CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9587 |
0.0133 |
1.4% |
0.9410 |
| High |
0.9638 |
0.9672 |
0.0034 |
0.4% |
0.9499 |
| Low |
0.9442 |
0.9536 |
0.0094 |
1.0% |
0.9316 |
| Close |
0.9554 |
0.9561 |
0.0007 |
0.1% |
0.9418 |
| Range |
0.0196 |
0.0136 |
-0.0060 |
-30.6% |
0.0183 |
| ATR |
0.0105 |
0.0108 |
0.0002 |
2.1% |
0.0000 |
| Volume |
109,361 |
199,354 |
89,993 |
82.3% |
663,015 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9915 |
0.9636 |
|
| R3 |
0.9862 |
0.9779 |
0.9598 |
|
| R2 |
0.9726 |
0.9726 |
0.9586 |
|
| R1 |
0.9643 |
0.9643 |
0.9573 |
0.9617 |
| PP |
0.9590 |
0.9590 |
0.9590 |
0.9576 |
| S1 |
0.9507 |
0.9507 |
0.9549 |
0.9481 |
| S2 |
0.9454 |
0.9454 |
0.9536 |
|
| S3 |
0.9318 |
0.9371 |
0.9524 |
|
| S4 |
0.9182 |
0.9235 |
0.9486 |
|
|
| 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 |
0.9672 |
0.9336 |
0.0336 |
3.5% |
0.0124 |
1.3% |
67% |
True |
False |
146,425 |
| 10 |
0.9672 |
0.9316 |
0.0356 |
3.7% |
0.0112 |
1.2% |
69% |
True |
False |
148,335 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.4% |
0.0103 |
1.1% |
74% |
True |
False |
137,123 |
| 40 |
0.9785 |
0.9251 |
0.0534 |
5.6% |
0.0101 |
1.1% |
58% |
False |
False |
80,060 |
| 60 |
0.9808 |
0.9251 |
0.0557 |
5.8% |
0.0095 |
1.0% |
56% |
False |
False |
53,474 |
| 80 |
1.0170 |
0.9251 |
0.0919 |
9.6% |
0.0087 |
0.9% |
34% |
False |
False |
40,126 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.1% |
0.0088 |
0.9% |
25% |
False |
False |
32,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0028 |
|
1.618 |
0.9892 |
|
1.000 |
0.9808 |
|
0.618 |
0.9756 |
|
HIGH |
0.9672 |
|
0.618 |
0.9620 |
|
0.500 |
0.9604 |
|
0.382 |
0.9588 |
|
LOW |
0.9536 |
|
0.618 |
0.9452 |
|
1.000 |
0.9400 |
|
1.618 |
0.9316 |
|
2.618 |
0.9180 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9604 |
0.9552 |
| PP |
0.9590 |
0.9543 |
| S1 |
0.9575 |
0.9534 |
|