CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9460 |
0.9522 |
0.0062 |
0.7% |
0.9415 |
| High |
0.9599 |
0.9692 |
0.0093 |
1.0% |
0.9599 |
| Low |
0.9460 |
0.9420 |
-0.0040 |
-0.4% |
0.9399 |
| Close |
0.9503 |
0.9661 |
0.0158 |
1.7% |
0.9503 |
| Range |
0.0139 |
0.0272 |
0.0133 |
95.7% |
0.0200 |
| ATR |
0.0147 |
0.0156 |
0.0009 |
6.1% |
0.0000 |
| Volume |
99,724 |
110,211 |
10,487 |
10.5% |
471,122 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0306 |
0.9811 |
|
| R3 |
1.0135 |
1.0034 |
0.9736 |
|
| R2 |
0.9863 |
0.9863 |
0.9711 |
|
| R1 |
0.9762 |
0.9762 |
0.9686 |
0.9813 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9616 |
| S1 |
0.9490 |
0.9490 |
0.9636 |
0.9541 |
| S2 |
0.9319 |
0.9319 |
0.9611 |
|
| S3 |
0.9047 |
0.9218 |
0.9586 |
|
| S4 |
0.8775 |
0.8946 |
0.9511 |
|
|
| 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 |
0.9692 |
0.9419 |
0.0273 |
2.8% |
0.0146 |
1.5% |
89% |
True |
False |
92,450 |
| 10 |
0.9735 |
0.9322 |
0.0413 |
4.3% |
0.0188 |
1.9% |
82% |
False |
False |
129,076 |
| 20 |
0.9735 |
0.9191 |
0.0544 |
5.6% |
0.0161 |
1.7% |
86% |
False |
False |
82,823 |
| 40 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0118 |
1.2% |
89% |
False |
False |
41,534 |
| 60 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0096 |
1.0% |
89% |
False |
False |
27,736 |
| 80 |
0.9735 |
0.9069 |
0.0666 |
6.9% |
0.0083 |
0.9% |
89% |
False |
False |
21,073 |
| 100 |
0.9812 |
0.9069 |
0.0743 |
7.7% |
0.0067 |
0.7% |
80% |
False |
False |
16,867 |
| 120 |
1.0025 |
0.9069 |
0.0956 |
9.9% |
0.0056 |
0.6% |
62% |
False |
False |
14,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0848 |
|
2.618 |
1.0404 |
|
1.618 |
1.0132 |
|
1.000 |
0.9964 |
|
0.618 |
0.9860 |
|
HIGH |
0.9692 |
|
0.618 |
0.9588 |
|
0.500 |
0.9556 |
|
0.382 |
0.9524 |
|
LOW |
0.9420 |
|
0.618 |
0.9252 |
|
1.000 |
0.9148 |
|
1.618 |
0.8980 |
|
2.618 |
0.8708 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9626 |
0.9626 |
| PP |
0.9591 |
0.9591 |
| S1 |
0.9556 |
0.9556 |
|