
LOW |
0.9403 |
|
0.618 |
0.9347 |
|
1.000 |
0.9313 |
|
1.618 |
0.9257 |
|
2.618 |
0.9167 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9466 |
0.9484 |
| PP |
0.9457 |
0.9481 |
| S1 |
0.9448 |
0.9478 |
|