CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9832 |
-0.0056 |
-0.6% |
0.9998 |
| High |
0.9904 |
1.0024 |
0.0120 |
1.2% |
1.0127 |
| Low |
0.9800 |
0.9816 |
0.0016 |
0.2% |
0.9754 |
| Close |
0.9856 |
0.9966 |
0.0110 |
1.1% |
0.9880 |
| Range |
0.0104 |
0.0208 |
0.0104 |
100.0% |
0.0373 |
| ATR |
0.0199 |
0.0199 |
0.0001 |
0.3% |
0.0000 |
| Volume |
117,054 |
103,416 |
-13,638 |
-11.7% |
666,964 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0471 |
1.0080 |
|
| R3 |
1.0351 |
1.0263 |
1.0023 |
|
| R2 |
1.0143 |
1.0143 |
1.0004 |
|
| R1 |
1.0055 |
1.0055 |
0.9985 |
1.0099 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9958 |
| S1 |
0.9847 |
0.9847 |
0.9947 |
0.9891 |
| S2 |
0.9727 |
0.9727 |
0.9928 |
|
| S3 |
0.9519 |
0.9639 |
0.9909 |
|
| S4 |
0.9311 |
0.9431 |
0.9852 |
|
|
| 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 |
0.9800 |
0.0321 |
3.2% |
0.0181 |
1.8% |
52% |
False |
False |
131,179 |
| 10 |
1.0288 |
0.9754 |
0.0534 |
5.4% |
0.0221 |
2.2% |
40% |
False |
False |
135,620 |
| 20 |
1.0288 |
0.9419 |
0.0869 |
8.7% |
0.0210 |
2.1% |
63% |
False |
False |
124,110 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0179 |
1.8% |
74% |
False |
False |
94,546 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0141 |
1.4% |
74% |
False |
False |
63,094 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0119 |
1.2% |
74% |
False |
False |
47,359 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0102 |
1.0% |
74% |
False |
False |
38,096 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.2% |
0.0086 |
0.9% |
74% |
False |
False |
31,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0908 |
|
2.618 |
1.0569 |
|
1.618 |
1.0361 |
|
1.000 |
1.0232 |
|
0.618 |
1.0153 |
|
HIGH |
1.0024 |
|
0.618 |
0.9945 |
|
0.500 |
0.9920 |
|
0.382 |
0.9895 |
|
LOW |
0.9816 |
|
0.618 |
0.9687 |
|
1.000 |
0.9608 |
|
1.618 |
0.9479 |
|
2.618 |
0.9271 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9948 |
| PP |
0.9935 |
0.9930 |
| S1 |
0.9920 |
0.9912 |
|