CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9069 |
0.9157 |
0.0088 |
1.0% |
0.9061 |
| High |
0.9185 |
0.9173 |
-0.0012 |
-0.1% |
0.9259 |
| Low |
0.9013 |
0.9106 |
0.0093 |
1.0% |
0.9059 |
| Close |
0.9161 |
0.9132 |
-0.0029 |
-0.3% |
0.9102 |
| Range |
0.0172 |
0.0067 |
-0.0105 |
-61.0% |
0.0200 |
| ATR |
0.0099 |
0.0096 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
123,938 |
102,351 |
-21,587 |
-17.4% |
591,100 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9338 |
0.9302 |
0.9169 |
|
| R3 |
0.9271 |
0.9235 |
0.9150 |
|
| R2 |
0.9204 |
0.9204 |
0.9144 |
|
| R1 |
0.9168 |
0.9168 |
0.9138 |
0.9153 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9129 |
| S1 |
0.9101 |
0.9101 |
0.9126 |
0.9086 |
| S2 |
0.9070 |
0.9070 |
0.9120 |
|
| S3 |
0.9003 |
0.9034 |
0.9114 |
|
| S4 |
0.8936 |
0.8967 |
0.9095 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9740 |
0.9621 |
0.9212 |
|
| R3 |
0.9540 |
0.9421 |
0.9157 |
|
| R2 |
0.9340 |
0.9340 |
0.9139 |
|
| R1 |
0.9221 |
0.9221 |
0.9120 |
0.9281 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9170 |
| S1 |
0.9021 |
0.9021 |
0.9084 |
0.9081 |
| S2 |
0.8940 |
0.8940 |
0.9065 |
|
| S3 |
0.8740 |
0.8821 |
0.9047 |
|
| S4 |
0.8540 |
0.8621 |
0.8992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0117 |
1.3% |
48% |
False |
False |
128,231 |
| 10 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0099 |
1.1% |
48% |
False |
False |
117,586 |
| 20 |
0.9344 |
0.9013 |
0.0331 |
3.6% |
0.0088 |
1.0% |
36% |
False |
False |
111,007 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
18% |
False |
False |
121,598 |
| 60 |
0.9678 |
0.9013 |
0.0665 |
7.3% |
0.0098 |
1.1% |
18% |
False |
False |
107,541 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.5% |
0.0096 |
1.1% |
15% |
False |
False |
80,782 |
| 100 |
1.0062 |
0.9013 |
0.1049 |
11.5% |
0.0090 |
1.0% |
11% |
False |
False |
64,649 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.3% |
0.0093 |
1.0% |
8% |
False |
False |
53,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9458 |
|
2.618 |
0.9348 |
|
1.618 |
0.9281 |
|
1.000 |
0.9240 |
|
0.618 |
0.9214 |
|
HIGH |
0.9173 |
|
0.618 |
0.9147 |
|
0.500 |
0.9140 |
|
0.382 |
0.9132 |
|
LOW |
0.9106 |
|
0.618 |
0.9065 |
|
1.000 |
0.9039 |
|
1.618 |
0.8998 |
|
2.618 |
0.8931 |
|
4.250 |
0.8821 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9130 |
| PP |
0.9137 |
0.9127 |
| S1 |
0.9135 |
0.9125 |
|