CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9284 |
0.9331 |
0.0047 |
0.5% |
0.9212 |
| High |
0.9428 |
0.9370 |
-0.0058 |
-0.6% |
0.9428 |
| Low |
0.9273 |
0.9260 |
-0.0013 |
-0.1% |
0.9170 |
| Close |
0.9373 |
0.9274 |
-0.0099 |
-1.1% |
0.9274 |
| Range |
0.0155 |
0.0110 |
-0.0045 |
-29.0% |
0.0258 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
215,949 |
112,356 |
-103,593 |
-48.0% |
880,354 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9631 |
0.9563 |
0.9335 |
|
| R3 |
0.9521 |
0.9453 |
0.9304 |
|
| R2 |
0.9411 |
0.9411 |
0.9294 |
|
| R1 |
0.9343 |
0.9343 |
0.9284 |
0.9322 |
| PP |
0.9301 |
0.9301 |
0.9301 |
0.9291 |
| S1 |
0.9233 |
0.9233 |
0.9264 |
0.9212 |
| S2 |
0.9191 |
0.9191 |
0.9254 |
|
| S3 |
0.9081 |
0.9123 |
0.9244 |
|
| S4 |
0.8971 |
0.9013 |
0.9214 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
0.9927 |
0.9416 |
|
| R3 |
0.9807 |
0.9669 |
0.9345 |
|
| R2 |
0.9549 |
0.9549 |
0.9321 |
|
| R1 |
0.9411 |
0.9411 |
0.9298 |
0.9480 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9325 |
| S1 |
0.9153 |
0.9153 |
0.9250 |
0.9222 |
| S2 |
0.9033 |
0.9033 |
0.9227 |
|
| S3 |
0.8775 |
0.8895 |
0.9203 |
|
| S4 |
0.8517 |
0.8637 |
0.9132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9428 |
0.9170 |
0.0258 |
2.8% |
0.0126 |
1.4% |
40% |
False |
False |
176,070 |
| 10 |
0.9480 |
0.9133 |
0.0347 |
3.7% |
0.0128 |
1.4% |
41% |
False |
False |
156,899 |
| 20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0113 |
1.2% |
56% |
False |
False |
135,730 |
| 40 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0098 |
1.1% |
56% |
False |
False |
122,700 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0102 |
1.1% |
40% |
False |
False |
128,198 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0102 |
1.1% |
34% |
False |
False |
103,260 |
| 100 |
0.9790 |
0.9013 |
0.0777 |
8.4% |
0.0098 |
1.1% |
34% |
False |
False |
82,671 |
| 120 |
1.0170 |
0.9013 |
0.1157 |
12.5% |
0.0093 |
1.0% |
23% |
False |
False |
68,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9658 |
|
1.618 |
0.9548 |
|
1.000 |
0.9480 |
|
0.618 |
0.9438 |
|
HIGH |
0.9370 |
|
0.618 |
0.9328 |
|
0.500 |
0.9315 |
|
0.382 |
0.9302 |
|
LOW |
0.9260 |
|
0.618 |
0.9192 |
|
1.000 |
0.9150 |
|
1.618 |
0.9082 |
|
2.618 |
0.8972 |
|
4.250 |
0.8793 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9344 |
| PP |
0.9301 |
0.9321 |
| S1 |
0.9288 |
0.9297 |
|