CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9276 |
0.9138 |
-0.0138 |
-1.5% |
0.9125 |
| High |
0.9284 |
0.9232 |
-0.0052 |
-0.6% |
0.9307 |
| Low |
0.9142 |
0.9069 |
-0.0073 |
-0.8% |
0.9109 |
| Close |
0.9152 |
0.9211 |
0.0059 |
0.6% |
0.9152 |
| Range |
0.0142 |
0.0163 |
0.0021 |
14.8% |
0.0198 |
| ATR |
0.0072 |
0.0079 |
0.0006 |
8.9% |
0.0000 |
| Volume |
317 |
451 |
134 |
42.3% |
1,572 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9660 |
0.9598 |
0.9301 |
|
| R3 |
0.9497 |
0.9435 |
0.9256 |
|
| R2 |
0.9334 |
0.9334 |
0.9241 |
|
| R1 |
0.9272 |
0.9272 |
0.9226 |
0.9303 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9186 |
| S1 |
0.9109 |
0.9109 |
0.9196 |
0.9140 |
| S2 |
0.9008 |
0.9008 |
0.9181 |
|
| S3 |
0.8845 |
0.8946 |
0.9166 |
|
| S4 |
0.8682 |
0.8783 |
0.9121 |
|
|
| 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 |
0.9069 |
0.0238 |
2.6% |
0.0109 |
1.2% |
60% |
False |
True |
383 |
| 10 |
0.9307 |
0.9069 |
0.0238 |
2.6% |
0.0086 |
0.9% |
60% |
False |
True |
271 |
| 20 |
0.9388 |
0.9069 |
0.0319 |
3.5% |
0.0072 |
0.8% |
45% |
False |
True |
210 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0062 |
0.7% |
22% |
False |
True |
173 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0053 |
0.6% |
22% |
False |
True |
469 |
| 80 |
0.9812 |
0.9069 |
0.0743 |
8.1% |
0.0041 |
0.4% |
19% |
False |
True |
360 |
| 100 |
1.0025 |
0.9069 |
0.0956 |
10.4% |
0.0033 |
0.4% |
15% |
False |
True |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9925 |
|
2.618 |
0.9659 |
|
1.618 |
0.9496 |
|
1.000 |
0.9395 |
|
0.618 |
0.9333 |
|
HIGH |
0.9232 |
|
0.618 |
0.9170 |
|
0.500 |
0.9151 |
|
0.382 |
0.9131 |
|
LOW |
0.9069 |
|
0.618 |
0.8968 |
|
1.000 |
0.8906 |
|
1.618 |
0.8805 |
|
2.618 |
0.8642 |
|
4.250 |
0.8376 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9203 |
| PP |
0.9171 |
0.9196 |
| S1 |
0.9151 |
0.9188 |
|