CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9583 |
0.9908 |
0.0325 |
3.4% |
0.9522 |
| High |
1.0060 |
0.9977 |
-0.0083 |
-0.8% |
0.9740 |
| Low |
0.9571 |
0.9749 |
0.0178 |
1.9% |
0.9420 |
| Close |
0.9996 |
0.9907 |
-0.0089 |
-0.9% |
0.9563 |
| Range |
0.0489 |
0.0228 |
-0.0261 |
-53.4% |
0.0320 |
| ATR |
0.0179 |
0.0184 |
0.0005 |
2.7% |
0.0000 |
| Volume |
128,343 |
185,197 |
56,854 |
44.3% |
563,970 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0462 |
1.0032 |
|
| R3 |
1.0334 |
1.0234 |
0.9970 |
|
| R2 |
1.0106 |
1.0106 |
0.9949 |
|
| R1 |
1.0006 |
1.0006 |
0.9928 |
0.9942 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9846 |
| S1 |
0.9778 |
0.9778 |
0.9886 |
0.9714 |
| S2 |
0.9650 |
0.9650 |
0.9865 |
|
| S3 |
0.9422 |
0.9550 |
0.9844 |
|
| S4 |
0.9194 |
0.9322 |
0.9782 |
|
|
| 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% |
0.0215 |
2.2% |
73% |
False |
False |
123,930 |
| 10 |
1.0060 |
0.9419 |
0.0641 |
6.5% |
0.0198 |
2.0% |
76% |
False |
False |
112,600 |
| 20 |
1.0060 |
0.9306 |
0.0754 |
7.6% |
0.0191 |
1.9% |
80% |
False |
False |
120,071 |
| 40 |
1.0060 |
0.9069 |
0.0991 |
10.0% |
0.0142 |
1.4% |
85% |
False |
False |
60,700 |
| 60 |
1.0060 |
0.9069 |
0.0991 |
10.0% |
0.0116 |
1.2% |
85% |
False |
False |
40,516 |
| 80 |
1.0060 |
0.9069 |
0.0991 |
10.0% |
0.0097 |
1.0% |
85% |
False |
False |
30,411 |
| 100 |
1.0060 |
0.9069 |
0.0991 |
10.0% |
0.0080 |
0.8% |
85% |
False |
False |
24,539 |
| 120 |
1.0060 |
0.9069 |
0.0991 |
10.0% |
0.0067 |
0.7% |
85% |
False |
False |
20,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0946 |
|
2.618 |
1.0574 |
|
1.618 |
1.0346 |
|
1.000 |
1.0205 |
|
0.618 |
1.0118 |
|
HIGH |
0.9977 |
|
0.618 |
0.9890 |
|
0.500 |
0.9863 |
|
0.382 |
0.9836 |
|
LOW |
0.9749 |
|
0.618 |
0.9608 |
|
1.000 |
0.9521 |
|
1.618 |
0.9380 |
|
2.618 |
0.9152 |
|
4.250 |
0.8780 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9892 |
0.9862 |
| PP |
0.9878 |
0.9817 |
| S1 |
0.9863 |
0.9772 |
|