CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9546 |
0.9447 |
-0.0099 |
-1.0% |
0.9458 |
| High |
0.9577 |
0.9467 |
-0.0110 |
-1.1% |
0.9672 |
| Low |
0.9367 |
0.9376 |
0.0009 |
0.1% |
0.9367 |
| Close |
0.9403 |
0.9384 |
-0.0019 |
-0.2% |
0.9384 |
| Range |
0.0210 |
0.0091 |
-0.0119 |
-56.7% |
0.0305 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
150,690 |
167,670 |
16,980 |
11.3% |
828,337 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9682 |
0.9624 |
0.9434 |
|
| R3 |
0.9591 |
0.9533 |
0.9409 |
|
| R2 |
0.9500 |
0.9500 |
0.9401 |
|
| R1 |
0.9442 |
0.9442 |
0.9392 |
0.9426 |
| PP |
0.9409 |
0.9409 |
0.9409 |
0.9401 |
| S1 |
0.9351 |
0.9351 |
0.9376 |
0.9335 |
| S2 |
0.9318 |
0.9318 |
0.9367 |
|
| S3 |
0.9227 |
0.9260 |
0.9359 |
|
| S4 |
0.9136 |
0.9169 |
0.9334 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0192 |
0.9552 |
|
| R3 |
1.0084 |
0.9887 |
0.9468 |
|
| R2 |
0.9779 |
0.9779 |
0.9440 |
|
| R1 |
0.9582 |
0.9582 |
0.9412 |
0.9528 |
| PP |
0.9474 |
0.9474 |
0.9474 |
0.9448 |
| S1 |
0.9277 |
0.9277 |
0.9356 |
0.9223 |
| S2 |
0.9169 |
0.9169 |
0.9328 |
|
| S3 |
0.8864 |
0.8972 |
0.9300 |
|
| S4 |
0.8559 |
0.8667 |
0.9216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9672 |
0.9367 |
0.0305 |
3.3% |
0.0141 |
1.5% |
6% |
False |
False |
165,667 |
| 10 |
0.9672 |
0.9316 |
0.0356 |
3.8% |
0.0122 |
1.3% |
19% |
False |
False |
149,135 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0112 |
1.2% |
32% |
False |
False |
142,544 |
| 40 |
0.9756 |
0.9251 |
0.0505 |
5.4% |
0.0104 |
1.1% |
26% |
False |
False |
88,007 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0097 |
1.0% |
25% |
False |
False |
58,780 |
| 80 |
1.0150 |
0.9251 |
0.0899 |
9.6% |
0.0090 |
1.0% |
15% |
False |
False |
44,106 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0091 |
1.0% |
11% |
False |
False |
35,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9705 |
|
1.618 |
0.9614 |
|
1.000 |
0.9558 |
|
0.618 |
0.9523 |
|
HIGH |
0.9467 |
|
0.618 |
0.9432 |
|
0.500 |
0.9422 |
|
0.382 |
0.9411 |
|
LOW |
0.9376 |
|
0.618 |
0.9320 |
|
1.000 |
0.9285 |
|
1.618 |
0.9229 |
|
2.618 |
0.9138 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9422 |
0.9520 |
| PP |
0.9409 |
0.9474 |
| S1 |
0.9397 |
0.9429 |
|