CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9367 |
0.9284 |
-0.0083 |
-0.9% |
0.9200 |
| High |
0.9383 |
0.9428 |
0.0045 |
0.5% |
0.9480 |
| Low |
0.9266 |
0.9273 |
0.0007 |
0.1% |
0.9164 |
| Close |
0.9283 |
0.9373 |
0.0090 |
1.0% |
0.9338 |
| Range |
0.0117 |
0.0155 |
0.0038 |
32.5% |
0.0316 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.6% |
0.0000 |
| Volume |
173,907 |
215,949 |
42,042 |
24.2% |
572,432 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9823 |
0.9753 |
0.9458 |
|
| R3 |
0.9668 |
0.9598 |
0.9416 |
|
| R2 |
0.9513 |
0.9513 |
0.9401 |
|
| R1 |
0.9443 |
0.9443 |
0.9387 |
0.9478 |
| PP |
0.9358 |
0.9358 |
0.9358 |
0.9376 |
| S1 |
0.9288 |
0.9288 |
0.9359 |
0.9323 |
| S2 |
0.9203 |
0.9203 |
0.9345 |
|
| S3 |
0.9048 |
0.9133 |
0.9330 |
|
| S4 |
0.8893 |
0.8978 |
0.9288 |
|
|
| 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% |
0.0143 |
1.5% |
65% |
False |
False |
183,565 |
| 10 |
0.9480 |
0.9121 |
0.0359 |
3.8% |
0.0125 |
1.3% |
70% |
False |
False |
158,577 |
| 20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0111 |
1.2% |
77% |
False |
False |
138,431 |
| 40 |
0.9577 |
0.9013 |
0.0564 |
6.0% |
0.0101 |
1.1% |
64% |
False |
False |
123,658 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.0% |
0.0102 |
1.1% |
55% |
False |
False |
128,147 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.2% |
0.0101 |
1.1% |
47% |
False |
False |
101,859 |
| 100 |
0.9808 |
0.9013 |
0.0795 |
8.5% |
0.0097 |
1.0% |
45% |
False |
False |
81,548 |
| 120 |
1.0170 |
0.9013 |
0.1157 |
12.3% |
0.0092 |
1.0% |
31% |
False |
False |
67,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0087 |
|
2.618 |
0.9834 |
|
1.618 |
0.9679 |
|
1.000 |
0.9583 |
|
0.618 |
0.9524 |
|
HIGH |
0.9428 |
|
0.618 |
0.9369 |
|
0.500 |
0.9351 |
|
0.382 |
0.9332 |
|
LOW |
0.9273 |
|
0.618 |
0.9177 |
|
1.000 |
0.9118 |
|
1.618 |
0.9022 |
|
2.618 |
0.8867 |
|
4.250 |
0.8614 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9366 |
0.9361 |
| PP |
0.9358 |
0.9348 |
| S1 |
0.9351 |
0.9336 |
|