CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9552 |
0.9537 |
-0.0015 |
-0.2% |
0.9505 |
| High |
0.9584 |
0.9574 |
-0.0010 |
-0.1% |
0.9735 |
| Low |
0.9507 |
0.9478 |
-0.0029 |
-0.3% |
0.9322 |
| Close |
0.9567 |
0.9524 |
-0.0043 |
-0.4% |
0.9415 |
| Range |
0.0077 |
0.0096 |
0.0019 |
24.7% |
0.0413 |
| ATR |
0.0151 |
0.0147 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
103,543 |
78,355 |
-25,188 |
-24.3% |
830,765 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9813 |
0.9765 |
0.9577 |
|
| R3 |
0.9717 |
0.9669 |
0.9550 |
|
| R2 |
0.9621 |
0.9621 |
0.9542 |
|
| R1 |
0.9573 |
0.9573 |
0.9533 |
0.9549 |
| PP |
0.9525 |
0.9525 |
0.9525 |
0.9514 |
| S1 |
0.9477 |
0.9477 |
0.9515 |
0.9453 |
| S2 |
0.9429 |
0.9429 |
0.9506 |
|
| S3 |
0.9333 |
0.9381 |
0.9498 |
|
| S4 |
0.9237 |
0.9285 |
0.9471 |
|
|
| 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% |
0.0162 |
1.7% |
49% |
False |
False |
125,532 |
| 10 |
0.9735 |
0.9306 |
0.0429 |
4.5% |
0.0181 |
1.9% |
51% |
False |
False |
132,168 |
| 20 |
0.9735 |
0.9158 |
0.0577 |
6.1% |
0.0145 |
1.5% |
63% |
False |
False |
68,877 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0108 |
1.1% |
68% |
False |
False |
34,543 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0090 |
0.9% |
68% |
False |
False |
23,074 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0076 |
0.8% |
68% |
False |
False |
17,571 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0062 |
0.6% |
61% |
False |
False |
14,063 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.0% |
0.0052 |
0.5% |
48% |
False |
False |
11,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9982 |
|
2.618 |
0.9825 |
|
1.618 |
0.9729 |
|
1.000 |
0.9670 |
|
0.618 |
0.9633 |
|
HIGH |
0.9574 |
|
0.618 |
0.9537 |
|
0.500 |
0.9526 |
|
0.382 |
0.9515 |
|
LOW |
0.9478 |
|
0.618 |
0.9419 |
|
1.000 |
0.9382 |
|
1.618 |
0.9323 |
|
2.618 |
0.9227 |
|
4.250 |
0.9070 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9526 |
0.9514 |
| PP |
0.9525 |
0.9504 |
| S1 |
0.9525 |
0.9494 |
|