CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9090 |
-0.0066 |
-0.7% |
0.9302 |
| High |
0.9167 |
0.9147 |
-0.0020 |
-0.2% |
0.9329 |
| Low |
0.9079 |
0.9075 |
-0.0004 |
0.0% |
0.9079 |
| Close |
0.9090 |
0.9108 |
0.0018 |
0.2% |
0.9090 |
| Range |
0.0088 |
0.0072 |
-0.0016 |
-18.2% |
0.0250 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
96,359 |
133,079 |
36,720 |
38.1% |
525,079 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9289 |
0.9148 |
|
| R3 |
0.9254 |
0.9217 |
0.9128 |
|
| R2 |
0.9182 |
0.9182 |
0.9121 |
|
| R1 |
0.9145 |
0.9145 |
0.9115 |
0.9164 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9119 |
| S1 |
0.9073 |
0.9073 |
0.9101 |
0.9092 |
| S2 |
0.9038 |
0.9038 |
0.9095 |
|
| S3 |
0.8966 |
0.9001 |
0.9088 |
|
| S4 |
0.8894 |
0.8929 |
0.9068 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9753 |
0.9228 |
|
| R3 |
0.9666 |
0.9503 |
0.9159 |
|
| R2 |
0.9416 |
0.9416 |
0.9136 |
|
| R1 |
0.9253 |
0.9253 |
0.9113 |
0.9210 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9144 |
| S1 |
0.9003 |
0.9003 |
0.9067 |
0.8960 |
| S2 |
0.8916 |
0.8916 |
0.9044 |
|
| S3 |
0.8666 |
0.8753 |
0.9021 |
|
| S4 |
0.8416 |
0.8503 |
0.8953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9310 |
0.9075 |
0.0235 |
2.6% |
0.0086 |
0.9% |
14% |
False |
True |
107,456 |
| 10 |
0.9347 |
0.9075 |
0.0272 |
3.0% |
0.0077 |
0.8% |
12% |
False |
True |
103,001 |
| 20 |
0.9672 |
0.9075 |
0.0597 |
6.6% |
0.0096 |
1.1% |
6% |
False |
True |
115,224 |
| 40 |
0.9672 |
0.9075 |
0.0597 |
6.6% |
0.0095 |
1.0% |
6% |
False |
True |
124,687 |
| 60 |
0.9785 |
0.9075 |
0.0710 |
7.8% |
0.0096 |
1.1% |
5% |
False |
True |
86,657 |
| 80 |
0.9808 |
0.9075 |
0.0733 |
8.0% |
0.0092 |
1.0% |
5% |
False |
True |
65,057 |
| 100 |
1.0290 |
0.9075 |
0.1215 |
13.3% |
0.0090 |
1.0% |
3% |
False |
True |
52,069 |
| 120 |
1.0505 |
0.9075 |
0.1430 |
15.7% |
0.0087 |
1.0% |
2% |
False |
True |
43,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9335 |
|
1.618 |
0.9263 |
|
1.000 |
0.9219 |
|
0.618 |
0.9191 |
|
HIGH |
0.9147 |
|
0.618 |
0.9119 |
|
0.500 |
0.9111 |
|
0.382 |
0.9103 |
|
LOW |
0.9075 |
|
0.618 |
0.9031 |
|
1.000 |
0.9003 |
|
1.618 |
0.8959 |
|
2.618 |
0.8887 |
|
4.250 |
0.8769 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9111 |
0.9129 |
| PP |
0.9110 |
0.9122 |
| S1 |
0.9109 |
0.9115 |
|