CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9149 |
-0.0017 |
-0.2% |
0.9302 |
| High |
0.9247 |
0.9188 |
-0.0059 |
-0.6% |
0.9329 |
| Low |
0.9129 |
0.9107 |
-0.0022 |
-0.2% |
0.9079 |
| Close |
0.9147 |
0.9126 |
-0.0021 |
-0.2% |
0.9090 |
| Range |
0.0118 |
0.0081 |
-0.0037 |
-31.4% |
0.0250 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
97,575 |
166,383 |
68,808 |
70.5% |
525,079 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9336 |
0.9171 |
|
| R3 |
0.9302 |
0.9255 |
0.9148 |
|
| R2 |
0.9221 |
0.9221 |
0.9141 |
|
| R1 |
0.9174 |
0.9174 |
0.9133 |
0.9157 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9132 |
| S1 |
0.9093 |
0.9093 |
0.9119 |
0.9076 |
| S2 |
0.9059 |
0.9059 |
0.9111 |
|
| S3 |
0.8978 |
0.9012 |
0.9104 |
|
| S4 |
0.8897 |
0.8931 |
0.9081 |
|
|
| 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% |
0.0091 |
1.0% |
30% |
False |
False |
115,554 |
| 10 |
0.9344 |
0.9075 |
0.0269 |
2.9% |
0.0085 |
0.9% |
19% |
False |
False |
112,588 |
| 20 |
0.9467 |
0.9075 |
0.0392 |
4.3% |
0.0084 |
0.9% |
13% |
False |
False |
109,670 |
| 40 |
0.9672 |
0.9075 |
0.0597 |
6.5% |
0.0097 |
1.1% |
9% |
False |
False |
124,432 |
| 60 |
0.9785 |
0.9075 |
0.0710 |
7.8% |
0.0098 |
1.1% |
7% |
False |
False |
92,437 |
| 80 |
0.9790 |
0.9075 |
0.0715 |
7.8% |
0.0094 |
1.0% |
7% |
False |
False |
69,407 |
| 100 |
1.0170 |
0.9075 |
0.1095 |
12.0% |
0.0089 |
1.0% |
5% |
False |
False |
55,542 |
| 120 |
1.0505 |
0.9075 |
0.1430 |
15.7% |
0.0089 |
1.0% |
4% |
False |
False |
46,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9400 |
|
1.618 |
0.9319 |
|
1.000 |
0.9269 |
|
0.618 |
0.9238 |
|
HIGH |
0.9188 |
|
0.618 |
0.9157 |
|
0.500 |
0.9148 |
|
0.382 |
0.9138 |
|
LOW |
0.9107 |
|
0.618 |
0.9057 |
|
1.000 |
0.9026 |
|
1.618 |
0.8976 |
|
2.618 |
0.8895 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9163 |
| PP |
0.9140 |
0.9151 |
| S1 |
0.9133 |
0.9138 |
|