CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9156 |
0.0016 |
0.2% |
0.9302 |
| High |
0.9183 |
0.9167 |
-0.0016 |
-0.2% |
0.9329 |
| Low |
0.9135 |
0.9079 |
-0.0056 |
-0.6% |
0.9079 |
| Close |
0.9157 |
0.9090 |
-0.0067 |
-0.7% |
0.9090 |
| Range |
0.0048 |
0.0088 |
0.0040 |
83.3% |
0.0250 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
117,593 |
96,359 |
-21,234 |
-18.1% |
525,079 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9321 |
0.9138 |
|
| R3 |
0.9288 |
0.9233 |
0.9114 |
|
| R2 |
0.9200 |
0.9200 |
0.9106 |
|
| R1 |
0.9145 |
0.9145 |
0.9098 |
0.9129 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9104 |
| S1 |
0.9057 |
0.9057 |
0.9082 |
0.9041 |
| S2 |
0.9024 |
0.9024 |
0.9074 |
|
| S3 |
0.8936 |
0.8969 |
0.9066 |
|
| S4 |
0.8848 |
0.8881 |
0.9042 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9753 |
0.9228 |
|
| R3 |
0.9666 |
0.9503 |
0.9159 |
|
| R2 |
0.9416 |
0.9416 |
0.9136 |
|
| R1 |
0.9253 |
0.9253 |
0.9113 |
0.9210 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9144 |
| S1 |
0.9003 |
0.9003 |
0.9067 |
0.8960 |
| S2 |
0.8916 |
0.8916 |
0.9044 |
|
| S3 |
0.8666 |
0.8753 |
0.9021 |
|
| S4 |
0.8416 |
0.8503 |
0.8953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9329 |
0.9079 |
0.0250 |
2.8% |
0.0086 |
0.9% |
4% |
False |
True |
105,015 |
| 10 |
0.9347 |
0.9079 |
0.0268 |
2.9% |
0.0077 |
0.8% |
4% |
False |
True |
103,260 |
| 20 |
0.9672 |
0.9079 |
0.0593 |
6.5% |
0.0096 |
1.1% |
2% |
False |
True |
118,633 |
| 40 |
0.9672 |
0.9079 |
0.0593 |
6.5% |
0.0095 |
1.0% |
2% |
False |
True |
123,431 |
| 60 |
0.9785 |
0.9079 |
0.0706 |
7.8% |
0.0097 |
1.1% |
2% |
False |
True |
84,448 |
| 80 |
0.9832 |
0.9079 |
0.0753 |
8.3% |
0.0093 |
1.0% |
1% |
False |
True |
63,393 |
| 100 |
1.0290 |
0.9079 |
0.1211 |
13.3% |
0.0089 |
1.0% |
1% |
False |
True |
50,739 |
| 120 |
1.0505 |
0.9079 |
0.1426 |
15.7% |
0.0086 |
0.9% |
1% |
False |
True |
42,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9541 |
|
2.618 |
0.9397 |
|
1.618 |
0.9309 |
|
1.000 |
0.9255 |
|
0.618 |
0.9221 |
|
HIGH |
0.9167 |
|
0.618 |
0.9133 |
|
0.500 |
0.9123 |
|
0.382 |
0.9113 |
|
LOW |
0.9079 |
|
0.618 |
0.9025 |
|
1.000 |
0.8991 |
|
1.618 |
0.8937 |
|
2.618 |
0.8849 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9170 |
| PP |
0.9112 |
0.9143 |
| S1 |
0.9101 |
0.9117 |
|