CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0110 |
-0.0055 |
-0.5% |
0.9583 |
| High |
1.0175 |
1.0288 |
0.0113 |
1.1% |
1.0288 |
| Low |
0.9930 |
0.9980 |
0.0050 |
0.5% |
0.9571 |
| Close |
1.0026 |
1.0111 |
0.0085 |
0.8% |
1.0111 |
| Range |
0.0245 |
0.0308 |
0.0063 |
25.7% |
0.0717 |
| ATR |
0.0198 |
0.0206 |
0.0008 |
4.0% |
0.0000 |
| Volume |
184,007 |
128,074 |
-55,933 |
-30.4% |
782,315 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.0889 |
1.0280 |
|
| R3 |
1.0742 |
1.0581 |
1.0196 |
|
| R2 |
1.0434 |
1.0434 |
1.0167 |
|
| R1 |
1.0273 |
1.0273 |
1.0139 |
1.0354 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0167 |
| S1 |
0.9965 |
0.9965 |
1.0083 |
1.0046 |
| S2 |
0.9818 |
0.9818 |
1.0055 |
|
| S3 |
0.9510 |
0.9657 |
1.0026 |
|
| S4 |
0.9202 |
0.9349 |
0.9942 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.1843 |
1.0505 |
|
| R3 |
1.1424 |
1.1126 |
1.0308 |
|
| R2 |
1.0707 |
1.0707 |
1.0242 |
|
| R1 |
1.0409 |
1.0409 |
1.0177 |
1.0558 |
| PP |
0.9990 |
0.9990 |
0.9990 |
1.0065 |
| S1 |
0.9692 |
0.9692 |
1.0045 |
0.9841 |
| S2 |
0.9273 |
0.9273 |
0.9980 |
|
| S3 |
0.8556 |
0.8975 |
0.9914 |
|
| S4 |
0.7839 |
0.8258 |
0.9717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
0.9571 |
0.0717 |
7.1% |
0.0319 |
3.2% |
75% |
True |
False |
156,463 |
| 10 |
1.0288 |
0.9420 |
0.0868 |
8.6% |
0.0248 |
2.5% |
80% |
True |
False |
134,628 |
| 20 |
1.0288 |
0.9322 |
0.0966 |
9.6% |
0.0215 |
2.1% |
82% |
True |
False |
132,408 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.1% |
0.0159 |
1.6% |
85% |
True |
False |
72,408 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.1% |
0.0127 |
1.3% |
85% |
True |
False |
48,313 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.1% |
0.0106 |
1.1% |
85% |
True |
False |
36,270 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.1% |
0.0088 |
0.9% |
85% |
True |
False |
29,226 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.1% |
0.0075 |
0.7% |
85% |
True |
False |
24,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1597 |
|
2.618 |
1.1094 |
|
1.618 |
1.0786 |
|
1.000 |
1.0596 |
|
0.618 |
1.0478 |
|
HIGH |
1.0288 |
|
0.618 |
1.0170 |
|
0.500 |
1.0134 |
|
0.382 |
1.0098 |
|
LOW |
0.9980 |
|
0.618 |
0.9790 |
|
1.000 |
0.9672 |
|
1.618 |
0.9482 |
|
2.618 |
0.9174 |
|
4.250 |
0.8671 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0107 |
| PP |
1.0126 |
1.0103 |
| S1 |
1.0119 |
1.0099 |
|