CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9265 |
0.9290 |
0.0025 |
0.3% |
0.9138 |
| High |
0.9308 |
0.9400 |
0.0092 |
1.0% |
0.9276 |
| Low |
0.9225 |
0.9266 |
0.0041 |
0.4% |
0.9069 |
| Close |
0.9296 |
0.9398 |
0.0102 |
1.1% |
0.9250 |
| Range |
0.0083 |
0.0134 |
0.0051 |
61.4% |
0.0207 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.3% |
0.0000 |
| Volume |
2,817 |
3,098 |
281 |
10.0% |
3,105 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9711 |
0.9472 |
|
| R3 |
0.9623 |
0.9577 |
0.9435 |
|
| R2 |
0.9489 |
0.9489 |
0.9423 |
|
| R1 |
0.9443 |
0.9443 |
0.9410 |
0.9466 |
| PP |
0.9355 |
0.9355 |
0.9355 |
0.9366 |
| S1 |
0.9309 |
0.9309 |
0.9386 |
0.9332 |
| S2 |
0.9221 |
0.9221 |
0.9373 |
|
| S3 |
0.9087 |
0.9175 |
0.9361 |
|
| S4 |
0.8953 |
0.9041 |
0.9324 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9742 |
0.9364 |
|
| R3 |
0.9612 |
0.9535 |
0.9307 |
|
| R2 |
0.9405 |
0.9405 |
0.9288 |
|
| R1 |
0.9328 |
0.9328 |
0.9269 |
0.9367 |
| PP |
0.9198 |
0.9198 |
0.9198 |
0.9218 |
| S1 |
0.9121 |
0.9121 |
0.9231 |
0.9160 |
| S2 |
0.8991 |
0.8991 |
0.9212 |
|
| S3 |
0.8784 |
0.8914 |
0.9193 |
|
| S4 |
0.8577 |
0.8707 |
0.9136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9400 |
0.9174 |
0.0226 |
2.4% |
0.0102 |
1.1% |
99% |
True |
False |
1,652 |
| 10 |
0.9400 |
0.9069 |
0.0331 |
3.5% |
0.0110 |
1.2% |
99% |
True |
False |
1,037 |
| 20 |
0.9400 |
0.9069 |
0.0331 |
3.5% |
0.0084 |
0.9% |
99% |
True |
False |
624 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0073 |
0.8% |
51% |
False |
False |
385 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0061 |
0.7% |
51% |
False |
False |
287 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.8% |
0.0049 |
0.5% |
45% |
False |
False |
477 |
| 100 |
0.9886 |
0.9069 |
0.0817 |
8.7% |
0.0040 |
0.4% |
40% |
False |
False |
383 |
| 120 |
1.0252 |
0.9069 |
0.1183 |
12.6% |
0.0033 |
0.4% |
28% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9970 |
|
2.618 |
0.9751 |
|
1.618 |
0.9617 |
|
1.000 |
0.9534 |
|
0.618 |
0.9483 |
|
HIGH |
0.9400 |
|
0.618 |
0.9349 |
|
0.500 |
0.9333 |
|
0.382 |
0.9317 |
|
LOW |
0.9266 |
|
0.618 |
0.9183 |
|
1.000 |
0.9132 |
|
1.618 |
0.9049 |
|
2.618 |
0.8915 |
|
4.250 |
0.8697 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9368 |
| PP |
0.9355 |
0.9337 |
| S1 |
0.9333 |
0.9307 |
|