CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9845 |
-0.0010 |
-0.1% |
0.9583 |
| High |
0.9903 |
1.0068 |
0.0165 |
1.7% |
1.0288 |
| Low |
0.9754 |
0.9839 |
0.0085 |
0.9% |
0.9571 |
| Close |
0.9882 |
0.9979 |
0.0097 |
1.0% |
1.0111 |
| Range |
0.0149 |
0.0229 |
0.0080 |
53.7% |
0.0717 |
| ATR |
0.0208 |
0.0210 |
0.0001 |
0.7% |
0.0000 |
| Volume |
76,121 |
140,263 |
64,142 |
84.3% |
782,315 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0649 |
1.0543 |
1.0105 |
|
| R3 |
1.0420 |
1.0314 |
1.0042 |
|
| R2 |
1.0191 |
1.0191 |
1.0021 |
|
| R1 |
1.0085 |
1.0085 |
1.0000 |
1.0138 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9989 |
| S1 |
0.9856 |
0.9856 |
0.9958 |
0.9909 |
| S2 |
0.9733 |
0.9733 |
0.9937 |
|
| S3 |
0.9504 |
0.9627 |
0.9916 |
|
| S4 |
0.9275 |
0.9398 |
0.9853 |
|
|
| 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 |
0.9754 |
0.0534 |
5.4% |
0.0242 |
2.4% |
42% |
False |
False |
136,776 |
| 10 |
1.0288 |
0.9484 |
0.0804 |
8.1% |
0.0252 |
2.5% |
62% |
False |
False |
133,373 |
| 20 |
1.0288 |
0.9322 |
0.0966 |
9.7% |
0.0212 |
2.1% |
68% |
False |
False |
125,794 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0171 |
1.7% |
75% |
False |
False |
81,692 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0134 |
1.3% |
75% |
False |
False |
54,501 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0113 |
1.1% |
75% |
False |
False |
40,915 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0095 |
1.0% |
75% |
False |
False |
32,944 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0080 |
0.8% |
75% |
False |
False |
27,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0668 |
|
1.618 |
1.0439 |
|
1.000 |
1.0297 |
|
0.618 |
1.0210 |
|
HIGH |
1.0068 |
|
0.618 |
0.9981 |
|
0.500 |
0.9954 |
|
0.382 |
0.9926 |
|
LOW |
0.9839 |
|
0.618 |
0.9697 |
|
1.000 |
0.9610 |
|
1.618 |
0.9468 |
|
2.618 |
0.9239 |
|
4.250 |
0.8866 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9966 |
| PP |
0.9962 |
0.9953 |
| S1 |
0.9954 |
0.9941 |
|