CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9855 |
-0.0143 |
-1.4% |
0.9583 |
| High |
1.0127 |
0.9903 |
-0.0224 |
-2.2% |
1.0288 |
| Low |
0.9850 |
0.9754 |
-0.0096 |
-1.0% |
0.9571 |
| Close |
0.9934 |
0.9882 |
-0.0052 |
-0.5% |
1.0111 |
| Range |
0.0277 |
0.0149 |
-0.0128 |
-46.2% |
0.0717 |
| ATR |
0.0211 |
0.0208 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
155,416 |
76,121 |
-79,295 |
-51.0% |
782,315 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0237 |
0.9964 |
|
| R3 |
1.0144 |
1.0088 |
0.9923 |
|
| R2 |
0.9995 |
0.9995 |
0.9909 |
|
| R1 |
0.9939 |
0.9939 |
0.9896 |
0.9967 |
| PP |
0.9846 |
0.9846 |
0.9846 |
0.9861 |
| S1 |
0.9790 |
0.9790 |
0.9868 |
0.9818 |
| S2 |
0.9697 |
0.9697 |
0.9855 |
|
| S3 |
0.9548 |
0.9641 |
0.9841 |
|
| S4 |
0.9399 |
0.9492 |
0.9800 |
|
|
| 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 |
0.9754 |
0.0534 |
5.4% |
0.0261 |
2.6% |
24% |
False |
True |
140,062 |
| 10 |
1.0288 |
0.9484 |
0.0804 |
8.1% |
0.0238 |
2.4% |
50% |
False |
False |
131,996 |
| 20 |
1.0288 |
0.9322 |
0.0966 |
9.8% |
0.0212 |
2.1% |
58% |
False |
False |
127,794 |
| 40 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0167 |
1.7% |
67% |
False |
False |
78,188 |
| 60 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0131 |
1.3% |
67% |
False |
False |
52,163 |
| 80 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0111 |
1.1% |
67% |
False |
False |
39,163 |
| 100 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0093 |
0.9% |
67% |
False |
False |
31,542 |
| 120 |
1.0288 |
0.9069 |
0.1219 |
12.3% |
0.0078 |
0.8% |
67% |
False |
False |
26,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0293 |
|
1.618 |
1.0144 |
|
1.000 |
1.0052 |
|
0.618 |
0.9995 |
|
HIGH |
0.9903 |
|
0.618 |
0.9846 |
|
0.500 |
0.9829 |
|
0.382 |
0.9811 |
|
LOW |
0.9754 |
|
0.618 |
0.9662 |
|
1.000 |
0.9605 |
|
1.618 |
0.9513 |
|
2.618 |
0.9364 |
|
4.250 |
0.9121 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
1.0021 |
| PP |
0.9846 |
0.9975 |
| S1 |
0.9829 |
0.9928 |
|