CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
0.9998 |
-0.0112 |
-1.1% |
0.9583 |
| High |
1.0288 |
1.0127 |
-0.0161 |
-1.6% |
1.0288 |
| Low |
0.9980 |
0.9850 |
-0.0130 |
-1.3% |
0.9571 |
| Close |
1.0111 |
0.9934 |
-0.0177 |
-1.8% |
1.0111 |
| Range |
0.0308 |
0.0277 |
-0.0031 |
-10.1% |
0.0717 |
| ATR |
0.0206 |
0.0211 |
0.0005 |
2.5% |
0.0000 |
| Volume |
128,074 |
155,416 |
27,342 |
21.3% |
782,315 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0645 |
1.0086 |
|
| R3 |
1.0524 |
1.0368 |
1.0010 |
|
| R2 |
1.0247 |
1.0247 |
0.9985 |
|
| R1 |
1.0091 |
1.0091 |
0.9959 |
1.0031 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9940 |
| S1 |
0.9814 |
0.9814 |
0.9909 |
0.9754 |
| S2 |
0.9693 |
0.9693 |
0.9883 |
|
| S3 |
0.9416 |
0.9537 |
0.9858 |
|
| S4 |
0.9139 |
0.9260 |
0.9782 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2141 |
1.1843 |
1.0505 |
|
| R3 |
1.1424 |
1.1126 |
1.0308 |
|
| R2 |
1.0707 |
1.0707 |
1.0242 |
|
| R1 |
1.0409 |
1.0409 |
1.0177 |
1.0558 |
| PP |
0.9990 |
0.9990 |
0.9990 |
1.0065 |
| S1 |
0.9692 |
0.9692 |
1.0045 |
0.9841 |
| S2 |
0.9273 |
0.9273 |
0.9980 |
|
| S3 |
0.8556 |
0.8975 |
0.9914 |
|
| S4 |
0.7839 |
0.8258 |
0.9717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0288 |
0.9749 |
0.0539 |
5.4% |
0.0277 |
2.8% |
34% |
False |
False |
161,877 |
| 10 |
1.0288 |
0.9484 |
0.0804 |
8.1% |
0.0248 |
2.5% |
56% |
False |
False |
139,149 |
| 20 |
1.0288 |
0.9322 |
0.0966 |
9.7% |
0.0218 |
2.2% |
63% |
False |
False |
134,112 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0165 |
1.7% |
71% |
False |
False |
76,288 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0129 |
1.3% |
71% |
False |
False |
50,903 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0109 |
1.1% |
71% |
False |
False |
38,212 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0091 |
0.9% |
71% |
False |
False |
30,781 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0077 |
0.8% |
71% |
False |
False |
25,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1304 |
|
2.618 |
1.0852 |
|
1.618 |
1.0575 |
|
1.000 |
1.0404 |
|
0.618 |
1.0298 |
|
HIGH |
1.0127 |
|
0.618 |
1.0021 |
|
0.500 |
0.9989 |
|
0.382 |
0.9956 |
|
LOW |
0.9850 |
|
0.618 |
0.9679 |
|
1.000 |
0.9573 |
|
1.618 |
0.9402 |
|
2.618 |
0.9125 |
|
4.250 |
0.8673 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
1.0069 |
| PP |
0.9970 |
1.0024 |
| S1 |
0.9952 |
0.9979 |
|