CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9231 |
0.9069 |
-0.0162 |
-1.8% |
0.9061 |
| High |
0.9236 |
0.9185 |
-0.0051 |
-0.6% |
0.9259 |
| Low |
0.9089 |
0.9013 |
-0.0076 |
-0.8% |
0.9059 |
| Close |
0.9102 |
0.9161 |
0.0059 |
0.6% |
0.9102 |
| Range |
0.0147 |
0.0172 |
0.0025 |
17.0% |
0.0200 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
6.1% |
0.0000 |
| Volume |
194,768 |
123,938 |
-70,830 |
-36.4% |
591,100 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9570 |
0.9256 |
|
| R3 |
0.9464 |
0.9398 |
0.9208 |
|
| R2 |
0.9292 |
0.9292 |
0.9193 |
|
| R1 |
0.9226 |
0.9226 |
0.9177 |
0.9259 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9136 |
| S1 |
0.9054 |
0.9054 |
0.9145 |
0.9087 |
| S2 |
0.8948 |
0.8948 |
0.9129 |
|
| S3 |
0.8776 |
0.8882 |
0.9114 |
|
| S4 |
0.8604 |
0.8710 |
0.9066 |
|
|
| 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 |
0.9013 |
0.0246 |
2.7% |
0.0117 |
1.3% |
60% |
False |
True |
122,793 |
| 10 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0101 |
1.1% |
60% |
False |
True |
115,788 |
| 20 |
0.9347 |
0.9013 |
0.0334 |
3.6% |
0.0089 |
1.0% |
44% |
False |
True |
109,395 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0099 |
1.1% |
22% |
False |
True |
122,889 |
| 60 |
0.9678 |
0.9013 |
0.0665 |
7.3% |
0.0099 |
1.1% |
22% |
False |
True |
105,853 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.5% |
0.0096 |
1.0% |
19% |
False |
True |
79,509 |
| 100 |
1.0062 |
0.9013 |
0.1049 |
11.5% |
0.0090 |
1.0% |
14% |
False |
True |
63,626 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.3% |
0.0093 |
1.0% |
10% |
False |
True |
53,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9635 |
|
1.618 |
0.9463 |
|
1.000 |
0.9357 |
|
0.618 |
0.9291 |
|
HIGH |
0.9185 |
|
0.618 |
0.9119 |
|
0.500 |
0.9099 |
|
0.382 |
0.9079 |
|
LOW |
0.9013 |
|
0.618 |
0.8907 |
|
1.000 |
0.8841 |
|
1.618 |
0.8735 |
|
2.618 |
0.8563 |
|
4.250 |
0.8282 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9153 |
| PP |
0.9120 |
0.9144 |
| S1 |
0.9099 |
0.9136 |
|