CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9585 |
-0.0086 |
-0.9% |
0.9505 |
| High |
0.9735 |
0.9603 |
-0.0132 |
-1.4% |
0.9735 |
| Low |
0.9566 |
0.9322 |
-0.0244 |
-2.6% |
0.9322 |
| Close |
0.9668 |
0.9415 |
-0.0253 |
-2.6% |
0.9415 |
| Range |
0.0169 |
0.0281 |
0.0112 |
66.3% |
0.0413 |
| ATR |
0.0140 |
0.0155 |
0.0015 |
10.5% |
0.0000 |
| Volume |
164,289 |
162,396 |
-1,893 |
-1.2% |
830,765 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0133 |
0.9570 |
|
| R3 |
1.0009 |
0.9852 |
0.9492 |
|
| R2 |
0.9728 |
0.9728 |
0.9467 |
|
| R1 |
0.9571 |
0.9571 |
0.9441 |
0.9509 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9416 |
| S1 |
0.9290 |
0.9290 |
0.9389 |
0.9228 |
| S2 |
0.9166 |
0.9166 |
0.9363 |
|
| S3 |
0.8885 |
0.9009 |
0.9338 |
|
| S4 |
0.8604 |
0.8728 |
0.9260 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0485 |
0.9642 |
|
| R3 |
1.0317 |
1.0072 |
0.9529 |
|
| R2 |
0.9904 |
0.9904 |
0.9491 |
|
| R1 |
0.9659 |
0.9659 |
0.9453 |
0.9575 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9449 |
| S1 |
0.9246 |
0.9246 |
0.9377 |
0.9162 |
| S2 |
0.9078 |
0.9078 |
0.9339 |
|
| S3 |
0.8665 |
0.8833 |
0.9301 |
|
| S4 |
0.8252 |
0.8420 |
0.9188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9735 |
0.9322 |
0.0413 |
4.4% |
0.0235 |
2.5% |
23% |
False |
True |
166,153 |
| 10 |
0.9735 |
0.9219 |
0.0516 |
5.5% |
0.0186 |
2.0% |
38% |
False |
False |
106,710 |
| 20 |
0.9735 |
0.9069 |
0.0666 |
7.1% |
0.0148 |
1.6% |
52% |
False |
False |
53,873 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.1% |
0.0103 |
1.1% |
52% |
False |
False |
27,021 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.1% |
0.0087 |
0.9% |
52% |
False |
False |
18,066 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.1% |
0.0071 |
0.8% |
52% |
False |
False |
13,816 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.9% |
0.0058 |
0.6% |
47% |
False |
False |
11,054 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.2% |
0.0049 |
0.5% |
36% |
False |
False |
9,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0339 |
|
1.618 |
1.0058 |
|
1.000 |
0.9884 |
|
0.618 |
0.9777 |
|
HIGH |
0.9603 |
|
0.618 |
0.9496 |
|
0.500 |
0.9463 |
|
0.382 |
0.9429 |
|
LOW |
0.9322 |
|
0.618 |
0.9148 |
|
1.000 |
0.9041 |
|
1.618 |
0.8867 |
|
2.618 |
0.8586 |
|
4.250 |
0.8128 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9463 |
0.9529 |
| PP |
0.9447 |
0.9491 |
| S1 |
0.9431 |
0.9453 |
|