CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9094 |
0.9131 |
0.0037 |
0.4% |
0.9090 |
| High |
0.9143 |
0.9136 |
-0.0007 |
-0.1% |
0.9247 |
| Low |
0.9077 |
0.9082 |
0.0005 |
0.1% |
0.9050 |
| Close |
0.9120 |
0.9119 |
-0.0001 |
0.0% |
0.9062 |
| Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0197 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
75,161 |
115,089 |
39,928 |
53.1% |
575,930 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9274 |
0.9251 |
0.9149 |
|
| R3 |
0.9220 |
0.9197 |
0.9134 |
|
| R2 |
0.9166 |
0.9166 |
0.9129 |
|
| R1 |
0.9143 |
0.9143 |
0.9124 |
0.9128 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9105 |
| S1 |
0.9089 |
0.9089 |
0.9114 |
0.9074 |
| S2 |
0.9058 |
0.9058 |
0.9109 |
|
| S3 |
0.9004 |
0.9035 |
0.9104 |
|
| S4 |
0.8950 |
0.8981 |
0.9089 |
|
|
| 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 |
0.9188 |
0.9050 |
0.0138 |
1.5% |
0.0068 |
0.7% |
50% |
False |
False |
110,444 |
| 10 |
0.9247 |
0.9050 |
0.0197 |
2.2% |
0.0076 |
0.8% |
35% |
False |
False |
108,120 |
| 20 |
0.9409 |
0.9050 |
0.0359 |
3.9% |
0.0079 |
0.9% |
19% |
False |
False |
105,190 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.8% |
0.0096 |
1.1% |
11% |
False |
False |
121,801 |
| 60 |
0.9678 |
0.9050 |
0.0628 |
6.9% |
0.0096 |
1.1% |
11% |
False |
False |
98,836 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.1% |
0.0094 |
1.0% |
9% |
False |
False |
74,219 |
| 100 |
1.0062 |
0.9050 |
0.1012 |
11.1% |
0.0088 |
1.0% |
7% |
False |
False |
59,399 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
16.0% |
0.0090 |
1.0% |
5% |
False |
False |
49,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9366 |
|
2.618 |
0.9277 |
|
1.618 |
0.9223 |
|
1.000 |
0.9190 |
|
0.618 |
0.9169 |
|
HIGH |
0.9136 |
|
0.618 |
0.9115 |
|
0.500 |
0.9109 |
|
0.382 |
0.9103 |
|
LOW |
0.9082 |
|
0.618 |
0.9049 |
|
1.000 |
0.9028 |
|
1.618 |
0.8995 |
|
2.618 |
0.8941 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9113 |
| PP |
0.9112 |
0.9107 |
| S1 |
0.9109 |
0.9101 |
|