CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9125 |
-0.0043 |
-0.5% |
0.9128 |
| High |
0.9168 |
0.9157 |
-0.0011 |
-0.1% |
0.9281 |
| Low |
0.9108 |
0.9109 |
0.0001 |
0.0% |
0.9108 |
| Close |
0.9113 |
0.9141 |
0.0028 |
0.3% |
0.9113 |
| Range |
0.0060 |
0.0048 |
-0.0012 |
-20.0% |
0.0173 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
123 |
108 |
-15 |
-12.2% |
808 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9258 |
0.9167 |
|
| R3 |
0.9232 |
0.9210 |
0.9154 |
|
| R2 |
0.9184 |
0.9184 |
0.9150 |
|
| R1 |
0.9162 |
0.9162 |
0.9145 |
0.9173 |
| PP |
0.9136 |
0.9136 |
0.9136 |
0.9141 |
| S1 |
0.9114 |
0.9114 |
0.9137 |
0.9125 |
| S2 |
0.9088 |
0.9088 |
0.9132 |
|
| S3 |
0.9040 |
0.9066 |
0.9128 |
|
| S4 |
0.8992 |
0.9018 |
0.9115 |
|
|
| 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% |
0.0063 |
0.7% |
19% |
False |
False |
159 |
| 10 |
0.9353 |
0.9108 |
0.0245 |
2.7% |
0.0064 |
0.7% |
13% |
False |
False |
113 |
| 20 |
0.9490 |
0.9108 |
0.0382 |
4.2% |
0.0060 |
0.7% |
9% |
False |
False |
119 |
| 40 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0055 |
0.6% |
5% |
False |
False |
139 |
| 60 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0044 |
0.5% |
5% |
False |
False |
446 |
| 80 |
0.9812 |
0.9108 |
0.0704 |
7.7% |
0.0034 |
0.4% |
5% |
False |
False |
336 |
| 100 |
1.0025 |
0.9108 |
0.0917 |
10.0% |
0.0028 |
0.3% |
4% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9283 |
|
1.618 |
0.9235 |
|
1.000 |
0.9205 |
|
0.618 |
0.9187 |
|
HIGH |
0.9157 |
|
0.618 |
0.9139 |
|
0.500 |
0.9133 |
|
0.382 |
0.9127 |
|
LOW |
0.9109 |
|
0.618 |
0.9079 |
|
1.000 |
0.9061 |
|
1.618 |
0.9031 |
|
2.618 |
0.8983 |
|
4.250 |
0.8905 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9160 |
| PP |
0.9136 |
0.9153 |
| S1 |
0.9133 |
0.9147 |
|