CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9101 |
0.9166 |
0.0065 |
0.7% |
0.9302 |
| High |
0.9173 |
0.9247 |
0.0074 |
0.8% |
0.9329 |
| Low |
0.9079 |
0.9129 |
0.0050 |
0.6% |
0.9079 |
| Close |
0.9150 |
0.9147 |
-0.0003 |
0.0% |
0.9090 |
| Range |
0.0094 |
0.0118 |
0.0024 |
25.5% |
0.0250 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.2% |
0.0000 |
| Volume |
84,375 |
97,575 |
13,200 |
15.6% |
525,079 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9528 |
0.9456 |
0.9212 |
|
| R3 |
0.9410 |
0.9338 |
0.9179 |
|
| R2 |
0.9292 |
0.9292 |
0.9169 |
|
| R1 |
0.9220 |
0.9220 |
0.9158 |
0.9197 |
| PP |
0.9174 |
0.9174 |
0.9174 |
0.9163 |
| S1 |
0.9102 |
0.9102 |
0.9136 |
0.9079 |
| S2 |
0.9056 |
0.9056 |
0.9125 |
|
| S3 |
0.8938 |
0.8984 |
0.9115 |
|
| S4 |
0.8820 |
0.8866 |
0.9082 |
|
|
| 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 |
0.9247 |
0.9075 |
0.0172 |
1.9% |
0.0084 |
0.9% |
42% |
True |
False |
105,796 |
| 10 |
0.9344 |
0.9075 |
0.0269 |
2.9% |
0.0084 |
0.9% |
27% |
False |
False |
104,850 |
| 20 |
0.9577 |
0.9075 |
0.0502 |
5.5% |
0.0090 |
1.0% |
14% |
False |
False |
108,886 |
| 40 |
0.9672 |
0.9075 |
0.0597 |
6.5% |
0.0097 |
1.1% |
12% |
False |
False |
123,004 |
| 60 |
0.9785 |
0.9075 |
0.0710 |
7.8% |
0.0097 |
1.1% |
10% |
False |
False |
89,669 |
| 80 |
0.9808 |
0.9075 |
0.0733 |
8.0% |
0.0094 |
1.0% |
10% |
False |
False |
67,327 |
| 100 |
1.0170 |
0.9075 |
0.1095 |
12.0% |
0.0088 |
1.0% |
7% |
False |
False |
53,878 |
| 120 |
1.0505 |
0.9075 |
0.1430 |
15.6% |
0.0088 |
1.0% |
5% |
False |
False |
44,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9556 |
|
1.618 |
0.9438 |
|
1.000 |
0.9365 |
|
0.618 |
0.9320 |
|
HIGH |
0.9247 |
|
0.618 |
0.9202 |
|
0.500 |
0.9188 |
|
0.382 |
0.9174 |
|
LOW |
0.9129 |
|
0.618 |
0.9056 |
|
1.000 |
0.9011 |
|
1.618 |
0.8938 |
|
2.618 |
0.8820 |
|
4.250 |
0.8628 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9161 |
| PP |
0.9174 |
0.9156 |
| S1 |
0.9161 |
0.9152 |
|