CME Japanese Yen Future December 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
0.9202 |
0.9168 |
-0.0034 |
-0.4% |
0.9128 |
High |
0.9211 |
0.9168 |
-0.0043 |
-0.5% |
0.9281 |
Low |
0.9162 |
0.9108 |
-0.0054 |
-0.6% |
0.9108 |
Close |
0.9177 |
0.9113 |
-0.0064 |
-0.7% |
0.9113 |
Range |
0.0049 |
0.0060 |
0.0011 |
22.4% |
0.0173 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
Volume |
232 |
123 |
-109 |
-47.0% |
808 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9310 |
0.9271 |
0.9146 |
|
R3 |
0.9250 |
0.9211 |
0.9130 |
|
R2 |
0.9190 |
0.9190 |
0.9124 |
|
R1 |
0.9151 |
0.9151 |
0.9119 |
0.9141 |
PP |
0.9130 |
0.9130 |
0.9130 |
0.9124 |
S1 |
0.9091 |
0.9091 |
0.9108 |
0.9081 |
S2 |
0.9070 |
0.9070 |
0.9102 |
|
S3 |
0.9010 |
0.9031 |
0.9097 |
|
S4 |
0.8950 |
0.8971 |
0.9080 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9686 |
0.9573 |
0.9208 |
|
R3 |
0.9513 |
0.9400 |
0.9161 |
|
R2 |
0.9340 |
0.9340 |
0.9145 |
|
R1 |
0.9227 |
0.9227 |
0.9129 |
0.9197 |
PP |
0.9167 |
0.9167 |
0.9167 |
0.9153 |
S1 |
0.9054 |
0.9054 |
0.9097 |
0.9024 |
S2 |
0.8994 |
0.8994 |
0.9081 |
|
S3 |
0.8821 |
0.8881 |
0.9065 |
|
S4 |
0.8648 |
0.8708 |
0.9018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9281 |
0.9108 |
0.0173 |
1.9% |
0.0065 |
0.7% |
3% |
False |
True |
161 |
10 |
0.9380 |
0.9108 |
0.0272 |
3.0% |
0.0066 |
0.7% |
2% |
False |
True |
129 |
20 |
0.9490 |
0.9108 |
0.0382 |
4.2% |
0.0059 |
0.6% |
1% |
False |
True |
114 |
40 |
0.9715 |
0.9108 |
0.0607 |
6.7% |
0.0055 |
0.6% |
1% |
False |
True |
137 |
60 |
0.9803 |
0.9108 |
0.0695 |
7.6% |
0.0043 |
0.5% |
1% |
False |
True |
444 |
80 |
0.9812 |
0.9108 |
0.0704 |
7.7% |
0.0034 |
0.4% |
1% |
False |
True |
335 |
100 |
1.0141 |
0.9108 |
0.1033 |
11.3% |
0.0027 |
0.3% |
0% |
False |
True |
268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9423 |
2.618 |
0.9325 |
1.618 |
0.9265 |
1.000 |
0.9228 |
0.618 |
0.9205 |
HIGH |
0.9168 |
0.618 |
0.9145 |
0.500 |
0.9138 |
0.382 |
0.9131 |
LOW |
0.9108 |
0.618 |
0.9071 |
1.000 |
0.9048 |
1.618 |
0.9011 |
2.618 |
0.8951 |
4.250 |
0.8853 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9138 |
0.9195 |
PP |
0.9130 |
0.9167 |
S1 |
0.9121 |
0.9140 |
|