CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9994 |
1.0250 |
0.0256 |
2.6% |
0.9998 |
| High |
1.0329 |
1.0466 |
0.0137 |
1.3% |
1.0127 |
| Low |
0.9973 |
1.0208 |
0.0235 |
2.4% |
0.9754 |
| Close |
1.0251 |
1.0446 |
0.0195 |
1.9% |
0.9880 |
| Range |
0.0356 |
0.0258 |
-0.0098 |
-27.5% |
0.0373 |
| ATR |
0.0211 |
0.0214 |
0.0003 |
1.6% |
0.0000 |
| Volume |
115,424 |
143,267 |
27,843 |
24.1% |
666,964 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1147 |
1.1055 |
1.0588 |
|
| R3 |
1.0889 |
1.0797 |
1.0517 |
|
| R2 |
1.0631 |
1.0631 |
1.0493 |
|
| R1 |
1.0539 |
1.0539 |
1.0470 |
1.0585 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0397 |
| S1 |
1.0281 |
1.0281 |
1.0422 |
1.0327 |
| S2 |
1.0115 |
1.0115 |
1.0399 |
|
| S3 |
0.9857 |
1.0023 |
1.0375 |
|
| S4 |
0.9599 |
0.9765 |
1.0304 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.0833 |
1.0085 |
|
| R3 |
1.0666 |
1.0460 |
0.9983 |
|
| R2 |
1.0293 |
1.0293 |
0.9948 |
|
| R1 |
1.0087 |
1.0087 |
0.9914 |
1.0004 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9879 |
| S1 |
0.9714 |
0.9714 |
0.9846 |
0.9631 |
| S2 |
0.9547 |
0.9547 |
0.9812 |
|
| S3 |
0.9174 |
0.9341 |
0.9777 |
|
| S4 |
0.8801 |
0.8968 |
0.9675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0466 |
0.9800 |
0.0666 |
6.4% |
0.0211 |
2.0% |
97% |
True |
False |
128,167 |
| 10 |
1.0466 |
0.9754 |
0.0712 |
6.8% |
0.0225 |
2.2% |
97% |
True |
False |
127,419 |
| 20 |
1.0466 |
0.9420 |
0.1046 |
10.0% |
0.0228 |
2.2% |
98% |
True |
False |
129,606 |
| 40 |
1.0466 |
0.9159 |
0.1307 |
12.5% |
0.0189 |
1.8% |
98% |
True |
False |
100,984 |
| 60 |
1.0466 |
0.9069 |
0.1397 |
13.4% |
0.0150 |
1.4% |
99% |
True |
False |
67,400 |
| 80 |
1.0466 |
0.9069 |
0.1397 |
13.4% |
0.0125 |
1.2% |
99% |
True |
False |
50,585 |
| 100 |
1.0466 |
0.9069 |
0.1397 |
13.4% |
0.0108 |
1.0% |
99% |
True |
False |
40,682 |
| 120 |
1.0466 |
0.9069 |
0.1397 |
13.4% |
0.0091 |
0.9% |
99% |
True |
False |
33,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1563 |
|
2.618 |
1.1141 |
|
1.618 |
1.0883 |
|
1.000 |
1.0724 |
|
0.618 |
1.0625 |
|
HIGH |
1.0466 |
|
0.618 |
1.0367 |
|
0.500 |
1.0337 |
|
0.382 |
1.0307 |
|
LOW |
1.0208 |
|
0.618 |
1.0049 |
|
1.000 |
0.9950 |
|
1.618 |
0.9791 |
|
2.618 |
0.9533 |
|
4.250 |
0.9112 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0410 |
1.0344 |
| PP |
1.0373 |
1.0243 |
| S1 |
1.0337 |
1.0141 |
|