CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9183 |
0.9180 |
-0.0003 |
0.0% |
0.9128 |
| High |
0.9183 |
0.9307 |
0.0124 |
1.4% |
0.9281 |
| Low |
0.9135 |
0.9175 |
0.0040 |
0.4% |
0.9108 |
| Close |
0.9170 |
0.9268 |
0.0098 |
1.1% |
0.9113 |
| Range |
0.0048 |
0.0132 |
0.0084 |
175.0% |
0.0173 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
8.7% |
0.0000 |
| Volume |
282 |
144 |
-138 |
-48.9% |
808 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9646 |
0.9589 |
0.9341 |
|
| R3 |
0.9514 |
0.9457 |
0.9304 |
|
| R2 |
0.9382 |
0.9382 |
0.9292 |
|
| R1 |
0.9325 |
0.9325 |
0.9280 |
0.9354 |
| PP |
0.9250 |
0.9250 |
0.9250 |
0.9264 |
| S1 |
0.9193 |
0.9193 |
0.9256 |
0.9222 |
| S2 |
0.9118 |
0.9118 |
0.9244 |
|
| S3 |
0.8986 |
0.9061 |
0.9232 |
|
| S4 |
0.8854 |
0.8929 |
0.9195 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9573 |
0.9208 |
|
| R3 |
0.9513 |
0.9400 |
0.9161 |
|
| R2 |
0.9340 |
0.9340 |
0.9145 |
|
| R1 |
0.9227 |
0.9227 |
0.9129 |
0.9197 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9153 |
| S1 |
0.9054 |
0.9054 |
0.9097 |
0.9024 |
| S2 |
0.8994 |
0.8994 |
0.9081 |
|
| S3 |
0.8821 |
0.8881 |
0.9065 |
|
| S4 |
0.8648 |
0.8708 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9307 |
0.9108 |
0.0199 |
2.1% |
0.0069 |
0.7% |
80% |
True |
False |
275 |
| 10 |
0.9307 |
0.9108 |
0.0199 |
2.1% |
0.0068 |
0.7% |
80% |
True |
False |
216 |
| 20 |
0.9420 |
0.9108 |
0.0312 |
3.4% |
0.0062 |
0.7% |
51% |
False |
False |
175 |
| 40 |
0.9715 |
0.9108 |
0.0607 |
6.5% |
0.0059 |
0.6% |
26% |
False |
False |
166 |
| 60 |
0.9715 |
0.9108 |
0.0607 |
6.5% |
0.0048 |
0.5% |
26% |
False |
False |
458 |
| 80 |
0.9812 |
0.9108 |
0.0704 |
7.6% |
0.0037 |
0.4% |
23% |
False |
False |
351 |
| 100 |
1.0025 |
0.9108 |
0.0917 |
9.9% |
0.0030 |
0.3% |
17% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9653 |
|
1.618 |
0.9521 |
|
1.000 |
0.9439 |
|
0.618 |
0.9389 |
|
HIGH |
0.9307 |
|
0.618 |
0.9257 |
|
0.500 |
0.9241 |
|
0.382 |
0.9225 |
|
LOW |
0.9175 |
|
0.618 |
0.9093 |
|
1.000 |
0.9043 |
|
1.618 |
0.8961 |
|
2.618 |
0.8829 |
|
4.250 |
0.8614 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9259 |
0.9252 |
| PP |
0.9250 |
0.9236 |
| S1 |
0.9241 |
0.9220 |
|