CME Japanese Yen Future September 2008
Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
0.9243 |
0.9383 |
0.0140 |
1.5% |
0.9200 |
High |
0.9353 |
0.9480 |
0.0127 |
1.4% |
0.9480 |
Low |
0.9214 |
0.9286 |
0.0072 |
0.8% |
0.9164 |
Close |
0.9350 |
0.9338 |
-0.0012 |
-0.1% |
0.9338 |
Range |
0.0139 |
0.0194 |
0.0055 |
39.6% |
0.0316 |
ATR |
0.0101 |
0.0107 |
0.0007 |
6.6% |
0.0000 |
Volume |
119,814 |
149,828 |
30,014 |
25.1% |
572,432 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9950 |
0.9838 |
0.9445 |
|
R3 |
0.9756 |
0.9644 |
0.9391 |
|
R2 |
0.9562 |
0.9562 |
0.9374 |
|
R1 |
0.9450 |
0.9450 |
0.9356 |
0.9409 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9348 |
S1 |
0.9256 |
0.9256 |
0.9320 |
0.9215 |
S2 |
0.9174 |
0.9174 |
0.9302 |
|
S3 |
0.8980 |
0.9062 |
0.9285 |
|
S4 |
0.8786 |
0.8868 |
0.9231 |
|
|
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 |
0.9133 |
0.0347 |
3.7% |
0.0131 |
1.4% |
59% |
True |
False |
137,728 |
10 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0122 |
1.3% |
70% |
True |
False |
134,340 |
20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0104 |
1.1% |
70% |
True |
False |
120,601 |
40 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0102 |
1.1% |
49% |
False |
False |
120,261 |
60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0098 |
1.0% |
49% |
False |
False |
121,752 |
80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0098 |
1.1% |
42% |
False |
False |
92,291 |
100 |
0.9901 |
0.9013 |
0.0888 |
9.5% |
0.0095 |
1.0% |
37% |
False |
False |
73,871 |
120 |
1.0290 |
0.9013 |
0.1277 |
13.7% |
0.0092 |
1.0% |
25% |
False |
False |
61,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0305 |
2.618 |
0.9988 |
1.618 |
0.9794 |
1.000 |
0.9674 |
0.618 |
0.9600 |
HIGH |
0.9480 |
0.618 |
0.9406 |
0.500 |
0.9383 |
0.382 |
0.9360 |
LOW |
0.9286 |
0.618 |
0.9166 |
1.000 |
0.9092 |
1.618 |
0.8972 |
2.618 |
0.8778 |
4.250 |
0.8462 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9383 |
0.9334 |
PP |
0.9368 |
0.9330 |
S1 |
0.9353 |
0.9326 |
|