CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9432 |
0.9322 |
-0.0110 |
-1.2% |
0.9250 |
| High |
0.9528 |
0.9331 |
-0.0197 |
-2.1% |
0.9528 |
| Low |
0.9338 |
0.9219 |
-0.0119 |
-1.3% |
0.9214 |
| Close |
0.9386 |
0.9309 |
-0.0077 |
-0.8% |
0.9386 |
| Range |
0.0190 |
0.0112 |
-0.0078 |
-41.1% |
0.0314 |
| ATR |
0.0094 |
0.0100 |
0.0005 |
5.5% |
0.0000 |
| Volume |
7,175 |
7,130 |
-45 |
-0.6% |
13,986 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9622 |
0.9578 |
0.9371 |
|
| R3 |
0.9510 |
0.9466 |
0.9340 |
|
| R2 |
0.9398 |
0.9398 |
0.9330 |
|
| R1 |
0.9354 |
0.9354 |
0.9319 |
0.9320 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9270 |
| S1 |
0.9242 |
0.9242 |
0.9299 |
0.9208 |
| S2 |
0.9174 |
0.9174 |
0.9288 |
|
| S3 |
0.9062 |
0.9130 |
0.9278 |
|
| S4 |
0.8950 |
0.9018 |
0.9247 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0318 |
1.0166 |
0.9559 |
|
| R3 |
1.0004 |
0.9852 |
0.9472 |
|
| R2 |
0.9690 |
0.9690 |
0.9444 |
|
| R1 |
0.9538 |
0.9538 |
0.9415 |
0.9614 |
| PP |
0.9376 |
0.9376 |
0.9376 |
0.9414 |
| S1 |
0.9224 |
0.9224 |
0.9357 |
0.9300 |
| S2 |
0.9062 |
0.9062 |
0.9328 |
|
| S3 |
0.8748 |
0.8910 |
0.9300 |
|
| S4 |
0.8434 |
0.8596 |
0.9213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9528 |
0.9214 |
0.0314 |
3.4% |
0.0130 |
1.4% |
30% |
False |
False |
4,223 |
| 10 |
0.9528 |
0.9069 |
0.0459 |
4.9% |
0.0113 |
1.2% |
52% |
False |
False |
2,422 |
| 20 |
0.9528 |
0.9069 |
0.0459 |
4.9% |
0.0094 |
1.0% |
52% |
False |
False |
1,330 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0079 |
0.8% |
37% |
False |
False |
738 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0066 |
0.7% |
37% |
False |
False |
524 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.9% |
0.0053 |
0.6% |
33% |
False |
False |
656 |
| 100 |
0.9849 |
0.9069 |
0.0780 |
8.4% |
0.0043 |
0.5% |
31% |
False |
False |
526 |
| 120 |
1.0171 |
0.9069 |
0.1102 |
11.8% |
0.0036 |
0.4% |
22% |
False |
False |
442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9807 |
|
2.618 |
0.9624 |
|
1.618 |
0.9512 |
|
1.000 |
0.9443 |
|
0.618 |
0.9400 |
|
HIGH |
0.9331 |
|
0.618 |
0.9288 |
|
0.500 |
0.9275 |
|
0.382 |
0.9262 |
|
LOW |
0.9219 |
|
0.618 |
0.9150 |
|
1.000 |
0.9107 |
|
1.618 |
0.9038 |
|
2.618 |
0.8926 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9298 |
0.9374 |
| PP |
0.9286 |
0.9352 |
| S1 |
0.9275 |
0.9331 |
|