CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
1.0165 |
0.0240 |
2.4% |
0.9522 |
| High |
1.0234 |
1.0175 |
-0.0059 |
-0.6% |
0.9740 |
| Low |
0.9909 |
0.9930 |
0.0021 |
0.2% |
0.9420 |
| Close |
1.0048 |
1.0026 |
-0.0022 |
-0.2% |
0.9563 |
| Range |
0.0325 |
0.0245 |
-0.0080 |
-24.6% |
0.0320 |
| ATR |
0.0194 |
0.0198 |
0.0004 |
1.9% |
0.0000 |
| Volume |
156,694 |
184,007 |
27,313 |
17.4% |
563,970 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0779 |
1.0647 |
1.0161 |
|
| R3 |
1.0534 |
1.0402 |
1.0093 |
|
| R2 |
1.0289 |
1.0289 |
1.0071 |
|
| R1 |
1.0157 |
1.0157 |
1.0048 |
1.0101 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0015 |
| S1 |
0.9912 |
0.9912 |
1.0004 |
0.9856 |
| S2 |
0.9799 |
0.9799 |
0.9981 |
|
| S3 |
0.9554 |
0.9667 |
0.9959 |
|
| S4 |
0.9309 |
0.9422 |
0.9891 |
|
|
| 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% |
0.0290 |
2.9% |
72% |
False |
False |
149,565 |
| 10 |
1.0234 |
0.9420 |
0.0814 |
8.1% |
0.0231 |
2.3% |
74% |
False |
False |
131,793 |
| 20 |
1.0234 |
0.9306 |
0.0928 |
9.3% |
0.0205 |
2.0% |
78% |
False |
False |
131,302 |
| 40 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0153 |
1.5% |
82% |
False |
False |
69,210 |
| 60 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0124 |
1.2% |
82% |
False |
False |
46,179 |
| 80 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0103 |
1.0% |
82% |
False |
False |
34,669 |
| 100 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0085 |
0.9% |
82% |
False |
False |
27,946 |
| 120 |
1.0234 |
0.9069 |
0.1165 |
11.6% |
0.0072 |
0.7% |
82% |
False |
False |
23,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.0816 |
|
1.618 |
1.0571 |
|
1.000 |
1.0420 |
|
0.618 |
1.0326 |
|
HIGH |
1.0175 |
|
0.618 |
1.0081 |
|
0.500 |
1.0053 |
|
0.382 |
1.0024 |
|
LOW |
0.9930 |
|
0.618 |
0.9779 |
|
1.000 |
0.9685 |
|
1.618 |
0.9534 |
|
2.618 |
0.9289 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0015 |
| PP |
1.0044 |
1.0003 |
| S1 |
1.0035 |
0.9992 |
|