CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9322 |
0.9412 |
0.0090 |
1.0% |
0.9250 |
| High |
0.9331 |
0.9430 |
0.0099 |
1.1% |
0.9528 |
| Low |
0.9219 |
0.9313 |
0.0094 |
1.0% |
0.9214 |
| Close |
0.9309 |
0.9330 |
0.0021 |
0.2% |
0.9386 |
| Range |
0.0112 |
0.0117 |
0.0005 |
4.5% |
0.0314 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.5% |
0.0000 |
| Volume |
7,130 |
32,093 |
24,963 |
350.1% |
13,986 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9709 |
0.9636 |
0.9394 |
|
| R3 |
0.9592 |
0.9519 |
0.9362 |
|
| R2 |
0.9475 |
0.9475 |
0.9351 |
|
| R1 |
0.9402 |
0.9402 |
0.9341 |
0.9380 |
| PP |
0.9358 |
0.9358 |
0.9358 |
0.9347 |
| S1 |
0.9285 |
0.9285 |
0.9319 |
0.9263 |
| S2 |
0.9241 |
0.9241 |
0.9309 |
|
| S3 |
0.9124 |
0.9168 |
0.9298 |
|
| S4 |
0.9007 |
0.9051 |
0.9266 |
|
|
| 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 |
0.9219 |
0.0309 |
3.3% |
0.0127 |
1.4% |
36% |
False |
False |
10,462 |
| 10 |
0.9528 |
0.9158 |
0.0370 |
4.0% |
0.0109 |
1.2% |
46% |
False |
False |
5,586 |
| 20 |
0.9528 |
0.9069 |
0.0459 |
4.9% |
0.0097 |
1.0% |
57% |
False |
False |
2,928 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0081 |
0.9% |
40% |
False |
False |
1,525 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0067 |
0.7% |
40% |
False |
False |
1,059 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.9% |
0.0054 |
0.6% |
36% |
False |
False |
1,057 |
| 100 |
0.9849 |
0.9069 |
0.0780 |
8.4% |
0.0044 |
0.5% |
33% |
False |
False |
847 |
| 120 |
1.0171 |
0.9069 |
0.1102 |
11.8% |
0.0037 |
0.4% |
24% |
False |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9927 |
|
2.618 |
0.9736 |
|
1.618 |
0.9619 |
|
1.000 |
0.9547 |
|
0.618 |
0.9502 |
|
HIGH |
0.9430 |
|
0.618 |
0.9385 |
|
0.500 |
0.9372 |
|
0.382 |
0.9358 |
|
LOW |
0.9313 |
|
0.618 |
0.9241 |
|
1.000 |
0.9196 |
|
1.618 |
0.9124 |
|
2.618 |
0.9007 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9374 |
| PP |
0.9358 |
0.9359 |
| S1 |
0.9344 |
0.9345 |
|