CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9131 |
0.9116 |
-0.0015 |
-0.2% |
0.9090 |
| High |
0.9136 |
0.9259 |
0.0123 |
1.3% |
0.9247 |
| Low |
0.9082 |
0.9114 |
0.0032 |
0.4% |
0.9050 |
| Close |
0.9119 |
0.9218 |
0.0099 |
1.1% |
0.9062 |
| Range |
0.0054 |
0.0145 |
0.0091 |
168.5% |
0.0197 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.1% |
0.0000 |
| Volume |
115,089 |
105,013 |
-10,076 |
-8.8% |
575,930 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9570 |
0.9298 |
|
| R3 |
0.9487 |
0.9425 |
0.9258 |
|
| R2 |
0.9342 |
0.9342 |
0.9245 |
|
| R1 |
0.9280 |
0.9280 |
0.9231 |
0.9311 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9213 |
| S1 |
0.9135 |
0.9135 |
0.9205 |
0.9166 |
| S2 |
0.9052 |
0.9052 |
0.9191 |
|
| S3 |
0.8907 |
0.8990 |
0.9178 |
|
| S4 |
0.8762 |
0.8845 |
0.9138 |
|
|
| 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 |
0.9259 |
0.9050 |
0.0209 |
2.3% |
0.0080 |
0.9% |
80% |
True |
False |
98,170 |
| 10 |
0.9259 |
0.9050 |
0.0209 |
2.3% |
0.0086 |
0.9% |
80% |
True |
False |
106,862 |
| 20 |
0.9409 |
0.9050 |
0.0359 |
3.9% |
0.0083 |
0.9% |
47% |
False |
False |
105,359 |
| 40 |
0.9672 |
0.9050 |
0.0622 |
6.7% |
0.0098 |
1.1% |
27% |
False |
False |
121,567 |
| 60 |
0.9678 |
0.9050 |
0.0628 |
6.8% |
0.0097 |
1.0% |
27% |
False |
False |
100,575 |
| 80 |
0.9790 |
0.9050 |
0.0740 |
8.0% |
0.0094 |
1.0% |
23% |
False |
False |
75,531 |
| 100 |
1.0062 |
0.9050 |
0.1012 |
11.0% |
0.0088 |
1.0% |
17% |
False |
False |
60,449 |
| 120 |
1.0505 |
0.9050 |
0.1455 |
15.8% |
0.0091 |
1.0% |
12% |
False |
False |
50,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9875 |
|
2.618 |
0.9639 |
|
1.618 |
0.9494 |
|
1.000 |
0.9404 |
|
0.618 |
0.9349 |
|
HIGH |
0.9259 |
|
0.618 |
0.9204 |
|
0.500 |
0.9187 |
|
0.382 |
0.9169 |
|
LOW |
0.9114 |
|
0.618 |
0.9024 |
|
1.000 |
0.8969 |
|
1.618 |
0.8879 |
|
2.618 |
0.8734 |
|
4.250 |
0.8498 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9201 |
| PP |
0.9197 |
0.9185 |
| S1 |
0.9187 |
0.9168 |
|