CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9140 |
0.0004 |
0.0% |
0.9069 |
| High |
0.9200 |
0.9231 |
0.0031 |
0.3% |
0.9231 |
| Low |
0.9121 |
0.9133 |
0.0012 |
0.1% |
0.9013 |
| Close |
0.9134 |
0.9202 |
0.0068 |
0.7% |
0.9202 |
| Range |
0.0079 |
0.0098 |
0.0019 |
24.1% |
0.0218 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.2% |
0.0000 |
| Volume |
129,129 |
116,211 |
-12,918 |
-10.0% |
576,200 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9440 |
0.9256 |
|
| R3 |
0.9385 |
0.9342 |
0.9229 |
|
| R2 |
0.9287 |
0.9287 |
0.9220 |
|
| R1 |
0.9244 |
0.9244 |
0.9211 |
0.9266 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9199 |
| S1 |
0.9146 |
0.9146 |
0.9193 |
0.9168 |
| S2 |
0.9091 |
0.9091 |
0.9184 |
|
| S3 |
0.8993 |
0.9048 |
0.9175 |
|
| S4 |
0.8895 |
0.8950 |
0.9148 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9803 |
0.9720 |
0.9322 |
|
| R3 |
0.9585 |
0.9502 |
0.9262 |
|
| R2 |
0.9367 |
0.9367 |
0.9242 |
|
| R1 |
0.9284 |
0.9284 |
0.9222 |
0.9326 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9169 |
| S1 |
0.9066 |
0.9066 |
0.9182 |
0.9108 |
| S2 |
0.8931 |
0.8931 |
0.9162 |
|
| S3 |
0.8713 |
0.8848 |
0.9142 |
|
| S4 |
0.8495 |
0.8630 |
0.9082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9231 |
0.9013 |
0.0218 |
2.4% |
0.0103 |
1.1% |
87% |
True |
False |
115,240 |
| 10 |
0.9259 |
0.9013 |
0.0246 |
2.7% |
0.0098 |
1.1% |
77% |
False |
False |
116,730 |
| 20 |
0.9329 |
0.9013 |
0.0316 |
3.4% |
0.0093 |
1.0% |
60% |
False |
False |
113,415 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
29% |
False |
False |
119,472 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
29% |
False |
False |
113,261 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.4% |
0.0096 |
1.0% |
24% |
False |
False |
85,149 |
| 100 |
0.9989 |
0.9013 |
0.0976 |
10.6% |
0.0091 |
1.0% |
19% |
False |
False |
68,148 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.2% |
0.0094 |
1.0% |
13% |
False |
False |
56,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9488 |
|
1.618 |
0.9390 |
|
1.000 |
0.9329 |
|
0.618 |
0.9292 |
|
HIGH |
0.9231 |
|
0.618 |
0.9194 |
|
0.500 |
0.9182 |
|
0.382 |
0.9170 |
|
LOW |
0.9133 |
|
0.618 |
0.9072 |
|
1.000 |
0.9035 |
|
1.618 |
0.8974 |
|
2.618 |
0.8876 |
|
4.250 |
0.8717 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9195 |
0.9191 |
| PP |
0.9189 |
0.9181 |
| S1 |
0.9182 |
0.9170 |
|