CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9994 |
0.0162 |
1.6% |
0.9998 |
| High |
1.0024 |
1.0329 |
0.0305 |
3.0% |
1.0127 |
| Low |
0.9816 |
0.9973 |
0.0157 |
1.6% |
0.9754 |
| Close |
0.9966 |
1.0251 |
0.0285 |
2.9% |
0.9880 |
| Range |
0.0208 |
0.0356 |
0.0148 |
71.2% |
0.0373 |
| ATR |
0.0199 |
0.0211 |
0.0012 |
5.9% |
0.0000 |
| Volume |
103,416 |
115,424 |
12,008 |
11.6% |
666,964 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1252 |
1.1108 |
1.0447 |
|
| R3 |
1.0896 |
1.0752 |
1.0349 |
|
| R2 |
1.0540 |
1.0540 |
1.0316 |
|
| R1 |
1.0396 |
1.0396 |
1.0284 |
1.0468 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0221 |
| S1 |
1.0040 |
1.0040 |
1.0218 |
1.0112 |
| S2 |
0.9828 |
0.9828 |
1.0186 |
|
| S3 |
0.9472 |
0.9684 |
1.0153 |
|
| S4 |
0.9116 |
0.9328 |
1.0055 |
|
|
| 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 |
1.0329 |
0.9800 |
0.0529 |
5.2% |
0.0206 |
2.0% |
85% |
True |
False |
126,211 |
| 10 |
1.0329 |
0.9754 |
0.0575 |
5.6% |
0.0224 |
2.2% |
86% |
True |
False |
131,493 |
| 20 |
1.0329 |
0.9419 |
0.0910 |
8.9% |
0.0223 |
2.2% |
91% |
True |
False |
125,964 |
| 40 |
1.0329 |
0.9158 |
0.1171 |
11.4% |
0.0184 |
1.8% |
93% |
True |
False |
97,420 |
| 60 |
1.0329 |
0.9069 |
0.1260 |
12.3% |
0.0146 |
1.4% |
94% |
True |
False |
65,017 |
| 80 |
1.0329 |
0.9069 |
0.1260 |
12.3% |
0.0123 |
1.2% |
94% |
True |
False |
48,797 |
| 100 |
1.0329 |
0.9069 |
0.1260 |
12.3% |
0.0105 |
1.0% |
94% |
True |
False |
39,250 |
| 120 |
1.0329 |
0.9069 |
0.1260 |
12.3% |
0.0089 |
0.9% |
94% |
True |
False |
32,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1842 |
|
2.618 |
1.1261 |
|
1.618 |
1.0905 |
|
1.000 |
1.0685 |
|
0.618 |
1.0549 |
|
HIGH |
1.0329 |
|
0.618 |
1.0193 |
|
0.500 |
1.0151 |
|
0.382 |
1.0109 |
|
LOW |
0.9973 |
|
0.618 |
0.9753 |
|
1.000 |
0.9617 |
|
1.618 |
0.9397 |
|
2.618 |
0.9041 |
|
4.250 |
0.8460 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0189 |
| PP |
1.0184 |
1.0127 |
| S1 |
1.0151 |
1.0065 |
|