CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9543 |
0.9671 |
0.0128 |
1.3% |
0.9322 |
| High |
0.9675 |
0.9735 |
0.0060 |
0.6% |
0.9476 |
| Low |
0.9433 |
0.9566 |
0.0133 |
1.4% |
0.9219 |
| Close |
0.9604 |
0.9668 |
0.0064 |
0.7% |
0.9321 |
| Range |
0.0242 |
0.0169 |
-0.0073 |
-30.2% |
0.0257 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.6% |
0.0000 |
| Volume |
180,254 |
164,289 |
-15,965 |
-8.9% |
229,161 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0085 |
0.9761 |
|
| R3 |
0.9994 |
0.9916 |
0.9714 |
|
| R2 |
0.9825 |
0.9825 |
0.9699 |
|
| R1 |
0.9747 |
0.9747 |
0.9683 |
0.9702 |
| PP |
0.9656 |
0.9656 |
0.9656 |
0.9634 |
| S1 |
0.9578 |
0.9578 |
0.9653 |
0.9533 |
| S2 |
0.9487 |
0.9487 |
0.9637 |
|
| S3 |
0.9318 |
0.9409 |
0.9622 |
|
| S4 |
0.9149 |
0.9240 |
0.9575 |
|
|
| 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 |
0.9735 |
0.9306 |
0.0429 |
4.4% |
0.0201 |
2.1% |
84% |
True |
False |
154,863 |
| 10 |
0.9735 |
0.9219 |
0.0516 |
5.3% |
0.0172 |
1.8% |
87% |
True |
False |
90,780 |
| 20 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0137 |
1.4% |
90% |
True |
False |
45,768 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0097 |
1.0% |
90% |
True |
False |
22,961 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0083 |
0.9% |
90% |
True |
False |
15,360 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0068 |
0.7% |
90% |
True |
False |
11,786 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.7% |
0.0055 |
0.6% |
81% |
False |
False |
9,430 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
9.9% |
0.0047 |
0.5% |
63% |
False |
False |
7,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0177 |
|
1.618 |
1.0008 |
|
1.000 |
0.9904 |
|
0.618 |
0.9839 |
|
HIGH |
0.9735 |
|
0.618 |
0.9670 |
|
0.500 |
0.9651 |
|
0.382 |
0.9631 |
|
LOW |
0.9566 |
|
0.618 |
0.9462 |
|
1.000 |
0.9397 |
|
1.618 |
0.9293 |
|
2.618 |
0.9124 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9640 |
| PP |
0.9656 |
0.9612 |
| S1 |
0.9651 |
0.9584 |
|