CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9585 |
0.9415 |
-0.0170 |
-1.8% |
0.9505 |
| High |
0.9603 |
0.9588 |
-0.0015 |
-0.2% |
0.9735 |
| Low |
0.9322 |
0.9399 |
0.0077 |
0.8% |
0.9322 |
| Close |
0.9415 |
0.9559 |
0.0144 |
1.5% |
0.9415 |
| Range |
0.0281 |
0.0189 |
-0.0092 |
-32.7% |
0.0413 |
| ATR |
0.0155 |
0.0157 |
0.0002 |
1.6% |
0.0000 |
| Volume |
162,396 |
119,081 |
-43,315 |
-26.7% |
830,765 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0010 |
0.9663 |
|
| R3 |
0.9893 |
0.9821 |
0.9611 |
|
| R2 |
0.9704 |
0.9704 |
0.9594 |
|
| R1 |
0.9632 |
0.9632 |
0.9576 |
0.9668 |
| PP |
0.9515 |
0.9515 |
0.9515 |
0.9534 |
| S1 |
0.9443 |
0.9443 |
0.9542 |
0.9479 |
| S2 |
0.9326 |
0.9326 |
0.9524 |
|
| S3 |
0.9137 |
0.9254 |
0.9507 |
|
| S4 |
0.8948 |
0.9065 |
0.9455 |
|
|
| 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 |
4.3% |
0.0229 |
2.4% |
57% |
False |
False |
165,702 |
| 10 |
0.9735 |
0.9219 |
0.0516 |
5.4% |
0.0186 |
1.9% |
66% |
False |
False |
117,900 |
| 20 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0151 |
1.6% |
74% |
False |
False |
59,820 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0106 |
1.1% |
74% |
False |
False |
29,998 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0090 |
0.9% |
74% |
False |
False |
20,050 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0074 |
0.8% |
74% |
False |
False |
15,299 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0060 |
0.6% |
66% |
False |
False |
12,245 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.0% |
0.0050 |
0.5% |
51% |
False |
False |
10,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0083 |
|
1.618 |
0.9894 |
|
1.000 |
0.9777 |
|
0.618 |
0.9705 |
|
HIGH |
0.9588 |
|
0.618 |
0.9516 |
|
0.500 |
0.9494 |
|
0.382 |
0.9471 |
|
LOW |
0.9399 |
|
0.618 |
0.9282 |
|
1.000 |
0.9210 |
|
1.618 |
0.9093 |
|
2.618 |
0.8904 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9537 |
0.9549 |
| PP |
0.9515 |
0.9539 |
| S1 |
0.9494 |
0.9529 |
|