CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.9231 |
0.0115 |
1.3% |
0.9061 |
| High |
0.9259 |
0.9236 |
-0.0023 |
-0.2% |
0.9259 |
| Low |
0.9114 |
0.9089 |
-0.0025 |
-0.3% |
0.9059 |
| Close |
0.9218 |
0.9102 |
-0.0116 |
-1.3% |
0.9102 |
| Range |
0.0145 |
0.0147 |
0.0002 |
1.4% |
0.0200 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.7% |
0.0000 |
| Volume |
105,013 |
194,768 |
89,755 |
85.5% |
591,100 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9490 |
0.9183 |
|
| R3 |
0.9436 |
0.9343 |
0.9142 |
|
| R2 |
0.9289 |
0.9289 |
0.9129 |
|
| R1 |
0.9196 |
0.9196 |
0.9115 |
0.9169 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9129 |
| S1 |
0.9049 |
0.9049 |
0.9089 |
0.9022 |
| S2 |
0.8995 |
0.8995 |
0.9075 |
|
| S3 |
0.8848 |
0.8902 |
0.9062 |
|
| S4 |
0.8701 |
0.8755 |
0.9021 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9740 |
0.9621 |
0.9212 |
|
| R3 |
0.9540 |
0.9421 |
0.9157 |
|
| R2 |
0.9340 |
0.9340 |
0.9139 |
|
| R1 |
0.9221 |
0.9221 |
0.9120 |
0.9281 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9170 |
| S1 |
0.9021 |
0.9021 |
0.9084 |
0.9081 |
| S2 |
0.8940 |
0.8940 |
0.9065 |
|
| S3 |
0.8740 |
0.8821 |
0.9047 |
|
| S4 |
0.8540 |
0.8621 |
0.8992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9259 |
0.9059 |
0.0200 |
2.2% |
0.0093 |
1.0% |
22% |
False |
False |
118,220 |
| 10 |
0.9259 |
0.9050 |
0.0209 |
2.3% |
0.0091 |
1.0% |
25% |
False |
False |
116,703 |
| 20 |
0.9347 |
0.9050 |
0.0297 |
3.3% |
0.0084 |
0.9% |
18% |
False |
False |
109,981 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.8% |
0.0098 |
1.1% |
8% |
False |
False |
123,681 |
| 60 |
0.9678 |
0.9050 |
0.0628 |
6.9% |
0.0097 |
1.1% |
8% |
False |
False |
103,813 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.1% |
0.0095 |
1.0% |
7% |
False |
False |
77,964 |
| 100 |
1.0062 |
0.9050 |
0.1012 |
11.1% |
0.0089 |
1.0% |
5% |
False |
False |
62,386 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
16.0% |
0.0092 |
1.0% |
4% |
False |
False |
52,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9861 |
|
2.618 |
0.9621 |
|
1.618 |
0.9474 |
|
1.000 |
0.9383 |
|
0.618 |
0.9327 |
|
HIGH |
0.9236 |
|
0.618 |
0.9180 |
|
0.500 |
0.9163 |
|
0.382 |
0.9145 |
|
LOW |
0.9089 |
|
0.618 |
0.8998 |
|
1.000 |
0.8942 |
|
1.618 |
0.8851 |
|
2.618 |
0.8704 |
|
4.250 |
0.8464 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9171 |
| PP |
0.9142 |
0.9148 |
| S1 |
0.9122 |
0.9125 |
|