CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9202 |
-0.0068 |
-0.7% |
0.9380 |
| High |
0.9281 |
0.9211 |
-0.0070 |
-0.8% |
0.9380 |
| Low |
0.9197 |
0.9162 |
-0.0035 |
-0.4% |
0.9134 |
| Close |
0.9198 |
0.9177 |
-0.0021 |
-0.2% |
0.9140 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0246 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
125 |
232 |
107 |
85.6% |
484 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9303 |
0.9204 |
|
| R3 |
0.9281 |
0.9254 |
0.9190 |
|
| R2 |
0.9232 |
0.9232 |
0.9186 |
|
| R1 |
0.9205 |
0.9205 |
0.9181 |
0.9194 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9178 |
| S1 |
0.9156 |
0.9156 |
0.9173 |
0.9145 |
| S2 |
0.9134 |
0.9134 |
0.9168 |
|
| S3 |
0.9085 |
0.9107 |
0.9164 |
|
| S4 |
0.9036 |
0.9058 |
0.9150 |
|
|
| 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 |
0.9281 |
0.9128 |
0.0153 |
1.7% |
0.0067 |
0.7% |
32% |
False |
False |
157 |
| 10 |
0.9388 |
0.9128 |
0.0260 |
2.8% |
0.0063 |
0.7% |
19% |
False |
False |
132 |
| 20 |
0.9490 |
0.9128 |
0.0362 |
3.9% |
0.0059 |
0.6% |
14% |
False |
False |
134 |
| 40 |
0.9715 |
0.9128 |
0.0587 |
6.4% |
0.0054 |
0.6% |
8% |
False |
False |
137 |
| 60 |
0.9803 |
0.9128 |
0.0675 |
7.4% |
0.0042 |
0.5% |
7% |
False |
False |
442 |
| 80 |
0.9812 |
0.9128 |
0.0684 |
7.5% |
0.0033 |
0.4% |
7% |
False |
False |
333 |
| 100 |
1.0169 |
0.9128 |
0.1041 |
11.3% |
0.0027 |
0.3% |
5% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9339 |
|
1.618 |
0.9290 |
|
1.000 |
0.9260 |
|
0.618 |
0.9241 |
|
HIGH |
0.9211 |
|
0.618 |
0.9192 |
|
0.500 |
0.9187 |
|
0.382 |
0.9181 |
|
LOW |
0.9162 |
|
0.618 |
0.9132 |
|
1.000 |
0.9113 |
|
1.618 |
0.9083 |
|
2.618 |
0.9034 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9187 |
0.9212 |
| PP |
0.9183 |
0.9200 |
| S1 |
0.9180 |
0.9189 |
|