CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9126 |
0.9061 |
-0.0065 |
-0.7% |
0.9090 |
| High |
0.9136 |
0.9110 |
-0.0026 |
-0.3% |
0.9247 |
| Low |
0.9050 |
0.9059 |
0.0009 |
0.1% |
0.9050 |
| Close |
0.9062 |
0.9090 |
0.0028 |
0.3% |
0.9062 |
| Range |
0.0086 |
0.0051 |
-0.0035 |
-40.7% |
0.0197 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
94,518 |
101,069 |
6,551 |
6.9% |
575,930 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9216 |
0.9118 |
|
| R3 |
0.9188 |
0.9165 |
0.9104 |
|
| R2 |
0.9137 |
0.9137 |
0.9099 |
|
| R1 |
0.9114 |
0.9114 |
0.9095 |
0.9126 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9092 |
| S1 |
0.9063 |
0.9063 |
0.9085 |
0.9075 |
| S2 |
0.9035 |
0.9035 |
0.9081 |
|
| S3 |
0.8984 |
0.9012 |
0.9076 |
|
| S4 |
0.8933 |
0.8961 |
0.9062 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9711 |
0.9583 |
0.9170 |
|
| R3 |
0.9514 |
0.9386 |
0.9116 |
|
| R2 |
0.9317 |
0.9317 |
0.9098 |
|
| R1 |
0.9189 |
0.9189 |
0.9080 |
0.9155 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9102 |
| S1 |
0.8992 |
0.8992 |
0.9044 |
0.8958 |
| S2 |
0.8923 |
0.8923 |
0.9026 |
|
| S3 |
0.8726 |
0.8795 |
0.9008 |
|
| S4 |
0.8529 |
0.8598 |
0.8954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9247 |
0.9050 |
0.0197 |
2.2% |
0.0086 |
0.9% |
20% |
False |
False |
108,784 |
| 10 |
0.9310 |
0.9050 |
0.0260 |
2.9% |
0.0086 |
0.9% |
15% |
False |
False |
108,120 |
| 20 |
0.9459 |
0.9050 |
0.0409 |
4.5% |
0.0083 |
0.9% |
10% |
False |
False |
105,329 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.8% |
0.0097 |
1.1% |
6% |
False |
False |
123,519 |
| 60 |
0.9747 |
0.9050 |
0.0697 |
7.7% |
0.0096 |
1.1% |
6% |
False |
False |
95,680 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.1% |
0.0093 |
1.0% |
5% |
False |
False |
71,843 |
| 100 |
1.0139 |
0.9050 |
0.1089 |
12.0% |
0.0088 |
1.0% |
4% |
False |
False |
57,497 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
16.0% |
0.0090 |
1.0% |
3% |
False |
False |
47,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9327 |
|
2.618 |
0.9244 |
|
1.618 |
0.9193 |
|
1.000 |
0.9161 |
|
0.618 |
0.9142 |
|
HIGH |
0.9110 |
|
0.618 |
0.9091 |
|
0.500 |
0.9085 |
|
0.382 |
0.9078 |
|
LOW |
0.9059 |
|
0.618 |
0.9027 |
|
1.000 |
0.9008 |
|
1.618 |
0.8976 |
|
2.618 |
0.8925 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9119 |
| PP |
0.9086 |
0.9109 |
| S1 |
0.9085 |
0.9100 |
|