CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9101 |
0.0011 |
0.1% |
0.9302 |
| High |
0.9147 |
0.9173 |
0.0026 |
0.3% |
0.9329 |
| Low |
0.9075 |
0.9079 |
0.0004 |
0.0% |
0.9079 |
| Close |
0.9108 |
0.9150 |
0.0042 |
0.5% |
0.9090 |
| Range |
0.0072 |
0.0094 |
0.0022 |
30.6% |
0.0250 |
| ATR |
0.0090 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
| Volume |
133,079 |
84,375 |
-48,704 |
-36.6% |
525,079 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9416 |
0.9377 |
0.9202 |
|
| R3 |
0.9322 |
0.9283 |
0.9176 |
|
| R2 |
0.9228 |
0.9228 |
0.9167 |
|
| R1 |
0.9189 |
0.9189 |
0.9159 |
0.9209 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9144 |
| S1 |
0.9095 |
0.9095 |
0.9141 |
0.9115 |
| S2 |
0.9040 |
0.9040 |
0.9133 |
|
| S3 |
0.8946 |
0.9001 |
0.9124 |
|
| S4 |
0.8852 |
0.8907 |
0.9098 |
|
|
| 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 |
0.9261 |
0.9075 |
0.0186 |
2.0% |
0.0088 |
1.0% |
40% |
False |
False |
107,050 |
| 10 |
0.9344 |
0.9075 |
0.0269 |
2.9% |
0.0078 |
0.9% |
28% |
False |
False |
104,427 |
| 20 |
0.9672 |
0.9075 |
0.0597 |
6.5% |
0.0091 |
1.0% |
13% |
False |
False |
113,975 |
| 40 |
0.9672 |
0.9075 |
0.0597 |
6.5% |
0.0096 |
1.0% |
13% |
False |
False |
122,795 |
| 60 |
0.9785 |
0.9075 |
0.0710 |
7.8% |
0.0096 |
1.1% |
11% |
False |
False |
88,058 |
| 80 |
0.9808 |
0.9075 |
0.0733 |
8.0% |
0.0093 |
1.0% |
10% |
False |
False |
66,108 |
| 100 |
1.0170 |
0.9075 |
0.1095 |
12.0% |
0.0088 |
1.0% |
7% |
False |
False |
52,903 |
| 120 |
1.0505 |
0.9075 |
0.1430 |
15.6% |
0.0088 |
1.0% |
5% |
False |
False |
44,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9573 |
|
2.618 |
0.9419 |
|
1.618 |
0.9325 |
|
1.000 |
0.9267 |
|
0.618 |
0.9231 |
|
HIGH |
0.9173 |
|
0.618 |
0.9137 |
|
0.500 |
0.9126 |
|
0.382 |
0.9115 |
|
LOW |
0.9079 |
|
0.618 |
0.9021 |
|
1.000 |
0.8985 |
|
1.618 |
0.8927 |
|
2.618 |
0.8833 |
|
4.250 |
0.8680 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9142 |
0.9141 |
| PP |
0.9134 |
0.9133 |
| S1 |
0.9126 |
0.9124 |
|