CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9206 |
0.9128 |
-0.0078 |
-0.8% |
0.9380 |
| High |
0.9206 |
0.9184 |
-0.0022 |
-0.2% |
0.9380 |
| Low |
0.9134 |
0.9128 |
-0.0006 |
-0.1% |
0.9134 |
| Close |
0.9140 |
0.9158 |
0.0018 |
0.2% |
0.9140 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-22.2% |
0.0246 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
101 |
120 |
19 |
18.8% |
484 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9297 |
0.9189 |
|
| R3 |
0.9269 |
0.9241 |
0.9173 |
|
| R2 |
0.9213 |
0.9213 |
0.9168 |
|
| R1 |
0.9185 |
0.9185 |
0.9163 |
0.9199 |
| PP |
0.9157 |
0.9157 |
0.9157 |
0.9164 |
| S1 |
0.9129 |
0.9129 |
0.9153 |
0.9143 |
| S2 |
0.9101 |
0.9101 |
0.9148 |
|
| S3 |
0.9045 |
0.9073 |
0.9143 |
|
| S4 |
0.8989 |
0.9017 |
0.9127 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9794 |
0.9275 |
|
| R3 |
0.9710 |
0.9548 |
0.9208 |
|
| R2 |
0.9464 |
0.9464 |
0.9185 |
|
| R1 |
0.9302 |
0.9302 |
0.9163 |
0.9260 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9197 |
| S1 |
0.9056 |
0.9056 |
0.9117 |
0.9014 |
| S2 |
0.8972 |
0.8972 |
0.9095 |
|
| S3 |
0.8726 |
0.8810 |
0.9072 |
|
| S4 |
0.8480 |
0.8564 |
0.9005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9353 |
0.9128 |
0.0225 |
2.5% |
0.0066 |
0.7% |
13% |
False |
True |
68 |
| 10 |
0.9388 |
0.9128 |
0.0260 |
2.8% |
0.0058 |
0.6% |
12% |
False |
True |
150 |
| 20 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0065 |
0.7% |
5% |
False |
True |
123 |
| 40 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0052 |
0.6% |
5% |
False |
True |
124 |
| 60 |
0.9803 |
0.9128 |
0.0675 |
7.4% |
0.0040 |
0.4% |
4% |
False |
True |
433 |
| 80 |
0.9849 |
0.9128 |
0.0721 |
7.9% |
0.0030 |
0.3% |
4% |
False |
True |
326 |
| 100 |
1.0171 |
0.9128 |
0.1043 |
11.4% |
0.0025 |
0.3% |
3% |
False |
True |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9422 |
|
2.618 |
0.9331 |
|
1.618 |
0.9275 |
|
1.000 |
0.9240 |
|
0.618 |
0.9219 |
|
HIGH |
0.9184 |
|
0.618 |
0.9163 |
|
0.500 |
0.9156 |
|
0.382 |
0.9149 |
|
LOW |
0.9128 |
|
0.618 |
0.9093 |
|
1.000 |
0.9072 |
|
1.618 |
0.9037 |
|
2.618 |
0.8981 |
|
4.250 |
0.8890 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9173 |
| PP |
0.9157 |
0.9168 |
| S1 |
0.9156 |
0.9163 |
|