CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9211 |
0.9243 |
0.0032 |
0.3% |
0.9069 |
| High |
0.9261 |
0.9353 |
0.0092 |
1.0% |
0.9231 |
| Low |
0.9172 |
0.9214 |
0.0042 |
0.5% |
0.9013 |
| Close |
0.9248 |
0.9350 |
0.0102 |
1.1% |
0.9202 |
| Range |
0.0089 |
0.0139 |
0.0050 |
56.2% |
0.0218 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.0% |
0.0000 |
| Volume |
191,834 |
119,814 |
-72,020 |
-37.5% |
576,200 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9723 |
0.9675 |
0.9426 |
|
| R3 |
0.9584 |
0.9536 |
0.9388 |
|
| R2 |
0.9445 |
0.9445 |
0.9375 |
|
| R1 |
0.9397 |
0.9397 |
0.9363 |
0.9421 |
| PP |
0.9306 |
0.9306 |
0.9306 |
0.9318 |
| S1 |
0.9258 |
0.9258 |
0.9337 |
0.9282 |
| S2 |
0.9167 |
0.9167 |
0.9325 |
|
| S3 |
0.9028 |
0.9119 |
0.9312 |
|
| S4 |
0.8889 |
0.8980 |
0.9274 |
|
|
| 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 |
0.9353 |
0.9121 |
0.0232 |
2.5% |
0.0108 |
1.2% |
99% |
True |
False |
133,588 |
| 10 |
0.9353 |
0.9013 |
0.0340 |
3.6% |
0.0117 |
1.3% |
99% |
True |
False |
129,858 |
| 20 |
0.9353 |
0.9013 |
0.0340 |
3.6% |
0.0096 |
1.0% |
99% |
True |
False |
118,989 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.0% |
0.0098 |
1.1% |
51% |
False |
False |
119,016 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.0% |
0.0097 |
1.0% |
51% |
False |
False |
119,715 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0097 |
1.0% |
44% |
False |
False |
90,423 |
| 100 |
0.9958 |
0.9013 |
0.0945 |
10.1% |
0.0093 |
1.0% |
36% |
False |
False |
72,373 |
| 120 |
1.0335 |
0.9013 |
0.1322 |
14.1% |
0.0092 |
1.0% |
25% |
False |
False |
60,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9717 |
|
1.618 |
0.9578 |
|
1.000 |
0.9492 |
|
0.618 |
0.9439 |
|
HIGH |
0.9353 |
|
0.618 |
0.9300 |
|
0.500 |
0.9284 |
|
0.382 |
0.9267 |
|
LOW |
0.9214 |
|
0.618 |
0.9128 |
|
1.000 |
0.9075 |
|
1.618 |
0.8989 |
|
2.618 |
0.8850 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9328 |
0.9320 |
| PP |
0.9306 |
0.9289 |
| S1 |
0.9284 |
0.9259 |
|