CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9565 |
0.9583 |
0.0018 |
0.2% |
0.9522 |
| High |
0.9645 |
1.0060 |
0.0415 |
4.3% |
0.9740 |
| Low |
0.9484 |
0.9571 |
0.0087 |
0.9% |
0.9420 |
| Close |
0.9563 |
0.9996 |
0.0433 |
4.5% |
0.9563 |
| Range |
0.0161 |
0.0489 |
0.0328 |
203.7% |
0.0320 |
| ATR |
0.0154 |
0.0179 |
0.0024 |
15.8% |
0.0000 |
| Volume |
93,585 |
128,343 |
34,758 |
37.1% |
563,970 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1158 |
1.0265 |
|
| R3 |
1.0854 |
1.0669 |
1.0130 |
|
| R2 |
1.0365 |
1.0365 |
1.0086 |
|
| R1 |
1.0180 |
1.0180 |
1.0041 |
1.0273 |
| PP |
0.9876 |
0.9876 |
0.9876 |
0.9922 |
| S1 |
0.9691 |
0.9691 |
0.9951 |
0.9784 |
| S2 |
0.9387 |
0.9387 |
0.9906 |
|
| S3 |
0.8898 |
0.9202 |
0.9862 |
|
| S4 |
0.8409 |
0.8713 |
0.9727 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0369 |
0.9739 |
|
| R3 |
1.0214 |
1.0049 |
0.9651 |
|
| R2 |
0.9894 |
0.9894 |
0.9622 |
|
| R1 |
0.9729 |
0.9729 |
0.9592 |
0.9812 |
| PP |
0.9574 |
0.9574 |
0.9574 |
0.9616 |
| S1 |
0.9409 |
0.9409 |
0.9534 |
0.9492 |
| S2 |
0.9254 |
0.9254 |
0.9504 |
|
| S3 |
0.8934 |
0.9089 |
0.9475 |
|
| S4 |
0.8614 |
0.8769 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0060 |
0.9484 |
0.0576 |
5.8% |
0.0220 |
2.2% |
89% |
True |
False |
116,420 |
| 10 |
1.0060 |
0.9419 |
0.0641 |
6.4% |
0.0183 |
1.8% |
90% |
True |
False |
104,435 |
| 20 |
1.0060 |
0.9219 |
0.0841 |
8.4% |
0.0185 |
1.8% |
92% |
True |
False |
111,168 |
| 40 |
1.0060 |
0.9069 |
0.0991 |
9.9% |
0.0138 |
1.4% |
94% |
True |
False |
56,073 |
| 60 |
1.0060 |
0.9069 |
0.0991 |
9.9% |
0.0112 |
1.1% |
94% |
True |
False |
37,432 |
| 80 |
1.0060 |
0.9069 |
0.0991 |
9.9% |
0.0095 |
0.9% |
94% |
True |
False |
28,097 |
| 100 |
1.0060 |
0.9069 |
0.0991 |
9.9% |
0.0078 |
0.8% |
94% |
True |
False |
22,687 |
| 120 |
1.0060 |
0.9069 |
0.0991 |
9.9% |
0.0065 |
0.7% |
94% |
True |
False |
18,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2138 |
|
2.618 |
1.1340 |
|
1.618 |
1.0851 |
|
1.000 |
1.0549 |
|
0.618 |
1.0362 |
|
HIGH |
1.0060 |
|
0.618 |
0.9873 |
|
0.500 |
0.9816 |
|
0.382 |
0.9758 |
|
LOW |
0.9571 |
|
0.618 |
0.9269 |
|
1.000 |
0.9082 |
|
1.618 |
0.8780 |
|
2.618 |
0.8291 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9921 |
| PP |
0.9876 |
0.9847 |
| S1 |
0.9816 |
0.9772 |
|