CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
0.9878 |
-0.0193 |
-1.9% |
0.9998 |
| High |
1.0121 |
0.9988 |
-0.0133 |
-1.3% |
1.0127 |
| Low |
0.9885 |
0.9860 |
-0.0025 |
-0.3% |
0.9754 |
| Close |
0.9948 |
0.9880 |
-0.0068 |
-0.7% |
0.9880 |
| Range |
0.0236 |
0.0128 |
-0.0108 |
-45.8% |
0.0373 |
| ATR |
0.0212 |
0.0206 |
-0.0006 |
-2.8% |
0.0000 |
| Volume |
133,486 |
161,678 |
28,192 |
21.1% |
666,964 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0215 |
0.9950 |
|
| R3 |
1.0165 |
1.0087 |
0.9915 |
|
| R2 |
1.0037 |
1.0037 |
0.9903 |
|
| R1 |
0.9959 |
0.9959 |
0.9892 |
0.9998 |
| PP |
0.9909 |
0.9909 |
0.9909 |
0.9929 |
| S1 |
0.9831 |
0.9831 |
0.9868 |
0.9870 |
| S2 |
0.9781 |
0.9781 |
0.9857 |
|
| S3 |
0.9653 |
0.9703 |
0.9845 |
|
| S4 |
0.9525 |
0.9575 |
0.9810 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0833 |
1.0085 |
|
| R3 |
1.0666 |
1.0460 |
0.9983 |
|
| R2 |
1.0293 |
1.0293 |
0.9948 |
|
| R1 |
1.0087 |
1.0087 |
0.9914 |
1.0004 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9879 |
| S1 |
0.9714 |
0.9714 |
0.9846 |
0.9631 |
| S2 |
0.9547 |
0.9547 |
0.9812 |
|
| S3 |
0.9174 |
0.9341 |
0.9777 |
|
| S4 |
0.8801 |
0.8968 |
0.9675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0127 |
0.9754 |
0.0373 |
3.8% |
0.0204 |
2.1% |
34% |
False |
False |
133,392 |
| 10 |
1.0288 |
0.9571 |
0.0717 |
7.3% |
0.0261 |
2.6% |
43% |
False |
False |
144,927 |
| 20 |
1.0288 |
0.9399 |
0.0889 |
9.0% |
0.0207 |
2.1% |
54% |
False |
False |
124,218 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0178 |
1.8% |
67% |
False |
False |
89,046 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0138 |
1.4% |
67% |
False |
False |
59,420 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0117 |
1.2% |
67% |
False |
False |
44,604 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0099 |
1.0% |
67% |
False |
False |
35,896 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0083 |
0.8% |
67% |
False |
False |
29,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0323 |
|
1.618 |
1.0195 |
|
1.000 |
1.0116 |
|
0.618 |
1.0067 |
|
HIGH |
0.9988 |
|
0.618 |
0.9939 |
|
0.500 |
0.9924 |
|
0.382 |
0.9909 |
|
LOW |
0.9860 |
|
0.618 |
0.9781 |
|
1.000 |
0.9732 |
|
1.618 |
0.9653 |
|
2.618 |
0.9525 |
|
4.250 |
0.9316 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9980 |
| PP |
0.9909 |
0.9947 |
| S1 |
0.9895 |
0.9913 |
|