CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9505 |
0.0130 |
1.4% |
0.9322 |
| High |
0.9418 |
0.9617 |
0.0199 |
2.1% |
0.9476 |
| Low |
0.9306 |
0.9399 |
0.0093 |
1.0% |
0.9219 |
| Close |
0.9321 |
0.9496 |
0.0175 |
1.9% |
0.9321 |
| Range |
0.0112 |
0.0218 |
0.0106 |
94.6% |
0.0257 |
| ATR |
0.0106 |
0.0119 |
0.0014 |
12.9% |
0.0000 |
| Volume |
105,950 |
121,335 |
15,385 |
14.5% |
229,161 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0045 |
0.9616 |
|
| R3 |
0.9940 |
0.9827 |
0.9556 |
|
| R2 |
0.9722 |
0.9722 |
0.9536 |
|
| R1 |
0.9609 |
0.9609 |
0.9516 |
0.9557 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9478 |
| S1 |
0.9391 |
0.9391 |
0.9476 |
0.9339 |
| S2 |
0.9286 |
0.9286 |
0.9456 |
|
| S3 |
0.9068 |
0.9173 |
0.9436 |
|
| S4 |
0.8850 |
0.8955 |
0.9376 |
|
|
| 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 |
0.9617 |
0.9219 |
0.0398 |
4.2% |
0.0143 |
1.5% |
70% |
True |
False |
70,099 |
| 10 |
0.9617 |
0.9191 |
0.0426 |
4.5% |
0.0134 |
1.4% |
72% |
True |
False |
36,570 |
| 20 |
0.9617 |
0.9069 |
0.0548 |
5.8% |
0.0111 |
1.2% |
78% |
True |
False |
18,464 |
| 40 |
0.9617 |
0.9069 |
0.0548 |
5.8% |
0.0085 |
0.9% |
78% |
True |
False |
9,299 |
| 60 |
0.9715 |
0.9069 |
0.0646 |
6.8% |
0.0073 |
0.8% |
66% |
False |
False |
6,246 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.7% |
0.0059 |
0.6% |
58% |
False |
False |
4,948 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0049 |
0.5% |
57% |
False |
False |
3,959 |
| 120 |
1.0169 |
0.9069 |
0.1100 |
11.6% |
0.0041 |
0.4% |
39% |
False |
False |
3,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0544 |
|
2.618 |
1.0188 |
|
1.618 |
0.9970 |
|
1.000 |
0.9835 |
|
0.618 |
0.9752 |
|
HIGH |
0.9617 |
|
0.618 |
0.9534 |
|
0.500 |
0.9508 |
|
0.382 |
0.9482 |
|
LOW |
0.9399 |
|
0.618 |
0.9264 |
|
1.000 |
0.9181 |
|
1.618 |
0.9046 |
|
2.618 |
0.8828 |
|
4.250 |
0.8473 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9485 |
| PP |
0.9504 |
0.9473 |
| S1 |
0.9500 |
0.9462 |
|