CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9061 |
0.9094 |
0.0033 |
0.4% |
0.9090 |
| High |
0.9110 |
0.9143 |
0.0033 |
0.4% |
0.9247 |
| Low |
0.9059 |
0.9077 |
0.0018 |
0.2% |
0.9050 |
| Close |
0.9090 |
0.9120 |
0.0030 |
0.3% |
0.9062 |
| Range |
0.0051 |
0.0066 |
0.0015 |
29.4% |
0.0197 |
| ATR |
0.0088 |
0.0087 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
101,069 |
75,161 |
-25,908 |
-25.6% |
575,930 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9311 |
0.9282 |
0.9156 |
|
| R3 |
0.9245 |
0.9216 |
0.9138 |
|
| R2 |
0.9179 |
0.9179 |
0.9132 |
|
| R1 |
0.9150 |
0.9150 |
0.9126 |
0.9165 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9121 |
| S1 |
0.9084 |
0.9084 |
0.9114 |
0.9099 |
| S2 |
0.9047 |
0.9047 |
0.9108 |
|
| S3 |
0.8981 |
0.9018 |
0.9102 |
|
| S4 |
0.8915 |
0.8952 |
0.9084 |
|
|
| 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% |
0.0080 |
0.9% |
36% |
False |
False |
106,941 |
| 10 |
0.9261 |
0.9050 |
0.0211 |
2.3% |
0.0084 |
0.9% |
33% |
False |
False |
106,996 |
| 20 |
0.9409 |
0.9050 |
0.0359 |
3.9% |
0.0080 |
0.9% |
19% |
False |
False |
105,509 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.8% |
0.0097 |
1.1% |
11% |
False |
False |
122,042 |
| 60 |
0.9747 |
0.9050 |
0.0697 |
7.6% |
0.0097 |
1.1% |
10% |
False |
False |
96,920 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.1% |
0.0094 |
1.0% |
9% |
False |
False |
72,781 |
| 100 |
1.0062 |
0.9050 |
0.1012 |
11.1% |
0.0088 |
1.0% |
7% |
False |
False |
58,249 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
16.0% |
0.0090 |
1.0% |
5% |
False |
False |
48,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9316 |
|
1.618 |
0.9250 |
|
1.000 |
0.9209 |
|
0.618 |
0.9184 |
|
HIGH |
0.9143 |
|
0.618 |
0.9118 |
|
0.500 |
0.9110 |
|
0.382 |
0.9102 |
|
LOW |
0.9077 |
|
0.618 |
0.9036 |
|
1.000 |
0.9011 |
|
1.618 |
0.8970 |
|
2.618 |
0.8904 |
|
4.250 |
0.8797 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9112 |
| PP |
0.9113 |
0.9104 |
| S1 |
0.9110 |
0.9097 |
|