CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9218 |
0.0080 |
0.9% |
0.9125 |
| High |
0.9232 |
0.9218 |
-0.0014 |
-0.2% |
0.9307 |
| Low |
0.9069 |
0.9158 |
0.0089 |
1.0% |
0.9109 |
| Close |
0.9211 |
0.9182 |
-0.0029 |
-0.3% |
0.9152 |
| Range |
0.0163 |
0.0060 |
-0.0103 |
-63.2% |
0.0198 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
451 |
726 |
275 |
61.0% |
1,572 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9334 |
0.9215 |
|
| R3 |
0.9306 |
0.9274 |
0.9199 |
|
| R2 |
0.9246 |
0.9246 |
0.9193 |
|
| R1 |
0.9214 |
0.9214 |
0.9188 |
0.9200 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9179 |
| S1 |
0.9154 |
0.9154 |
0.9177 |
0.9140 |
| S2 |
0.9126 |
0.9126 |
0.9171 |
|
| S3 |
0.9066 |
0.9094 |
0.9166 |
|
| S4 |
0.9006 |
0.9034 |
0.9149 |
|
|
| 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% |
47% |
False |
False |
384 |
| 10 |
0.9307 |
0.9069 |
0.0238 |
2.6% |
0.0084 |
0.9% |
47% |
False |
False |
322 |
| 20 |
0.9388 |
0.9069 |
0.0319 |
3.5% |
0.0072 |
0.8% |
35% |
False |
False |
234 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0062 |
0.7% |
17% |
False |
False |
187 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0054 |
0.6% |
17% |
False |
False |
481 |
| 80 |
0.9812 |
0.9069 |
0.0743 |
8.1% |
0.0042 |
0.5% |
15% |
False |
False |
369 |
| 100 |
1.0025 |
0.9069 |
0.0956 |
10.4% |
0.0034 |
0.4% |
12% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9473 |
|
2.618 |
0.9375 |
|
1.618 |
0.9315 |
|
1.000 |
0.9278 |
|
0.618 |
0.9255 |
|
HIGH |
0.9218 |
|
0.618 |
0.9195 |
|
0.500 |
0.9188 |
|
0.382 |
0.9181 |
|
LOW |
0.9158 |
|
0.618 |
0.9121 |
|
1.000 |
0.9098 |
|
1.618 |
0.9061 |
|
2.618 |
0.9001 |
|
4.250 |
0.8903 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9180 |
| PP |
0.9186 |
0.9178 |
| S1 |
0.9184 |
0.9177 |
|