CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9140 |
0.9200 |
0.0060 |
0.7% |
0.9069 |
| High |
0.9231 |
0.9299 |
0.0068 |
0.7% |
0.9231 |
| Low |
0.9133 |
0.9164 |
0.0031 |
0.3% |
0.9013 |
| Close |
0.9202 |
0.9212 |
0.0010 |
0.1% |
0.9202 |
| Range |
0.0098 |
0.0135 |
0.0037 |
37.8% |
0.0218 |
| ATR |
0.0096 |
0.0098 |
0.0003 |
2.9% |
0.0000 |
| Volume |
116,211 |
110,956 |
-5,255 |
-4.5% |
576,200 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9556 |
0.9286 |
|
| R3 |
0.9495 |
0.9421 |
0.9249 |
|
| R2 |
0.9360 |
0.9360 |
0.9237 |
|
| R1 |
0.9286 |
0.9286 |
0.9224 |
0.9323 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9244 |
| S1 |
0.9151 |
0.9151 |
0.9200 |
0.9188 |
| S2 |
0.9090 |
0.9090 |
0.9187 |
|
| S3 |
0.8955 |
0.9016 |
0.9175 |
|
| S4 |
0.8820 |
0.8881 |
0.9138 |
|
|
| 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 |
0.9299 |
0.9106 |
0.0193 |
2.1% |
0.0096 |
1.0% |
55% |
True |
False |
112,643 |
| 10 |
0.9299 |
0.9013 |
0.0286 |
3.1% |
0.0106 |
1.2% |
70% |
True |
False |
117,718 |
| 20 |
0.9310 |
0.9013 |
0.0297 |
3.2% |
0.0096 |
1.0% |
67% |
False |
False |
112,919 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0098 |
1.1% |
30% |
False |
False |
118,618 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.2% |
0.0097 |
1.1% |
30% |
False |
False |
115,044 |
| 80 |
0.9790 |
0.9013 |
0.0777 |
8.4% |
0.0097 |
1.0% |
26% |
False |
False |
86,534 |
| 100 |
0.9989 |
0.9013 |
0.0976 |
10.6% |
0.0092 |
1.0% |
20% |
False |
False |
69,257 |
| 120 |
1.0505 |
0.9013 |
0.1492 |
16.2% |
0.0094 |
1.0% |
13% |
False |
False |
57,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9873 |
|
2.618 |
0.9652 |
|
1.618 |
0.9517 |
|
1.000 |
0.9434 |
|
0.618 |
0.9382 |
|
HIGH |
0.9299 |
|
0.618 |
0.9247 |
|
0.500 |
0.9232 |
|
0.382 |
0.9216 |
|
LOW |
0.9164 |
|
0.618 |
0.9081 |
|
1.000 |
0.9029 |
|
1.618 |
0.8946 |
|
2.618 |
0.8811 |
|
4.250 |
0.8590 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9232 |
0.9211 |
| PP |
0.9225 |
0.9211 |
| S1 |
0.9219 |
0.9210 |
|