CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9908 |
0.9925 |
0.0017 |
0.2% |
0.9522 |
| High |
0.9977 |
1.0234 |
0.0257 |
2.6% |
0.9740 |
| Low |
0.9749 |
0.9909 |
0.0160 |
1.6% |
0.9420 |
| Close |
0.9907 |
1.0048 |
0.0141 |
1.4% |
0.9563 |
| Range |
0.0228 |
0.0325 |
0.0097 |
42.5% |
0.0320 |
| ATR |
0.0184 |
0.0194 |
0.0010 |
5.6% |
0.0000 |
| Volume |
185,197 |
156,694 |
-28,503 |
-15.4% |
563,970 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0868 |
1.0227 |
|
| R3 |
1.0714 |
1.0543 |
1.0137 |
|
| R2 |
1.0389 |
1.0389 |
1.0108 |
|
| R1 |
1.0218 |
1.0218 |
1.0078 |
1.0304 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0106 |
| S1 |
0.9893 |
0.9893 |
1.0018 |
0.9979 |
| S2 |
0.9739 |
0.9739 |
0.9988 |
|
| S3 |
0.9414 |
0.9568 |
0.9959 |
|
| S4 |
0.9089 |
0.9243 |
0.9869 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0369 |
0.9739 |
|
| R3 |
1.0214 |
1.0049 |
0.9651 |
|
| R2 |
0.9894 |
0.9894 |
0.9622 |
|
| R1 |
0.9729 |
0.9729 |
0.9592 |
0.9812 |
| PP |
0.9574 |
0.9574 |
0.9574 |
0.9616 |
| S1 |
0.9409 |
0.9409 |
0.9534 |
0.9492 |
| S2 |
0.9254 |
0.9254 |
0.9504 |
|
| S3 |
0.8934 |
0.9089 |
0.9475 |
|
| S4 |
0.8614 |
0.8769 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
0.9484 |
0.0750 |
7.5% |
0.0262 |
2.6% |
75% |
True |
False |
129,971 |
| 10 |
1.0234 |
0.9419 |
0.0815 |
8.1% |
0.0221 |
2.2% |
77% |
True |
False |
120,434 |
| 20 |
1.0234 |
0.9306 |
0.0928 |
9.2% |
0.0201 |
2.0% |
80% |
True |
False |
126,301 |
| 40 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0149 |
1.5% |
84% |
True |
False |
64,615 |
| 60 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0121 |
1.2% |
84% |
True |
False |
43,117 |
| 80 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0101 |
1.0% |
84% |
True |
False |
32,369 |
| 100 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0083 |
0.8% |
84% |
True |
False |
26,106 |
| 120 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0070 |
0.7% |
84% |
True |
False |
21,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1615 |
|
2.618 |
1.1085 |
|
1.618 |
1.0760 |
|
1.000 |
1.0559 |
|
0.618 |
1.0435 |
|
HIGH |
1.0234 |
|
0.618 |
1.0110 |
|
0.500 |
1.0072 |
|
0.382 |
1.0033 |
|
LOW |
0.9909 |
|
0.618 |
0.9708 |
|
1.000 |
0.9584 |
|
1.618 |
0.9383 |
|
2.618 |
0.9058 |
|
4.250 |
0.8528 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0000 |
| PP |
1.0064 |
0.9951 |
| S1 |
1.0056 |
0.9903 |
|