CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9888 |
0.0010 |
0.1% |
0.9998 |
| High |
0.9988 |
0.9904 |
-0.0084 |
-0.8% |
1.0127 |
| Low |
0.9860 |
0.9800 |
-0.0060 |
-0.6% |
0.9754 |
| Close |
0.9880 |
0.9856 |
-0.0024 |
-0.2% |
0.9880 |
| Range |
0.0128 |
0.0104 |
-0.0024 |
-18.8% |
0.0373 |
| ATR |
0.0206 |
0.0199 |
-0.0007 |
-3.5% |
0.0000 |
| Volume |
161,678 |
117,054 |
-44,624 |
-27.6% |
666,964 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0115 |
0.9913 |
|
| R3 |
1.0061 |
1.0011 |
0.9885 |
|
| R2 |
0.9957 |
0.9957 |
0.9875 |
|
| R1 |
0.9907 |
0.9907 |
0.9866 |
0.9880 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9840 |
| S1 |
0.9803 |
0.9803 |
0.9846 |
0.9776 |
| S2 |
0.9749 |
0.9749 |
0.9837 |
|
| S3 |
0.9645 |
0.9699 |
0.9827 |
|
| S4 |
0.9541 |
0.9595 |
0.9799 |
|
|
| 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 |
1.0121 |
0.9754 |
0.0367 |
3.7% |
0.0169 |
1.7% |
28% |
False |
False |
125,720 |
| 10 |
1.0288 |
0.9749 |
0.0539 |
5.5% |
0.0223 |
2.3% |
20% |
False |
False |
143,799 |
| 20 |
1.0288 |
0.9419 |
0.0869 |
8.8% |
0.0203 |
2.1% |
50% |
False |
False |
124,117 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.4% |
0.0177 |
1.8% |
65% |
False |
False |
91,968 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.4% |
0.0139 |
1.4% |
65% |
False |
False |
61,371 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.4% |
0.0118 |
1.2% |
65% |
False |
False |
46,067 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.4% |
0.0100 |
1.0% |
65% |
False |
False |
37,062 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.4% |
0.0084 |
0.9% |
65% |
False |
False |
30,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0176 |
|
1.618 |
1.0072 |
|
1.000 |
1.0008 |
|
0.618 |
0.9968 |
|
HIGH |
0.9904 |
|
0.618 |
0.9864 |
|
0.500 |
0.9852 |
|
0.382 |
0.9840 |
|
LOW |
0.9800 |
|
0.618 |
0.9736 |
|
1.000 |
0.9696 |
|
1.618 |
0.9632 |
|
2.618 |
0.9528 |
|
4.250 |
0.9358 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9855 |
0.9961 |
| PP |
0.9853 |
0.9926 |
| S1 |
0.9852 |
0.9891 |
|