CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9522 |
0.9681 |
0.0159 |
1.7% |
0.9415 |
| High |
0.9692 |
0.9740 |
0.0048 |
0.5% |
0.9599 |
| Low |
0.9420 |
0.9487 |
0.0067 |
0.7% |
0.9399 |
| Close |
0.9661 |
0.9498 |
-0.0163 |
-1.7% |
0.9503 |
| Range |
0.0272 |
0.0253 |
-0.0019 |
-7.0% |
0.0200 |
| ATR |
0.0156 |
0.0163 |
0.0007 |
4.5% |
0.0000 |
| Volume |
110,211 |
147,645 |
37,434 |
34.0% |
471,122 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0169 |
0.9637 |
|
| R3 |
1.0081 |
0.9916 |
0.9568 |
|
| R2 |
0.9828 |
0.9828 |
0.9544 |
|
| R1 |
0.9663 |
0.9663 |
0.9521 |
0.9619 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9553 |
| S1 |
0.9410 |
0.9410 |
0.9475 |
0.9366 |
| S2 |
0.9322 |
0.9322 |
0.9452 |
|
| S3 |
0.9069 |
0.9157 |
0.9428 |
|
| S4 |
0.8816 |
0.8904 |
0.9359 |
|
|
| 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 |
0.9740 |
0.9419 |
0.0321 |
3.4% |
0.0181 |
1.9% |
25% |
True |
False |
101,270 |
| 10 |
0.9740 |
0.9322 |
0.0418 |
4.4% |
0.0187 |
2.0% |
42% |
True |
False |
123,591 |
| 20 |
0.9740 |
0.9214 |
0.0526 |
5.5% |
0.0169 |
1.8% |
54% |
True |
False |
90,144 |
| 40 |
0.9740 |
0.9069 |
0.0671 |
7.1% |
0.0124 |
1.3% |
64% |
True |
False |
45,221 |
| 60 |
0.9740 |
0.9069 |
0.0671 |
7.1% |
0.0100 |
1.1% |
64% |
True |
False |
30,195 |
| 80 |
0.9740 |
0.9069 |
0.0671 |
7.1% |
0.0086 |
0.9% |
64% |
True |
False |
22,918 |
| 100 |
0.9803 |
0.9069 |
0.0734 |
7.7% |
0.0070 |
0.7% |
58% |
False |
False |
18,343 |
| 120 |
1.0014 |
0.9069 |
0.0945 |
9.9% |
0.0058 |
0.6% |
45% |
False |
False |
15,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0815 |
|
2.618 |
1.0402 |
|
1.618 |
1.0149 |
|
1.000 |
0.9993 |
|
0.618 |
0.9896 |
|
HIGH |
0.9740 |
|
0.618 |
0.9643 |
|
0.500 |
0.9614 |
|
0.382 |
0.9584 |
|
LOW |
0.9487 |
|
0.618 |
0.9331 |
|
1.000 |
0.9234 |
|
1.618 |
0.9078 |
|
2.618 |
0.8825 |
|
4.250 |
0.8412 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9614 |
0.9580 |
| PP |
0.9575 |
0.9553 |
| S1 |
0.9537 |
0.9525 |
|