CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9149 |
0.9126 |
-0.0023 |
-0.3% |
0.9090 |
| High |
0.9188 |
0.9136 |
-0.0052 |
-0.6% |
0.9247 |
| Low |
0.9107 |
0.9050 |
-0.0057 |
-0.6% |
0.9050 |
| Close |
0.9126 |
0.9062 |
-0.0064 |
-0.7% |
0.9062 |
| Range |
0.0081 |
0.0086 |
0.0005 |
6.2% |
0.0197 |
| ATR |
0.0092 |
0.0091 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
166,383 |
94,518 |
-71,865 |
-43.2% |
575,930 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9341 |
0.9287 |
0.9109 |
|
| R3 |
0.9255 |
0.9201 |
0.9086 |
|
| R2 |
0.9169 |
0.9169 |
0.9078 |
|
| R1 |
0.9115 |
0.9115 |
0.9070 |
0.9099 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9075 |
| S1 |
0.9029 |
0.9029 |
0.9054 |
0.9013 |
| S2 |
0.8997 |
0.8997 |
0.9046 |
|
| S3 |
0.8911 |
0.8943 |
0.9038 |
|
| S4 |
0.8825 |
0.8857 |
0.9015 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9711 |
0.9583 |
0.9170 |
|
| R3 |
0.9514 |
0.9386 |
0.9116 |
|
| R2 |
0.9317 |
0.9317 |
0.9098 |
|
| R1 |
0.9189 |
0.9189 |
0.9080 |
0.9155 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9102 |
| S1 |
0.8992 |
0.8992 |
0.9044 |
0.8958 |
| S2 |
0.8923 |
0.8923 |
0.9026 |
|
| S3 |
0.8726 |
0.8795 |
0.9008 |
|
| S4 |
0.8529 |
0.8598 |
0.8954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9247 |
0.9050 |
0.0197 |
2.2% |
0.0090 |
1.0% |
6% |
False |
True |
115,186 |
| 10 |
0.9329 |
0.9050 |
0.0279 |
3.1% |
0.0088 |
1.0% |
4% |
False |
True |
110,100 |
| 20 |
0.9459 |
0.9050 |
0.0409 |
4.5% |
0.0084 |
0.9% |
3% |
False |
True |
106,013 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.9% |
0.0098 |
1.1% |
2% |
False |
True |
124,278 |
| 60 |
0.9756 |
0.9050 |
0.0706 |
7.8% |
0.0097 |
1.1% |
2% |
False |
True |
94,009 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.2% |
0.0094 |
1.0% |
2% |
False |
True |
70,588 |
| 100 |
1.0150 |
0.9050 |
0.1100 |
12.1% |
0.0088 |
1.0% |
1% |
False |
True |
56,487 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
16.1% |
0.0090 |
1.0% |
1% |
False |
True |
47,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9502 |
|
2.618 |
0.9361 |
|
1.618 |
0.9275 |
|
1.000 |
0.9222 |
|
0.618 |
0.9189 |
|
HIGH |
0.9136 |
|
0.618 |
0.9103 |
|
0.500 |
0.9093 |
|
0.382 |
0.9083 |
|
LOW |
0.9050 |
|
0.618 |
0.8997 |
|
1.000 |
0.8964 |
|
1.618 |
0.8911 |
|
2.618 |
0.8825 |
|
4.250 |
0.8685 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9093 |
0.9149 |
| PP |
0.9083 |
0.9120 |
| S1 |
0.9072 |
0.9091 |
|