CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9302 |
0.0011 |
0.1% |
0.9296 |
| High |
0.9344 |
0.9329 |
-0.0015 |
-0.2% |
0.9347 |
| Low |
0.9290 |
0.9255 |
-0.0035 |
-0.4% |
0.9248 |
| Close |
0.9309 |
0.9257 |
-0.0052 |
-0.6% |
0.9309 |
| Range |
0.0054 |
0.0074 |
0.0020 |
37.0% |
0.0099 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
119,391 |
120,876 |
1,485 |
1.2% |
507,522 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9502 |
0.9454 |
0.9298 |
|
| R3 |
0.9428 |
0.9380 |
0.9277 |
|
| R2 |
0.9354 |
0.9354 |
0.9271 |
|
| R1 |
0.9306 |
0.9306 |
0.9264 |
0.9293 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9274 |
| S1 |
0.9232 |
0.9232 |
0.9250 |
0.9219 |
| S2 |
0.9206 |
0.9206 |
0.9243 |
|
| S3 |
0.9132 |
0.9158 |
0.9237 |
|
| S4 |
0.9058 |
0.9084 |
0.9216 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9553 |
0.9363 |
|
| R3 |
0.9499 |
0.9454 |
0.9336 |
|
| R2 |
0.9400 |
0.9400 |
0.9327 |
|
| R1 |
0.9355 |
0.9355 |
0.9318 |
0.9378 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9313 |
| S1 |
0.9256 |
0.9256 |
0.9300 |
0.9279 |
| S2 |
0.9202 |
0.9202 |
0.9291 |
|
| S3 |
0.9103 |
0.9157 |
0.9282 |
|
| S4 |
0.9004 |
0.9058 |
0.9255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9347 |
0.9248 |
0.0099 |
1.1% |
0.0069 |
0.7% |
9% |
False |
False |
98,546 |
| 10 |
0.9459 |
0.9248 |
0.0211 |
2.3% |
0.0080 |
0.9% |
4% |
False |
False |
102,539 |
| 20 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0100 |
1.1% |
2% |
False |
False |
124,316 |
| 40 |
0.9672 |
0.9248 |
0.0424 |
4.6% |
0.0098 |
1.1% |
2% |
False |
False |
116,107 |
| 60 |
0.9790 |
0.9248 |
0.0542 |
5.9% |
0.0097 |
1.0% |
2% |
False |
False |
77,738 |
| 80 |
0.9989 |
0.9248 |
0.0741 |
8.0% |
0.0091 |
1.0% |
1% |
False |
False |
58,341 |
| 100 |
1.0505 |
0.9248 |
0.1257 |
13.6% |
0.0094 |
1.0% |
1% |
False |
False |
46,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9523 |
|
1.618 |
0.9449 |
|
1.000 |
0.9403 |
|
0.618 |
0.9375 |
|
HIGH |
0.9329 |
|
0.618 |
0.9301 |
|
0.500 |
0.9292 |
|
0.382 |
0.9283 |
|
LOW |
0.9255 |
|
0.618 |
0.9209 |
|
1.000 |
0.9181 |
|
1.618 |
0.9135 |
|
2.618 |
0.9061 |
|
4.250 |
0.8941 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9292 |
0.9296 |
| PP |
0.9280 |
0.9283 |
| S1 |
0.9269 |
0.9270 |
|