CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9415 |
0.9552 |
0.0137 |
1.5% |
0.9505 |
| High |
0.9588 |
0.9584 |
-0.0004 |
0.0% |
0.9735 |
| Low |
0.9399 |
0.9507 |
0.0108 |
1.1% |
0.9322 |
| Close |
0.9559 |
0.9567 |
0.0008 |
0.1% |
0.9415 |
| Range |
0.0189 |
0.0077 |
-0.0112 |
-59.3% |
0.0413 |
| ATR |
0.0157 |
0.0151 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
119,081 |
103,543 |
-15,538 |
-13.0% |
830,765 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9752 |
0.9609 |
|
| R3 |
0.9707 |
0.9675 |
0.9588 |
|
| R2 |
0.9630 |
0.9630 |
0.9581 |
|
| R1 |
0.9598 |
0.9598 |
0.9574 |
0.9614 |
| PP |
0.9553 |
0.9553 |
0.9553 |
0.9561 |
| S1 |
0.9521 |
0.9521 |
0.9560 |
0.9537 |
| S2 |
0.9476 |
0.9476 |
0.9553 |
|
| S3 |
0.9399 |
0.9444 |
0.9546 |
|
| S4 |
0.9322 |
0.9367 |
0.9525 |
|
|
| 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% |
0.0192 |
2.0% |
59% |
False |
False |
145,912 |
| 10 |
0.9735 |
0.9306 |
0.0429 |
4.5% |
0.0183 |
1.9% |
61% |
False |
False |
127,542 |
| 20 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0148 |
1.5% |
75% |
False |
False |
64,982 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0107 |
1.1% |
75% |
False |
False |
32,586 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0089 |
0.9% |
75% |
False |
False |
21,775 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0075 |
0.8% |
75% |
False |
False |
16,592 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0061 |
0.6% |
67% |
False |
False |
13,280 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.0% |
0.0051 |
0.5% |
52% |
False |
False |
11,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9911 |
|
2.618 |
0.9786 |
|
1.618 |
0.9709 |
|
1.000 |
0.9661 |
|
0.618 |
0.9632 |
|
HIGH |
0.9584 |
|
0.618 |
0.9555 |
|
0.500 |
0.9546 |
|
0.382 |
0.9536 |
|
LOW |
0.9507 |
|
0.618 |
0.9459 |
|
1.000 |
0.9430 |
|
1.618 |
0.9382 |
|
2.618 |
0.9305 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9560 |
0.9532 |
| PP |
0.9553 |
0.9497 |
| S1 |
0.9546 |
0.9463 |
|