CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9211 |
0.0011 |
0.1% |
0.9069 |
| High |
0.9299 |
0.9261 |
-0.0038 |
-0.4% |
0.9231 |
| Low |
0.9164 |
0.9172 |
0.0008 |
0.1% |
0.9013 |
| Close |
0.9212 |
0.9248 |
0.0036 |
0.4% |
0.9202 |
| Range |
0.0135 |
0.0089 |
-0.0046 |
-34.1% |
0.0218 |
| ATR |
0.0098 |
0.0098 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
110,956 |
191,834 |
80,878 |
72.9% |
576,200 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9494 |
0.9460 |
0.9297 |
|
| R3 |
0.9405 |
0.9371 |
0.9272 |
|
| R2 |
0.9316 |
0.9316 |
0.9264 |
|
| R1 |
0.9282 |
0.9282 |
0.9256 |
0.9299 |
| PP |
0.9227 |
0.9227 |
0.9227 |
0.9236 |
| S1 |
0.9193 |
0.9193 |
0.9240 |
0.9210 |
| S2 |
0.9138 |
0.9138 |
0.9232 |
|
| S3 |
0.9049 |
0.9104 |
0.9224 |
|
| S4 |
0.8960 |
0.9015 |
0.9199 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9803 |
0.9720 |
0.9322 |
|
| R3 |
0.9585 |
0.9502 |
0.9262 |
|
| R2 |
0.9367 |
0.9367 |
0.9242 |
|
| R1 |
0.9284 |
0.9284 |
0.9222 |
0.9326 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9169 |
| S1 |
0.9066 |
0.9066 |
0.9182 |
0.9108 |
| S2 |
0.8931 |
0.8931 |
0.9162 |
|
| S3 |
0.8713 |
0.8848 |
0.9142 |
|
| S4 |
0.8495 |
0.8630 |
0.9082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9299 |
0.9109 |
0.0190 |
2.1% |
0.0100 |
1.1% |
73% |
False |
False |
130,540 |
| 10 |
0.9299 |
0.9013 |
0.0286 |
3.1% |
0.0109 |
1.2% |
82% |
False |
False |
129,386 |
| 20 |
0.9299 |
0.9013 |
0.0286 |
3.1% |
0.0097 |
1.0% |
82% |
False |
False |
118,191 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0097 |
1.1% |
36% |
False |
False |
119,683 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0096 |
1.0% |
36% |
False |
False |
118,112 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0096 |
1.0% |
30% |
False |
False |
88,928 |
| 100 |
0.9958 |
0.9013 |
0.0945 |
10.2% |
0.0092 |
1.0% |
25% |
False |
False |
71,175 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.1% |
0.0094 |
1.0% |
16% |
False |
False |
59,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9494 |
|
1.618 |
0.9405 |
|
1.000 |
0.9350 |
|
0.618 |
0.9316 |
|
HIGH |
0.9261 |
|
0.618 |
0.9227 |
|
0.500 |
0.9217 |
|
0.382 |
0.9206 |
|
LOW |
0.9172 |
|
0.618 |
0.9117 |
|
1.000 |
0.9083 |
|
1.618 |
0.9028 |
|
2.618 |
0.8939 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9238 |
0.9237 |
| PP |
0.9227 |
0.9227 |
| S1 |
0.9217 |
0.9216 |
|