CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9180 |
0.9276 |
0.0096 |
1.0% |
0.9125 |
| High |
0.9307 |
0.9284 |
-0.0023 |
-0.2% |
0.9307 |
| Low |
0.9175 |
0.9142 |
-0.0033 |
-0.4% |
0.9109 |
| Close |
0.9268 |
0.9152 |
-0.0116 |
-1.3% |
0.9152 |
| Range |
0.0132 |
0.0142 |
0.0010 |
7.6% |
0.0198 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
8.0% |
0.0000 |
| Volume |
144 |
317 |
173 |
120.1% |
1,572 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9619 |
0.9527 |
0.9230 |
|
| R3 |
0.9477 |
0.9385 |
0.9191 |
|
| R2 |
0.9335 |
0.9335 |
0.9178 |
|
| R1 |
0.9243 |
0.9243 |
0.9165 |
0.9218 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9180 |
| S1 |
0.9101 |
0.9101 |
0.9139 |
0.9076 |
| S2 |
0.9051 |
0.9051 |
0.9126 |
|
| S3 |
0.8909 |
0.8959 |
0.9113 |
|
| S4 |
0.8767 |
0.8817 |
0.9074 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9783 |
0.9666 |
0.9261 |
|
| R3 |
0.9585 |
0.9468 |
0.9206 |
|
| R2 |
0.9387 |
0.9387 |
0.9188 |
|
| R1 |
0.9270 |
0.9270 |
0.9170 |
0.9329 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9219 |
| S1 |
0.9072 |
0.9072 |
0.9134 |
0.9131 |
| S2 |
0.8991 |
0.8991 |
0.9116 |
|
| S3 |
0.8793 |
0.8874 |
0.9098 |
|
| S4 |
0.8595 |
0.8676 |
0.9043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9307 |
0.9109 |
0.0198 |
2.2% |
0.0086 |
0.9% |
22% |
False |
False |
314 |
| 10 |
0.9307 |
0.9108 |
0.0199 |
2.2% |
0.0075 |
0.8% |
22% |
False |
False |
238 |
| 20 |
0.9390 |
0.9108 |
0.0282 |
3.1% |
0.0067 |
0.7% |
16% |
False |
False |
189 |
| 40 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0060 |
0.7% |
7% |
False |
False |
171 |
| 60 |
0.9715 |
0.9108 |
0.0607 |
6.6% |
0.0050 |
0.5% |
7% |
False |
False |
462 |
| 80 |
0.9812 |
0.9108 |
0.0704 |
7.7% |
0.0039 |
0.4% |
6% |
False |
False |
355 |
| 100 |
1.0025 |
0.9108 |
0.0917 |
10.0% |
0.0032 |
0.3% |
5% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9888 |
|
2.618 |
0.9656 |
|
1.618 |
0.9514 |
|
1.000 |
0.9426 |
|
0.618 |
0.9372 |
|
HIGH |
0.9284 |
|
0.618 |
0.9230 |
|
0.500 |
0.9213 |
|
0.382 |
0.9196 |
|
LOW |
0.9142 |
|
0.618 |
0.9054 |
|
1.000 |
0.9000 |
|
1.618 |
0.8912 |
|
2.618 |
0.8770 |
|
4.250 |
0.8539 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9213 |
0.9221 |
| PP |
0.9193 |
0.9198 |
| S1 |
0.9172 |
0.9175 |
|