CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9212 |
0.9243 |
0.0031 |
0.3% |
0.9200 |
| High |
0.9284 |
0.9376 |
0.0092 |
1.0% |
0.9480 |
| Low |
0.9170 |
0.9243 |
0.0073 |
0.8% |
0.9164 |
| Close |
0.9262 |
0.9347 |
0.0085 |
0.9% |
0.9338 |
| Range |
0.0114 |
0.0133 |
0.0019 |
16.7% |
0.0316 |
| ATR |
0.0112 |
0.0113 |
0.0002 |
1.4% |
0.0000 |
| Volume |
200,376 |
177,766 |
-22,610 |
-11.3% |
572,432 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9721 |
0.9667 |
0.9420 |
|
| R3 |
0.9588 |
0.9534 |
0.9384 |
|
| R2 |
0.9455 |
0.9455 |
0.9371 |
|
| R1 |
0.9401 |
0.9401 |
0.9359 |
0.9428 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9336 |
| S1 |
0.9268 |
0.9268 |
0.9335 |
0.9295 |
| S2 |
0.9189 |
0.9189 |
0.9323 |
|
| S3 |
0.9056 |
0.9135 |
0.9310 |
|
| S4 |
0.8923 |
0.9002 |
0.9274 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0123 |
0.9512 |
|
| R3 |
0.9959 |
0.9807 |
0.9425 |
|
| R2 |
0.9643 |
0.9643 |
0.9396 |
|
| R1 |
0.9491 |
0.9491 |
0.9367 |
0.9567 |
| PP |
0.9327 |
0.9327 |
0.9327 |
0.9366 |
| S1 |
0.9175 |
0.9175 |
0.9309 |
0.9251 |
| S2 |
0.9011 |
0.9011 |
0.9280 |
|
| S3 |
0.8695 |
0.8859 |
0.9251 |
|
| S4 |
0.8379 |
0.8543 |
0.9164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9480 |
0.9170 |
0.0310 |
3.3% |
0.0134 |
1.4% |
57% |
False |
False |
167,923 |
| 10 |
0.9480 |
0.9106 |
0.0374 |
4.0% |
0.0115 |
1.2% |
64% |
False |
False |
140,283 |
| 20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0108 |
1.2% |
72% |
False |
False |
128,036 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0102 |
1.1% |
51% |
False |
False |
121,630 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0099 |
1.1% |
51% |
False |
False |
125,803 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0099 |
1.1% |
43% |
False |
False |
97,002 |
| 100 |
0.9808 |
0.9013 |
0.0795 |
8.5% |
0.0095 |
1.0% |
42% |
False |
False |
77,652 |
| 120 |
1.0290 |
0.9013 |
0.1277 |
13.7% |
0.0093 |
1.0% |
26% |
False |
False |
64,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9941 |
|
2.618 |
0.9724 |
|
1.618 |
0.9591 |
|
1.000 |
0.9509 |
|
0.618 |
0.9458 |
|
HIGH |
0.9376 |
|
0.618 |
0.9325 |
|
0.500 |
0.9310 |
|
0.382 |
0.9294 |
|
LOW |
0.9243 |
|
0.618 |
0.9161 |
|
1.000 |
0.9110 |
|
1.618 |
0.9028 |
|
2.618 |
0.8895 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9340 |
| PP |
0.9322 |
0.9332 |
| S1 |
0.9310 |
0.9325 |
|