CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9537 |
0.9505 |
-0.0032 |
-0.3% |
0.9505 |
| High |
0.9574 |
0.9566 |
-0.0008 |
-0.1% |
0.9735 |
| Low |
0.9478 |
0.9419 |
-0.0059 |
-0.6% |
0.9322 |
| Close |
0.9524 |
0.9473 |
-0.0051 |
-0.5% |
0.9415 |
| Range |
0.0096 |
0.0147 |
0.0051 |
53.1% |
0.0413 |
| ATR |
0.0147 |
0.0147 |
0.0000 |
0.0% |
0.0000 |
| Volume |
78,355 |
70,419 |
-7,936 |
-10.1% |
830,765 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9847 |
0.9554 |
|
| R3 |
0.9780 |
0.9700 |
0.9513 |
|
| R2 |
0.9633 |
0.9633 |
0.9500 |
|
| R1 |
0.9553 |
0.9553 |
0.9486 |
0.9520 |
| PP |
0.9486 |
0.9486 |
0.9486 |
0.9469 |
| S1 |
0.9406 |
0.9406 |
0.9460 |
0.9373 |
| S2 |
0.9339 |
0.9339 |
0.9446 |
|
| S3 |
0.9192 |
0.9259 |
0.9433 |
|
| S4 |
0.9045 |
0.9112 |
0.9392 |
|
|
| 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 |
0.9603 |
0.9322 |
0.0281 |
3.0% |
0.0158 |
1.7% |
54% |
False |
False |
106,758 |
| 10 |
0.9735 |
0.9306 |
0.0429 |
4.5% |
0.0180 |
1.9% |
39% |
False |
False |
130,811 |
| 20 |
0.9735 |
0.9159 |
0.0576 |
6.1% |
0.0149 |
1.6% |
55% |
False |
False |
72,361 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0110 |
1.2% |
61% |
False |
False |
36,298 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0091 |
1.0% |
61% |
False |
False |
24,245 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0078 |
0.8% |
61% |
False |
False |
18,451 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0063 |
0.7% |
54% |
False |
False |
14,768 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.1% |
0.0053 |
0.6% |
42% |
False |
False |
12,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0191 |
|
2.618 |
0.9951 |
|
1.618 |
0.9804 |
|
1.000 |
0.9713 |
|
0.618 |
0.9657 |
|
HIGH |
0.9566 |
|
0.618 |
0.9510 |
|
0.500 |
0.9493 |
|
0.382 |
0.9475 |
|
LOW |
0.9419 |
|
0.618 |
0.9328 |
|
1.000 |
0.9272 |
|
1.618 |
0.9181 |
|
2.618 |
0.9034 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9502 |
| PP |
0.9486 |
0.9492 |
| S1 |
0.9480 |
0.9483 |
|