CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
1.0071 |
0.0226 |
2.3% |
0.9583 |
| High |
1.0068 |
1.0121 |
0.0053 |
0.5% |
1.0288 |
| Low |
0.9839 |
0.9885 |
0.0046 |
0.5% |
0.9571 |
| Close |
0.9979 |
0.9948 |
-0.0031 |
-0.3% |
1.0111 |
| Range |
0.0229 |
0.0236 |
0.0007 |
3.1% |
0.0717 |
| ATR |
0.0210 |
0.0212 |
0.0002 |
0.9% |
0.0000 |
| Volume |
140,263 |
133,486 |
-6,777 |
-4.8% |
782,315 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0556 |
1.0078 |
|
| R3 |
1.0457 |
1.0320 |
1.0013 |
|
| R2 |
1.0221 |
1.0221 |
0.9991 |
|
| R1 |
1.0084 |
1.0084 |
0.9970 |
1.0035 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9960 |
| S1 |
0.9848 |
0.9848 |
0.9926 |
0.9799 |
| S2 |
0.9749 |
0.9749 |
0.9905 |
|
| S3 |
0.9513 |
0.9612 |
0.9883 |
|
| S4 |
0.9277 |
0.9376 |
0.9818 |
|
|
| 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% |
0.0240 |
2.4% |
36% |
False |
False |
126,672 |
| 10 |
1.0288 |
0.9484 |
0.0804 |
8.1% |
0.0265 |
2.7% |
58% |
False |
False |
138,118 |
| 20 |
1.0288 |
0.9322 |
0.0966 |
9.7% |
0.0215 |
2.2% |
65% |
False |
False |
124,254 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0176 |
1.8% |
72% |
False |
False |
85,011 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0137 |
1.4% |
72% |
False |
False |
56,725 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0116 |
1.2% |
72% |
False |
False |
42,583 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0097 |
1.0% |
72% |
False |
False |
34,279 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0082 |
0.8% |
72% |
False |
False |
28,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.0739 |
|
1.618 |
1.0503 |
|
1.000 |
1.0357 |
|
0.618 |
1.0267 |
|
HIGH |
1.0121 |
|
0.618 |
1.0031 |
|
0.500 |
1.0003 |
|
0.382 |
0.9975 |
|
LOW |
0.9885 |
|
0.618 |
0.9739 |
|
1.000 |
0.9649 |
|
1.618 |
0.9503 |
|
2.618 |
0.9267 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
0.9945 |
| PP |
0.9985 |
0.9941 |
| S1 |
0.9966 |
0.9938 |
|