CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9505 |
0.9460 |
-0.0045 |
-0.5% |
0.9415 |
| High |
0.9566 |
0.9599 |
0.0033 |
0.3% |
0.9599 |
| Low |
0.9419 |
0.9460 |
0.0041 |
0.4% |
0.9399 |
| Close |
0.9473 |
0.9503 |
0.0030 |
0.3% |
0.9503 |
| Range |
0.0147 |
0.0139 |
-0.0008 |
-5.4% |
0.0200 |
| ATR |
0.0147 |
0.0147 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
70,419 |
99,724 |
29,305 |
41.6% |
471,122 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9859 |
0.9579 |
|
| R3 |
0.9799 |
0.9720 |
0.9541 |
|
| R2 |
0.9660 |
0.9660 |
0.9528 |
|
| R1 |
0.9581 |
0.9581 |
0.9516 |
0.9621 |
| PP |
0.9521 |
0.9521 |
0.9521 |
0.9540 |
| S1 |
0.9442 |
0.9442 |
0.9490 |
0.9482 |
| S2 |
0.9382 |
0.9382 |
0.9478 |
|
| S3 |
0.9243 |
0.9303 |
0.9465 |
|
| S4 |
0.9104 |
0.9164 |
0.9427 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0002 |
0.9613 |
|
| R3 |
0.9900 |
0.9802 |
0.9558 |
|
| R2 |
0.9700 |
0.9700 |
0.9540 |
|
| R1 |
0.9602 |
0.9602 |
0.9521 |
0.9651 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9525 |
| S1 |
0.9402 |
0.9402 |
0.9485 |
0.9451 |
| S2 |
0.9300 |
0.9300 |
0.9466 |
|
| S3 |
0.9100 |
0.9202 |
0.9448 |
|
| S4 |
0.8900 |
0.9002 |
0.9393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9599 |
0.9399 |
0.0200 |
2.1% |
0.0130 |
1.4% |
52% |
True |
False |
94,224 |
| 10 |
0.9735 |
0.9322 |
0.0413 |
4.3% |
0.0182 |
1.9% |
44% |
False |
False |
130,188 |
| 20 |
0.9735 |
0.9174 |
0.0561 |
5.9% |
0.0151 |
1.6% |
59% |
False |
False |
77,324 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0113 |
1.2% |
65% |
False |
False |
38,780 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0092 |
1.0% |
65% |
False |
False |
25,901 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
7.0% |
0.0079 |
0.8% |
65% |
False |
False |
19,695 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.8% |
0.0065 |
0.7% |
58% |
False |
False |
15,765 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
10.1% |
0.0054 |
0.6% |
45% |
False |
False |
13,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
0.9963 |
|
1.618 |
0.9824 |
|
1.000 |
0.9738 |
|
0.618 |
0.9685 |
|
HIGH |
0.9599 |
|
0.618 |
0.9546 |
|
0.500 |
0.9530 |
|
0.382 |
0.9513 |
|
LOW |
0.9460 |
|
0.618 |
0.9374 |
|
1.000 |
0.9321 |
|
1.618 |
0.9235 |
|
2.618 |
0.9096 |
|
4.250 |
0.8869 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9509 |
| PP |
0.9521 |
0.9507 |
| S1 |
0.9512 |
0.9505 |
|