CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9349 |
0.9293 |
-0.0056 |
-0.6% |
0.9458 |
| High |
0.9360 |
0.9356 |
-0.0004 |
0.0% |
0.9672 |
| Low |
0.9288 |
0.9286 |
-0.0002 |
0.0% |
0.9367 |
| Close |
0.9294 |
0.9342 |
0.0048 |
0.5% |
0.9384 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0305 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
121,456 |
101,644 |
-19,812 |
-16.3% |
828,337 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9510 |
0.9381 |
|
| R3 |
0.9468 |
0.9440 |
0.9361 |
|
| R2 |
0.9398 |
0.9398 |
0.9355 |
|
| R1 |
0.9370 |
0.9370 |
0.9348 |
0.9384 |
| PP |
0.9328 |
0.9328 |
0.9328 |
0.9335 |
| S1 |
0.9300 |
0.9300 |
0.9336 |
0.9314 |
| S2 |
0.9258 |
0.9258 |
0.9329 |
|
| S3 |
0.9188 |
0.9230 |
0.9323 |
|
| S4 |
0.9118 |
0.9160 |
0.9304 |
|
|
| 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 |
0.9467 |
0.9286 |
0.0181 |
1.9% |
0.0086 |
0.9% |
31% |
False |
True |
115,415 |
| 10 |
0.9672 |
0.9286 |
0.0386 |
4.1% |
0.0119 |
1.3% |
15% |
False |
True |
135,985 |
| 20 |
0.9672 |
0.9284 |
0.0388 |
4.2% |
0.0113 |
1.2% |
15% |
False |
False |
137,776 |
| 40 |
0.9678 |
0.9251 |
0.0427 |
4.6% |
0.0103 |
1.1% |
21% |
False |
False |
98,183 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0098 |
1.1% |
17% |
False |
False |
65,588 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0090 |
1.0% |
11% |
False |
False |
49,222 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.4% |
0.0092 |
1.0% |
7% |
False |
False |
39,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9654 |
|
2.618 |
0.9539 |
|
1.618 |
0.9469 |
|
1.000 |
0.9426 |
|
0.618 |
0.9399 |
|
HIGH |
0.9356 |
|
0.618 |
0.9329 |
|
0.500 |
0.9321 |
|
0.382 |
0.9313 |
|
LOW |
0.9286 |
|
0.618 |
0.9243 |
|
1.000 |
0.9216 |
|
1.618 |
0.9173 |
|
2.618 |
0.9103 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9373 |
| PP |
0.9328 |
0.9362 |
| S1 |
0.9321 |
0.9352 |
|