CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9183 |
-0.0003 |
0.0% |
0.9125 |
| High |
0.9257 |
0.9249 |
-0.0008 |
-0.1% |
0.9307 |
| Low |
0.9159 |
0.9174 |
0.0015 |
0.2% |
0.9109 |
| Close |
0.9179 |
0.9183 |
0.0004 |
0.0% |
0.9152 |
| Range |
0.0098 |
0.0075 |
-0.0023 |
-23.5% |
0.0198 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
475 |
232 |
-243 |
-51.2% |
1,572 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9427 |
0.9380 |
0.9224 |
|
| R3 |
0.9352 |
0.9305 |
0.9204 |
|
| R2 |
0.9277 |
0.9277 |
0.9197 |
|
| R1 |
0.9230 |
0.9230 |
0.9190 |
0.9221 |
| PP |
0.9202 |
0.9202 |
0.9202 |
0.9197 |
| S1 |
0.9155 |
0.9155 |
0.9176 |
0.9146 |
| S2 |
0.9127 |
0.9127 |
0.9169 |
|
| S3 |
0.9052 |
0.9080 |
0.9162 |
|
| S4 |
0.8977 |
0.9005 |
0.9142 |
|
|
| 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 |
0.9284 |
0.9069 |
0.0215 |
2.3% |
0.0108 |
1.2% |
53% |
False |
False |
440 |
| 10 |
0.9307 |
0.9069 |
0.0238 |
2.6% |
0.0088 |
1.0% |
48% |
False |
False |
357 |
| 20 |
0.9388 |
0.9069 |
0.0319 |
3.5% |
0.0076 |
0.8% |
36% |
False |
False |
245 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0063 |
0.7% |
18% |
False |
False |
193 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
7.0% |
0.0057 |
0.6% |
18% |
False |
False |
490 |
| 80 |
0.9812 |
0.9069 |
0.0743 |
8.1% |
0.0044 |
0.5% |
15% |
False |
False |
378 |
| 100 |
1.0025 |
0.9069 |
0.0956 |
10.4% |
0.0035 |
0.4% |
12% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9568 |
|
2.618 |
0.9445 |
|
1.618 |
0.9370 |
|
1.000 |
0.9324 |
|
0.618 |
0.9295 |
|
HIGH |
0.9249 |
|
0.618 |
0.9220 |
|
0.500 |
0.9212 |
|
0.382 |
0.9203 |
|
LOW |
0.9174 |
|
0.618 |
0.9128 |
|
1.000 |
0.9099 |
|
1.618 |
0.9053 |
|
2.618 |
0.8978 |
|
4.250 |
0.8855 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9212 |
0.9208 |
| PP |
0.9202 |
0.9199 |
| S1 |
0.9193 |
0.9191 |
|