CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9505 |
0.9621 |
0.0116 |
1.2% |
0.9322 |
| High |
0.9617 |
0.9717 |
0.0100 |
1.0% |
0.9476 |
| Low |
0.9399 |
0.9452 |
0.0053 |
0.6% |
0.9219 |
| Close |
0.9496 |
0.9509 |
0.0013 |
0.1% |
0.9321 |
| Range |
0.0218 |
0.0265 |
0.0047 |
21.6% |
0.0257 |
| ATR |
0.0119 |
0.0130 |
0.0010 |
8.7% |
0.0000 |
| Volume |
121,335 |
202,491 |
81,156 |
66.9% |
229,161 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0197 |
0.9655 |
|
| R3 |
1.0089 |
0.9932 |
0.9582 |
|
| R2 |
0.9824 |
0.9824 |
0.9558 |
|
| R1 |
0.9667 |
0.9667 |
0.9533 |
0.9613 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9533 |
| S1 |
0.9402 |
0.9402 |
0.9485 |
0.9348 |
| S2 |
0.9294 |
0.9294 |
0.9460 |
|
| S3 |
0.9029 |
0.9137 |
0.9436 |
|
| S4 |
0.8764 |
0.8872 |
0.9363 |
|
|
| 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 |
0.9717 |
0.9306 |
0.0411 |
4.3% |
0.0174 |
1.8% |
49% |
True |
False |
109,171 |
| 10 |
0.9717 |
0.9214 |
0.0503 |
5.3% |
0.0152 |
1.6% |
59% |
True |
False |
56,697 |
| 20 |
0.9717 |
0.9069 |
0.0648 |
6.8% |
0.0121 |
1.3% |
68% |
True |
False |
28,582 |
| 40 |
0.9717 |
0.9069 |
0.0648 |
6.8% |
0.0090 |
0.9% |
68% |
True |
False |
14,348 |
| 60 |
0.9717 |
0.9069 |
0.0648 |
6.8% |
0.0077 |
0.8% |
68% |
True |
False |
9,619 |
| 80 |
0.9803 |
0.9069 |
0.0734 |
7.7% |
0.0063 |
0.7% |
60% |
False |
False |
7,479 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0051 |
0.5% |
59% |
False |
False |
5,984 |
| 120 |
1.0141 |
0.9069 |
0.1072 |
11.3% |
0.0043 |
0.5% |
41% |
False |
False |
4,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0843 |
|
2.618 |
1.0411 |
|
1.618 |
1.0146 |
|
1.000 |
0.9982 |
|
0.618 |
0.9881 |
|
HIGH |
0.9717 |
|
0.618 |
0.9616 |
|
0.500 |
0.9585 |
|
0.382 |
0.9553 |
|
LOW |
0.9452 |
|
0.618 |
0.9288 |
|
1.000 |
0.9187 |
|
1.618 |
0.9023 |
|
2.618 |
0.8758 |
|
4.250 |
0.8326 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9585 |
0.9512 |
| PP |
0.9559 |
0.9511 |
| S1 |
0.9534 |
0.9510 |
|