CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9412 |
0.9328 |
-0.0084 |
-0.9% |
0.9250 |
| High |
0.9430 |
0.9476 |
0.0046 |
0.5% |
0.9528 |
| Low |
0.9313 |
0.9319 |
0.0006 |
0.1% |
0.9214 |
| Close |
0.9330 |
0.9420 |
0.0090 |
1.0% |
0.9386 |
| Range |
0.0117 |
0.0157 |
0.0040 |
34.2% |
0.0314 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
4.0% |
0.0000 |
| Volume |
32,093 |
83,988 |
51,895 |
161.7% |
13,986 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9805 |
0.9506 |
|
| R3 |
0.9719 |
0.9648 |
0.9463 |
|
| R2 |
0.9562 |
0.9562 |
0.9449 |
|
| R1 |
0.9491 |
0.9491 |
0.9434 |
0.9527 |
| PP |
0.9405 |
0.9405 |
0.9405 |
0.9423 |
| S1 |
0.9334 |
0.9334 |
0.9406 |
0.9370 |
| S2 |
0.9248 |
0.9248 |
0.9391 |
|
| S3 |
0.9091 |
0.9177 |
0.9377 |
|
| S4 |
0.8934 |
0.9020 |
0.9334 |
|
|
| 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% |
0.0142 |
1.5% |
65% |
False |
False |
26,696 |
| 10 |
0.9528 |
0.9159 |
0.0369 |
3.9% |
0.0118 |
1.3% |
71% |
False |
False |
13,912 |
| 20 |
0.9528 |
0.9069 |
0.0459 |
4.9% |
0.0101 |
1.1% |
76% |
False |
False |
7,117 |
| 40 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0083 |
0.9% |
54% |
False |
False |
3,618 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0069 |
0.7% |
54% |
False |
False |
2,458 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.8% |
0.0055 |
0.6% |
48% |
False |
False |
2,107 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.9% |
0.0045 |
0.5% |
47% |
False |
False |
1,687 |
| 120 |
1.0171 |
0.9069 |
0.1102 |
11.7% |
0.0038 |
0.4% |
32% |
False |
False |
1,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
0.9887 |
|
1.618 |
0.9730 |
|
1.000 |
0.9633 |
|
0.618 |
0.9573 |
|
HIGH |
0.9476 |
|
0.618 |
0.9416 |
|
0.500 |
0.9398 |
|
0.382 |
0.9379 |
|
LOW |
0.9319 |
|
0.618 |
0.9222 |
|
1.000 |
0.9162 |
|
1.618 |
0.9065 |
|
2.618 |
0.8908 |
|
4.250 |
0.8652 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9413 |
0.9396 |
| PP |
0.9405 |
0.9372 |
| S1 |
0.9398 |
0.9348 |
|