CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9143 |
0.9270 |
0.0127 |
1.4% |
0.9380 |
| High |
0.9217 |
0.9281 |
0.0064 |
0.7% |
0.9380 |
| Low |
0.9143 |
0.9197 |
0.0054 |
0.6% |
0.9134 |
| Close |
0.9201 |
0.9198 |
-0.0003 |
0.0% |
0.9140 |
| Range |
0.0074 |
0.0084 |
0.0010 |
13.5% |
0.0246 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.3% |
0.0000 |
| Volume |
208 |
125 |
-83 |
-39.9% |
484 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9477 |
0.9422 |
0.9244 |
|
| R3 |
0.9393 |
0.9338 |
0.9221 |
|
| R2 |
0.9309 |
0.9309 |
0.9213 |
|
| R1 |
0.9254 |
0.9254 |
0.9206 |
0.9240 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9218 |
| S1 |
0.9170 |
0.9170 |
0.9190 |
0.9156 |
| S2 |
0.9141 |
0.9141 |
0.9183 |
|
| S3 |
0.9057 |
0.9086 |
0.9175 |
|
| S4 |
0.8973 |
0.9002 |
0.9152 |
|
|
| 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 |
0.9281 |
0.9128 |
0.0153 |
1.7% |
0.0062 |
0.7% |
46% |
True |
False |
128 |
| 10 |
0.9388 |
0.9128 |
0.0260 |
2.8% |
0.0064 |
0.7% |
27% |
False |
False |
113 |
| 20 |
0.9598 |
0.9128 |
0.0470 |
5.1% |
0.0065 |
0.7% |
15% |
False |
False |
123 |
| 40 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0054 |
0.6% |
12% |
False |
False |
131 |
| 60 |
0.9803 |
0.9128 |
0.0675 |
7.3% |
0.0041 |
0.4% |
10% |
False |
False |
438 |
| 80 |
0.9812 |
0.9128 |
0.0684 |
7.4% |
0.0032 |
0.4% |
10% |
False |
False |
330 |
| 100 |
1.0169 |
0.9128 |
0.1041 |
11.3% |
0.0026 |
0.3% |
7% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9638 |
|
2.618 |
0.9501 |
|
1.618 |
0.9417 |
|
1.000 |
0.9365 |
|
0.618 |
0.9333 |
|
HIGH |
0.9281 |
|
0.618 |
0.9249 |
|
0.500 |
0.9239 |
|
0.382 |
0.9229 |
|
LOW |
0.9197 |
|
0.618 |
0.9145 |
|
1.000 |
0.9113 |
|
1.618 |
0.9061 |
|
2.618 |
0.8977 |
|
4.250 |
0.8840 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9239 |
0.9205 |
| PP |
0.9225 |
0.9202 |
| S1 |
0.9212 |
0.9200 |
|