CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9145 |
0.9183 |
0.0038 |
0.4% |
0.9128 |
| High |
0.9191 |
0.9183 |
-0.0008 |
-0.1% |
0.9281 |
| Low |
0.9133 |
0.9135 |
0.0002 |
0.0% |
0.9108 |
| Close |
0.9171 |
0.9170 |
-0.0001 |
0.0% |
0.9113 |
| Range |
0.0058 |
0.0048 |
-0.0010 |
-17.2% |
0.0173 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
721 |
282 |
-439 |
-60.9% |
808 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9286 |
0.9196 |
|
| R3 |
0.9259 |
0.9238 |
0.9183 |
|
| R2 |
0.9211 |
0.9211 |
0.9179 |
|
| R1 |
0.9190 |
0.9190 |
0.9174 |
0.9177 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9156 |
| S1 |
0.9142 |
0.9142 |
0.9166 |
0.9129 |
| S2 |
0.9115 |
0.9115 |
0.9161 |
|
| S3 |
0.9067 |
0.9094 |
0.9157 |
|
| S4 |
0.9019 |
0.9046 |
0.9144 |
|
|
| 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 |
0.9211 |
0.9108 |
0.0103 |
1.1% |
0.0053 |
0.6% |
60% |
False |
False |
293 |
| 10 |
0.9281 |
0.9108 |
0.0173 |
1.9% |
0.0057 |
0.6% |
36% |
False |
False |
210 |
| 20 |
0.9420 |
0.9108 |
0.0312 |
3.4% |
0.0058 |
0.6% |
20% |
False |
False |
168 |
| 40 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0056 |
0.6% |
10% |
False |
False |
163 |
| 60 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0046 |
0.5% |
10% |
False |
False |
463 |
| 80 |
0.9812 |
0.9108 |
0.0704 |
7.7% |
0.0036 |
0.4% |
9% |
False |
False |
349 |
| 100 |
1.0025 |
0.9108 |
0.0917 |
10.0% |
0.0029 |
0.3% |
7% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9387 |
|
2.618 |
0.9309 |
|
1.618 |
0.9261 |
|
1.000 |
0.9231 |
|
0.618 |
0.9213 |
|
HIGH |
0.9183 |
|
0.618 |
0.9165 |
|
0.500 |
0.9159 |
|
0.382 |
0.9153 |
|
LOW |
0.9135 |
|
0.618 |
0.9105 |
|
1.000 |
0.9087 |
|
1.618 |
0.9057 |
|
2.618 |
0.9009 |
|
4.250 |
0.8931 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9166 |
0.9163 |
| PP |
0.9163 |
0.9157 |
| S1 |
0.9159 |
0.9150 |
|