CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9328 |
0.9375 |
0.0047 |
0.5% |
0.9322 |
| High |
0.9476 |
0.9418 |
-0.0058 |
-0.6% |
0.9476 |
| Low |
0.9319 |
0.9306 |
-0.0013 |
-0.1% |
0.9219 |
| Close |
0.9420 |
0.9321 |
-0.0099 |
-1.1% |
0.9321 |
| Range |
0.0157 |
0.0112 |
-0.0045 |
-28.7% |
0.0257 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.6% |
0.0000 |
| Volume |
83,988 |
105,950 |
21,962 |
26.1% |
229,161 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9615 |
0.9383 |
|
| R3 |
0.9572 |
0.9503 |
0.9352 |
|
| R2 |
0.9460 |
0.9460 |
0.9342 |
|
| R1 |
0.9391 |
0.9391 |
0.9331 |
0.9370 |
| PP |
0.9348 |
0.9348 |
0.9348 |
0.9338 |
| S1 |
0.9279 |
0.9279 |
0.9311 |
0.9258 |
| S2 |
0.9236 |
0.9236 |
0.9300 |
|
| S3 |
0.9124 |
0.9167 |
0.9290 |
|
| S4 |
0.9012 |
0.9055 |
0.9259 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
0.9972 |
0.9462 |
|
| R3 |
0.9853 |
0.9715 |
0.9392 |
|
| R2 |
0.9596 |
0.9596 |
0.9368 |
|
| R1 |
0.9458 |
0.9458 |
0.9345 |
0.9399 |
| PP |
0.9339 |
0.9339 |
0.9339 |
0.9309 |
| S1 |
0.9201 |
0.9201 |
0.9297 |
0.9142 |
| S2 |
0.9082 |
0.9082 |
0.9274 |
|
| S3 |
0.8825 |
0.8944 |
0.9250 |
|
| S4 |
0.8568 |
0.8687 |
0.9180 |
|
|
| 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% |
0.0138 |
1.5% |
33% |
False |
False |
47,267 |
| 10 |
0.9528 |
0.9174 |
0.0354 |
3.8% |
0.0120 |
1.3% |
42% |
False |
False |
24,460 |
| 20 |
0.9528 |
0.9069 |
0.0459 |
4.9% |
0.0103 |
1.1% |
55% |
False |
False |
12,408 |
| 40 |
0.9598 |
0.9069 |
0.0529 |
5.7% |
0.0084 |
0.9% |
48% |
False |
False |
6,266 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.9% |
0.0070 |
0.8% |
39% |
False |
False |
4,224 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.9% |
0.0057 |
0.6% |
34% |
False |
False |
3,431 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
8.0% |
0.0046 |
0.5% |
34% |
False |
False |
2,746 |
| 120 |
1.0169 |
0.9069 |
0.1100 |
11.8% |
0.0039 |
0.4% |
23% |
False |
False |
2,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9894 |
|
2.618 |
0.9711 |
|
1.618 |
0.9599 |
|
1.000 |
0.9530 |
|
0.618 |
0.9487 |
|
HIGH |
0.9418 |
|
0.618 |
0.9375 |
|
0.500 |
0.9362 |
|
0.382 |
0.9349 |
|
LOW |
0.9306 |
|
0.618 |
0.9237 |
|
1.000 |
0.9194 |
|
1.618 |
0.9125 |
|
2.618 |
0.9013 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9362 |
0.9391 |
| PP |
0.9348 |
0.9368 |
| S1 |
0.9335 |
0.9344 |
|