CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9157 |
0.9130 |
-0.0027 |
-0.3% |
0.9061 |
| High |
0.9173 |
0.9209 |
0.0036 |
0.4% |
0.9259 |
| Low |
0.9106 |
0.9109 |
0.0003 |
0.0% |
0.9059 |
| Close |
0.9132 |
0.9130 |
-0.0002 |
0.0% |
0.9102 |
| Range |
0.0067 |
0.0100 |
0.0033 |
49.3% |
0.0200 |
| ATR |
0.0096 |
0.0097 |
0.0000 |
0.3% |
0.0000 |
| Volume |
102,351 |
104,571 |
2,220 |
2.2% |
591,100 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9390 |
0.9185 |
|
| R3 |
0.9349 |
0.9290 |
0.9158 |
|
| R2 |
0.9249 |
0.9249 |
0.9148 |
|
| R1 |
0.9190 |
0.9190 |
0.9139 |
0.9180 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9145 |
| S1 |
0.9090 |
0.9090 |
0.9121 |
0.9080 |
| S2 |
0.9049 |
0.9049 |
0.9112 |
|
| S3 |
0.8949 |
0.8990 |
0.9103 |
|
| S4 |
0.8849 |
0.8890 |
0.9075 |
|
|
| 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% |
0.0126 |
1.4% |
48% |
False |
False |
126,128 |
| 10 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0097 |
1.1% |
48% |
False |
False |
118,286 |
| 20 |
0.9344 |
0.9013 |
0.0331 |
3.6% |
0.0090 |
1.0% |
35% |
False |
False |
111,568 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
18% |
False |
False |
121,098 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0098 |
1.1% |
18% |
False |
False |
109,245 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.5% |
0.0097 |
1.1% |
15% |
False |
False |
82,088 |
| 100 |
1.0062 |
0.9013 |
0.1049 |
11.5% |
0.0091 |
1.0% |
11% |
False |
False |
65,694 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.3% |
0.0093 |
1.0% |
8% |
False |
False |
54,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9634 |
|
2.618 |
0.9471 |
|
1.618 |
0.9371 |
|
1.000 |
0.9309 |
|
0.618 |
0.9271 |
|
HIGH |
0.9209 |
|
0.618 |
0.9171 |
|
0.500 |
0.9159 |
|
0.382 |
0.9147 |
|
LOW |
0.9109 |
|
0.618 |
0.9047 |
|
1.000 |
0.9009 |
|
1.618 |
0.8947 |
|
2.618 |
0.8847 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9159 |
0.9124 |
| PP |
0.9149 |
0.9117 |
| S1 |
0.9140 |
0.9111 |
|