CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9143 |
0.0015 |
0.2% |
0.9380 |
| High |
0.9184 |
0.9217 |
0.0033 |
0.4% |
0.9380 |
| Low |
0.9128 |
0.9143 |
0.0015 |
0.2% |
0.9134 |
| Close |
0.9158 |
0.9201 |
0.0043 |
0.5% |
0.9140 |
| Range |
0.0056 |
0.0074 |
0.0018 |
32.1% |
0.0246 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
120 |
208 |
88 |
73.3% |
484 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9379 |
0.9242 |
|
| R3 |
0.9335 |
0.9305 |
0.9221 |
|
| R2 |
0.9261 |
0.9261 |
0.9215 |
|
| R1 |
0.9231 |
0.9231 |
0.9208 |
0.9246 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9195 |
| S1 |
0.9157 |
0.9157 |
0.9194 |
0.9172 |
| S2 |
0.9113 |
0.9113 |
0.9187 |
|
| S3 |
0.9039 |
0.9083 |
0.9181 |
|
| S4 |
0.8965 |
0.9009 |
0.9160 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9794 |
0.9275 |
|
| R3 |
0.9710 |
0.9548 |
0.9208 |
|
| R2 |
0.9464 |
0.9464 |
0.9185 |
|
| R1 |
0.9302 |
0.9302 |
0.9163 |
0.9260 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9197 |
| S1 |
0.9056 |
0.9056 |
0.9117 |
0.9014 |
| S2 |
0.8972 |
0.8972 |
0.9095 |
|
| S3 |
0.8726 |
0.8810 |
0.9072 |
|
| S4 |
0.8480 |
0.8564 |
0.9005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9304 |
0.9128 |
0.0176 |
1.9% |
0.0069 |
0.8% |
41% |
False |
False |
106 |
| 10 |
0.9388 |
0.9128 |
0.0260 |
2.8% |
0.0059 |
0.6% |
28% |
False |
False |
145 |
| 20 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0065 |
0.7% |
12% |
False |
False |
119 |
| 40 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0053 |
0.6% |
12% |
False |
False |
129 |
| 60 |
0.9803 |
0.9128 |
0.0675 |
7.3% |
0.0040 |
0.4% |
11% |
False |
False |
437 |
| 80 |
0.9812 |
0.9128 |
0.0684 |
7.4% |
0.0031 |
0.3% |
11% |
False |
False |
329 |
| 100 |
1.0171 |
0.9128 |
0.1043 |
11.3% |
0.0026 |
0.3% |
7% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9411 |
|
1.618 |
0.9337 |
|
1.000 |
0.9291 |
|
0.618 |
0.9263 |
|
HIGH |
0.9217 |
|
0.618 |
0.9189 |
|
0.500 |
0.9180 |
|
0.382 |
0.9171 |
|
LOW |
0.9143 |
|
0.618 |
0.9097 |
|
1.000 |
0.9069 |
|
1.618 |
0.9023 |
|
2.618 |
0.8949 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9192 |
| PP |
0.9187 |
0.9182 |
| S1 |
0.9180 |
0.9173 |
|