CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9218 |
0.9186 |
-0.0032 |
-0.3% |
0.9125 |
| High |
0.9218 |
0.9257 |
0.0039 |
0.4% |
0.9307 |
| Low |
0.9158 |
0.9159 |
0.0001 |
0.0% |
0.9109 |
| Close |
0.9182 |
0.9179 |
-0.0003 |
0.0% |
0.9152 |
| Range |
0.0060 |
0.0098 |
0.0038 |
63.3% |
0.0198 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
726 |
475 |
-251 |
-34.6% |
1,572 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9434 |
0.9233 |
|
| R3 |
0.9394 |
0.9336 |
0.9206 |
|
| R2 |
0.9296 |
0.9296 |
0.9197 |
|
| R1 |
0.9238 |
0.9238 |
0.9188 |
0.9218 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9189 |
| S1 |
0.9140 |
0.9140 |
0.9170 |
0.9120 |
| S2 |
0.9100 |
0.9100 |
0.9161 |
|
| S3 |
0.9002 |
0.9042 |
0.9152 |
|
| S4 |
0.8904 |
0.8944 |
0.9125 |
|
|
| 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% |
0.0119 |
1.3% |
46% |
False |
False |
422 |
| 10 |
0.9307 |
0.9069 |
0.0238 |
2.6% |
0.0086 |
0.9% |
46% |
False |
False |
357 |
| 20 |
0.9388 |
0.9069 |
0.0319 |
3.5% |
0.0075 |
0.8% |
34% |
False |
False |
235 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0063 |
0.7% |
17% |
False |
False |
190 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0056 |
0.6% |
17% |
False |
False |
486 |
| 80 |
0.9812 |
0.9069 |
0.0743 |
8.1% |
0.0043 |
0.5% |
15% |
False |
False |
375 |
| 100 |
1.0025 |
0.9069 |
0.0956 |
10.4% |
0.0035 |
0.4% |
12% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9674 |
|
2.618 |
0.9514 |
|
1.618 |
0.9416 |
|
1.000 |
0.9355 |
|
0.618 |
0.9318 |
|
HIGH |
0.9257 |
|
0.618 |
0.9220 |
|
0.500 |
0.9208 |
|
0.382 |
0.9196 |
|
LOW |
0.9159 |
|
0.618 |
0.9098 |
|
1.000 |
0.9061 |
|
1.618 |
0.9000 |
|
2.618 |
0.8902 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9174 |
| PP |
0.9198 |
0.9168 |
| S1 |
0.9189 |
0.9163 |
|