CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9130 |
0.9136 |
0.0006 |
0.1% |
0.9061 |
| High |
0.9209 |
0.9200 |
-0.0009 |
-0.1% |
0.9259 |
| Low |
0.9109 |
0.9121 |
0.0012 |
0.1% |
0.9059 |
| Close |
0.9130 |
0.9134 |
0.0004 |
0.0% |
0.9102 |
| Range |
0.0100 |
0.0079 |
-0.0021 |
-21.0% |
0.0200 |
| ATR |
0.0097 |
0.0095 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
104,571 |
129,129 |
24,558 |
23.5% |
591,100 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9389 |
0.9340 |
0.9177 |
|
| R3 |
0.9310 |
0.9261 |
0.9156 |
|
| R2 |
0.9231 |
0.9231 |
0.9148 |
|
| R1 |
0.9182 |
0.9182 |
0.9141 |
0.9167 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9144 |
| S1 |
0.9103 |
0.9103 |
0.9127 |
0.9088 |
| S2 |
0.9073 |
0.9073 |
0.9120 |
|
| S3 |
0.8994 |
0.9024 |
0.9112 |
|
| S4 |
0.8915 |
0.8945 |
0.9091 |
|
|
| 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 |
0.9236 |
0.9013 |
0.0223 |
2.4% |
0.0113 |
1.2% |
54% |
False |
False |
130,951 |
| 10 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0097 |
1.1% |
49% |
False |
False |
114,560 |
| 20 |
0.9344 |
0.9013 |
0.0331 |
3.6% |
0.0091 |
1.0% |
37% |
False |
False |
113,574 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
18% |
False |
False |
120,189 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0098 |
1.1% |
18% |
False |
False |
111,370 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.5% |
0.0097 |
1.1% |
16% |
False |
False |
83,701 |
| 100 |
1.0062 |
0.9013 |
0.1049 |
11.5% |
0.0091 |
1.0% |
12% |
False |
False |
66,986 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.3% |
0.0093 |
1.0% |
8% |
False |
False |
55,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9536 |
|
2.618 |
0.9407 |
|
1.618 |
0.9328 |
|
1.000 |
0.9279 |
|
0.618 |
0.9249 |
|
HIGH |
0.9200 |
|
0.618 |
0.9170 |
|
0.500 |
0.9161 |
|
0.382 |
0.9151 |
|
LOW |
0.9121 |
|
0.618 |
0.9072 |
|
1.000 |
0.9042 |
|
1.618 |
0.8993 |
|
2.618 |
0.8914 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9158 |
| PP |
0.9152 |
0.9150 |
| S1 |
0.9143 |
0.9142 |
|