CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9621 |
0.9543 |
-0.0078 |
-0.8% |
0.9322 |
| High |
0.9717 |
0.9675 |
-0.0042 |
-0.4% |
0.9476 |
| Low |
0.9452 |
0.9433 |
-0.0019 |
-0.2% |
0.9219 |
| Close |
0.9509 |
0.9604 |
0.0095 |
1.0% |
0.9321 |
| Range |
0.0265 |
0.0242 |
-0.0023 |
-8.7% |
0.0257 |
| ATR |
0.0130 |
0.0138 |
0.0008 |
6.2% |
0.0000 |
| Volume |
202,491 |
180,254 |
-22,237 |
-11.0% |
229,161 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0192 |
0.9737 |
|
| R3 |
1.0055 |
0.9950 |
0.9671 |
|
| R2 |
0.9813 |
0.9813 |
0.9648 |
|
| R1 |
0.9708 |
0.9708 |
0.9626 |
0.9761 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9597 |
| S1 |
0.9466 |
0.9466 |
0.9582 |
0.9519 |
| S2 |
0.9329 |
0.9329 |
0.9560 |
|
| S3 |
0.9087 |
0.9224 |
0.9537 |
|
| S4 |
0.8845 |
0.8982 |
0.9471 |
|
|
| 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% |
0.0199 |
2.1% |
73% |
False |
False |
138,803 |
| 10 |
0.9717 |
0.9219 |
0.0498 |
5.2% |
0.0163 |
1.7% |
77% |
False |
False |
74,633 |
| 20 |
0.9717 |
0.9069 |
0.0648 |
6.7% |
0.0131 |
1.4% |
83% |
False |
False |
37,589 |
| 40 |
0.9717 |
0.9069 |
0.0648 |
6.7% |
0.0096 |
1.0% |
83% |
False |
False |
18,854 |
| 60 |
0.9717 |
0.9069 |
0.0648 |
6.7% |
0.0080 |
0.8% |
83% |
False |
False |
12,622 |
| 80 |
0.9717 |
0.9069 |
0.0648 |
6.7% |
0.0066 |
0.7% |
83% |
False |
False |
9,732 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.7% |
0.0054 |
0.6% |
72% |
False |
False |
7,787 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.0% |
0.0045 |
0.5% |
56% |
False |
False |
6,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0309 |
|
1.618 |
1.0067 |
|
1.000 |
0.9917 |
|
0.618 |
0.9825 |
|
HIGH |
0.9675 |
|
0.618 |
0.9583 |
|
0.500 |
0.9554 |
|
0.382 |
0.9525 |
|
LOW |
0.9433 |
|
0.618 |
0.9283 |
|
1.000 |
0.9191 |
|
1.618 |
0.9041 |
|
2.618 |
0.8799 |
|
4.250 |
0.8405 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9587 |
0.9589 |
| PP |
0.9571 |
0.9573 |
| S1 |
0.9554 |
0.9558 |
|