CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9330 |
0.9272 |
-0.0058 |
-0.6% |
0.9384 |
| High |
0.9347 |
0.9311 |
-0.0036 |
-0.4% |
0.9459 |
| Low |
0.9258 |
0.9254 |
-0.0004 |
0.0% |
0.9286 |
| Close |
0.9276 |
0.9272 |
-0.0004 |
0.0% |
0.9293 |
| Range |
0.0089 |
0.0057 |
-0.0032 |
-36.0% |
0.0173 |
| ATR |
0.0103 |
0.0099 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
70,112 |
93,348 |
23,236 |
33.1% |
511,731 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9418 |
0.9303 |
|
| R3 |
0.9393 |
0.9361 |
0.9288 |
|
| R2 |
0.9336 |
0.9336 |
0.9282 |
|
| R1 |
0.9304 |
0.9304 |
0.9277 |
0.9301 |
| PP |
0.9279 |
0.9279 |
0.9279 |
0.9277 |
| S1 |
0.9247 |
0.9247 |
0.9267 |
0.9244 |
| S2 |
0.9222 |
0.9222 |
0.9262 |
|
| S3 |
0.9165 |
0.9190 |
0.9256 |
|
| S4 |
0.9108 |
0.9133 |
0.9241 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9865 |
0.9752 |
0.9388 |
|
| R3 |
0.9692 |
0.9579 |
0.9341 |
|
| R2 |
0.9519 |
0.9519 |
0.9325 |
|
| R1 |
0.9406 |
0.9406 |
0.9309 |
0.9376 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9331 |
| S1 |
0.9233 |
0.9233 |
0.9277 |
0.9203 |
| S2 |
0.9173 |
0.9173 |
0.9261 |
|
| S3 |
0.9000 |
0.9060 |
0.9245 |
|
| S4 |
0.8827 |
0.8887 |
0.9198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9409 |
0.9254 |
0.0155 |
1.7% |
0.0080 |
0.9% |
12% |
False |
True |
100,618 |
| 10 |
0.9577 |
0.9254 |
0.0323 |
3.5% |
0.0097 |
1.0% |
6% |
False |
True |
112,921 |
| 20 |
0.9672 |
0.9254 |
0.0418 |
4.5% |
0.0104 |
1.1% |
4% |
False |
True |
130,628 |
| 40 |
0.9672 |
0.9251 |
0.0421 |
4.5% |
0.0101 |
1.1% |
5% |
False |
False |
108,084 |
| 60 |
0.9790 |
0.9251 |
0.0539 |
5.8% |
0.0099 |
1.1% |
4% |
False |
False |
72,262 |
| 80 |
1.0062 |
0.9251 |
0.0811 |
8.7% |
0.0091 |
1.0% |
3% |
False |
False |
54,226 |
| 100 |
1.0505 |
0.9251 |
0.1254 |
13.5% |
0.0094 |
1.0% |
2% |
False |
False |
43,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9553 |
|
2.618 |
0.9460 |
|
1.618 |
0.9403 |
|
1.000 |
0.9368 |
|
0.618 |
0.9346 |
|
HIGH |
0.9311 |
|
0.618 |
0.9289 |
|
0.500 |
0.9283 |
|
0.382 |
0.9276 |
|
LOW |
0.9254 |
|
0.618 |
0.9219 |
|
1.000 |
0.9197 |
|
1.618 |
0.9162 |
|
2.618 |
0.9105 |
|
4.250 |
0.9012 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9283 |
0.9301 |
| PP |
0.9279 |
0.9291 |
| S1 |
0.9276 |
0.9282 |
|