CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9447 |
0.9384 |
-0.0063 |
-0.7% |
0.9458 |
| High |
0.9467 |
0.9432 |
-0.0035 |
-0.4% |
0.9672 |
| Low |
0.9376 |
0.9361 |
-0.0015 |
-0.2% |
0.9367 |
| Close |
0.9384 |
0.9398 |
0.0014 |
0.1% |
0.9384 |
| Range |
0.0091 |
0.0071 |
-0.0020 |
-22.0% |
0.0305 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
167,670 |
114,732 |
-52,938 |
-31.6% |
828,337 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9610 |
0.9575 |
0.9437 |
|
| R3 |
0.9539 |
0.9504 |
0.9418 |
|
| R2 |
0.9468 |
0.9468 |
0.9411 |
|
| R1 |
0.9433 |
0.9433 |
0.9405 |
0.9451 |
| PP |
0.9397 |
0.9397 |
0.9397 |
0.9406 |
| S1 |
0.9362 |
0.9362 |
0.9391 |
0.9380 |
| S2 |
0.9326 |
0.9326 |
0.9385 |
|
| S3 |
0.9255 |
0.9291 |
0.9378 |
|
| S4 |
0.9184 |
0.9220 |
0.9359 |
|
|
| 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 |
0.9361 |
0.0311 |
3.3% |
0.0141 |
1.5% |
12% |
False |
True |
148,361 |
| 10 |
0.9672 |
0.9323 |
0.0349 |
3.7% |
0.0120 |
1.3% |
21% |
False |
False |
146,094 |
| 20 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0112 |
1.2% |
35% |
False |
False |
141,708 |
| 40 |
0.9747 |
0.9251 |
0.0496 |
5.3% |
0.0103 |
1.1% |
30% |
False |
False |
90,855 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.7% |
0.0097 |
1.0% |
27% |
False |
False |
60,680 |
| 80 |
1.0139 |
0.9251 |
0.0888 |
9.4% |
0.0089 |
1.0% |
17% |
False |
False |
45,539 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.3% |
0.0091 |
1.0% |
12% |
False |
False |
36,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9618 |
|
1.618 |
0.9547 |
|
1.000 |
0.9503 |
|
0.618 |
0.9476 |
|
HIGH |
0.9432 |
|
0.618 |
0.9405 |
|
0.500 |
0.9397 |
|
0.382 |
0.9388 |
|
LOW |
0.9361 |
|
0.618 |
0.9317 |
|
1.000 |
0.9290 |
|
1.618 |
0.9246 |
|
2.618 |
0.9175 |
|
4.250 |
0.9059 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9398 |
0.9469 |
| PP |
0.9397 |
0.9445 |
| S1 |
0.9397 |
0.9422 |
|