CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9486 |
0.9410 |
-0.0076 |
-0.8% |
0.9455 |
| High |
0.9492 |
0.9412 |
-0.0080 |
-0.8% |
0.9565 |
| Low |
0.9387 |
0.9316 |
-0.0071 |
-0.8% |
0.9387 |
| Close |
0.9409 |
0.9385 |
-0.0024 |
-0.3% |
0.9409 |
| Range |
0.0105 |
0.0096 |
-0.0009 |
-8.6% |
0.0178 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
144,862 |
145,142 |
280 |
0.2% |
588,936 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9659 |
0.9618 |
0.9438 |
|
| R3 |
0.9563 |
0.9522 |
0.9411 |
|
| R2 |
0.9467 |
0.9467 |
0.9403 |
|
| R1 |
0.9426 |
0.9426 |
0.9394 |
0.9399 |
| PP |
0.9371 |
0.9371 |
0.9371 |
0.9357 |
| S1 |
0.9330 |
0.9330 |
0.9376 |
0.9303 |
| S2 |
0.9275 |
0.9275 |
0.9367 |
|
| S3 |
0.9179 |
0.9234 |
0.9359 |
|
| S4 |
0.9083 |
0.9138 |
0.9332 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9876 |
0.9507 |
|
| R3 |
0.9810 |
0.9698 |
0.9458 |
|
| R2 |
0.9632 |
0.9632 |
0.9442 |
|
| R1 |
0.9520 |
0.9520 |
0.9425 |
0.9487 |
| PP |
0.9454 |
0.9454 |
0.9454 |
0.9437 |
| S1 |
0.9342 |
0.9342 |
0.9393 |
0.9309 |
| S2 |
0.9276 |
0.9276 |
0.9376 |
|
| S3 |
0.9098 |
0.9164 |
0.9360 |
|
| S4 |
0.8920 |
0.8986 |
0.9311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9565 |
0.9316 |
0.0249 |
2.7% |
0.0106 |
1.1% |
28% |
False |
True |
146,815 |
| 10 |
0.9565 |
0.9251 |
0.0314 |
3.3% |
0.0104 |
1.1% |
43% |
False |
False |
137,322 |
| 20 |
0.9632 |
0.9251 |
0.0381 |
4.1% |
0.0097 |
1.0% |
35% |
False |
False |
107,897 |
| 40 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0096 |
1.0% |
25% |
False |
False |
54,449 |
| 60 |
0.9989 |
0.9251 |
0.0738 |
7.9% |
0.0088 |
0.9% |
18% |
False |
False |
36,349 |
| 80 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0092 |
1.0% |
11% |
False |
False |
27,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9820 |
|
2.618 |
0.9663 |
|
1.618 |
0.9567 |
|
1.000 |
0.9508 |
|
0.618 |
0.9471 |
|
HIGH |
0.9412 |
|
0.618 |
0.9375 |
|
0.500 |
0.9364 |
|
0.382 |
0.9353 |
|
LOW |
0.9316 |
|
0.618 |
0.9257 |
|
1.000 |
0.9220 |
|
1.618 |
0.9161 |
|
2.618 |
0.9065 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9378 |
0.9405 |
| PP |
0.9371 |
0.9398 |
| S1 |
0.9364 |
0.9392 |
|