CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9458 |
0.9454 |
-0.0004 |
0.0% |
0.9410 |
| High |
0.9468 |
0.9638 |
0.0170 |
1.8% |
0.9499 |
| Low |
0.9395 |
0.9442 |
0.0047 |
0.5% |
0.9316 |
| Close |
0.9457 |
0.9554 |
0.0097 |
1.0% |
0.9418 |
| Range |
0.0073 |
0.0196 |
0.0123 |
168.5% |
0.0183 |
| ATR |
0.0098 |
0.0105 |
0.0007 |
7.1% |
0.0000 |
| Volume |
201,262 |
109,361 |
-91,901 |
-45.7% |
663,015 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0039 |
0.9662 |
|
| R3 |
0.9937 |
0.9843 |
0.9608 |
|
| R2 |
0.9741 |
0.9741 |
0.9590 |
|
| R1 |
0.9647 |
0.9647 |
0.9572 |
0.9694 |
| PP |
0.9545 |
0.9545 |
0.9545 |
0.9568 |
| S1 |
0.9451 |
0.9451 |
0.9536 |
0.9498 |
| S2 |
0.9349 |
0.9349 |
0.9518 |
|
| S3 |
0.9153 |
0.9255 |
0.9500 |
|
| S4 |
0.8957 |
0.9059 |
0.9446 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9872 |
0.9519 |
|
| R3 |
0.9777 |
0.9689 |
0.9468 |
|
| R2 |
0.9594 |
0.9594 |
0.9452 |
|
| R1 |
0.9506 |
0.9506 |
0.9435 |
0.9550 |
| PP |
0.9411 |
0.9411 |
0.9411 |
0.9433 |
| S1 |
0.9323 |
0.9323 |
0.9401 |
0.9367 |
| S2 |
0.9228 |
0.9228 |
0.9384 |
|
| S3 |
0.9045 |
0.9140 |
0.9368 |
|
| S4 |
0.8862 |
0.8957 |
0.9317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9638 |
0.9323 |
0.0315 |
3.3% |
0.0115 |
1.2% |
73% |
True |
False |
135,858 |
| 10 |
0.9638 |
0.9316 |
0.0322 |
3.4% |
0.0109 |
1.1% |
74% |
True |
False |
140,857 |
| 20 |
0.9638 |
0.9251 |
0.0387 |
4.1% |
0.0100 |
1.0% |
78% |
True |
False |
131,615 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.6% |
0.0099 |
1.0% |
57% |
False |
False |
75,100 |
| 60 |
0.9808 |
0.9251 |
0.0557 |
5.8% |
0.0093 |
1.0% |
54% |
False |
False |
50,153 |
| 80 |
1.0170 |
0.9251 |
0.0919 |
9.6% |
0.0087 |
0.9% |
33% |
False |
False |
37,635 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.1% |
0.0087 |
0.9% |
24% |
False |
False |
30,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0151 |
|
1.618 |
0.9955 |
|
1.000 |
0.9834 |
|
0.618 |
0.9759 |
|
HIGH |
0.9638 |
|
0.618 |
0.9563 |
|
0.500 |
0.9540 |
|
0.382 |
0.9517 |
|
LOW |
0.9442 |
|
0.618 |
0.9321 |
|
1.000 |
0.9246 |
|
1.618 |
0.9125 |
|
2.618 |
0.8929 |
|
4.250 |
0.8609 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9549 |
0.9535 |
| PP |
0.9545 |
0.9515 |
| S1 |
0.9540 |
0.9496 |
|