CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9533 |
0.9527 |
-0.0006 |
-0.1% |
0.9415 |
| High |
0.9578 |
0.9589 |
0.0011 |
0.1% |
0.9599 |
| Low |
0.9485 |
0.9484 |
-0.0001 |
0.0% |
0.9399 |
| Close |
0.9531 |
0.9578 |
0.0047 |
0.5% |
0.9503 |
| Range |
0.0093 |
0.0105 |
0.0012 |
12.9% |
0.0200 |
| ATR |
0.0158 |
0.0154 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
126,493 |
86,036 |
-40,457 |
-32.0% |
471,122 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9865 |
0.9827 |
0.9636 |
|
| R3 |
0.9760 |
0.9722 |
0.9607 |
|
| R2 |
0.9655 |
0.9655 |
0.9597 |
|
| R1 |
0.9617 |
0.9617 |
0.9588 |
0.9636 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9560 |
| S1 |
0.9512 |
0.9512 |
0.9568 |
0.9531 |
| S2 |
0.9445 |
0.9445 |
0.9559 |
|
| S3 |
0.9340 |
0.9407 |
0.9549 |
|
| S4 |
0.9235 |
0.9302 |
0.9520 |
|
|
| 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 |
0.9420 |
0.0320 |
3.3% |
0.0172 |
1.8% |
49% |
False |
False |
114,021 |
| 10 |
0.9740 |
0.9322 |
0.0418 |
4.4% |
0.0165 |
1.7% |
61% |
False |
False |
110,390 |
| 20 |
0.9740 |
0.9219 |
0.0521 |
5.4% |
0.0168 |
1.8% |
69% |
False |
False |
100,585 |
| 40 |
0.9740 |
0.9069 |
0.0671 |
7.0% |
0.0126 |
1.3% |
76% |
False |
False |
50,527 |
| 60 |
0.9740 |
0.9069 |
0.0671 |
7.0% |
0.0103 |
1.1% |
76% |
False |
False |
33,736 |
| 80 |
0.9740 |
0.9069 |
0.0671 |
7.0% |
0.0087 |
0.9% |
76% |
False |
False |
25,574 |
| 100 |
0.9803 |
0.9069 |
0.0734 |
7.7% |
0.0072 |
0.8% |
69% |
False |
False |
20,469 |
| 120 |
0.9952 |
0.9069 |
0.0883 |
9.2% |
0.0060 |
0.6% |
58% |
False |
False |
17,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9864 |
|
1.618 |
0.9759 |
|
1.000 |
0.9694 |
|
0.618 |
0.9654 |
|
HIGH |
0.9589 |
|
0.618 |
0.9549 |
|
0.500 |
0.9537 |
|
0.382 |
0.9524 |
|
LOW |
0.9484 |
|
0.618 |
0.9419 |
|
1.000 |
0.9379 |
|
1.618 |
0.9314 |
|
2.618 |
0.9209 |
|
4.250 |
0.9038 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9564 |
0.9612 |
| PP |
0.9550 |
0.9601 |
| S1 |
0.9537 |
0.9589 |
|