CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9383 |
0.9212 |
-0.0171 |
-1.8% |
0.9200 |
| High |
0.9480 |
0.9284 |
-0.0196 |
-2.1% |
0.9480 |
| Low |
0.9286 |
0.9170 |
-0.0116 |
-1.2% |
0.9164 |
| Close |
0.9338 |
0.9262 |
-0.0076 |
-0.8% |
0.9338 |
| Range |
0.0194 |
0.0114 |
-0.0080 |
-41.2% |
0.0316 |
| ATR |
0.0107 |
0.0112 |
0.0004 |
4.0% |
0.0000 |
| Volume |
149,828 |
200,376 |
50,548 |
33.7% |
572,432 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9581 |
0.9535 |
0.9325 |
|
| R3 |
0.9467 |
0.9421 |
0.9293 |
|
| R2 |
0.9353 |
0.9353 |
0.9283 |
|
| R1 |
0.9307 |
0.9307 |
0.9272 |
0.9330 |
| PP |
0.9239 |
0.9239 |
0.9239 |
0.9250 |
| S1 |
0.9193 |
0.9193 |
0.9252 |
0.9216 |
| S2 |
0.9125 |
0.9125 |
0.9241 |
|
| S3 |
0.9011 |
0.9079 |
0.9231 |
|
| S4 |
0.8897 |
0.8965 |
0.9199 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0123 |
0.9512 |
|
| R3 |
0.9959 |
0.9807 |
0.9425 |
|
| R2 |
0.9643 |
0.9643 |
0.9396 |
|
| R1 |
0.9491 |
0.9491 |
0.9367 |
0.9567 |
| PP |
0.9327 |
0.9327 |
0.9327 |
0.9366 |
| S1 |
0.9175 |
0.9175 |
0.9309 |
0.9251 |
| S2 |
0.9011 |
0.9011 |
0.9280 |
|
| S3 |
0.8695 |
0.8859 |
0.9251 |
|
| S4 |
0.8379 |
0.8543 |
0.9164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9480 |
0.9164 |
0.0316 |
3.4% |
0.0134 |
1.4% |
31% |
False |
False |
154,561 |
| 10 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0119 |
1.3% |
53% |
False |
False |
134,900 |
| 20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0105 |
1.1% |
53% |
False |
False |
125,801 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0101 |
1.1% |
38% |
False |
False |
122,217 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0098 |
1.1% |
38% |
False |
False |
124,221 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0099 |
1.1% |
32% |
False |
False |
94,787 |
| 100 |
0.9832 |
0.9013 |
0.0819 |
8.8% |
0.0096 |
1.0% |
30% |
False |
False |
75,875 |
| 120 |
1.0290 |
0.9013 |
0.1277 |
13.8% |
0.0092 |
1.0% |
19% |
False |
False |
63,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9582 |
|
1.618 |
0.9468 |
|
1.000 |
0.9398 |
|
0.618 |
0.9354 |
|
HIGH |
0.9284 |
|
0.618 |
0.9240 |
|
0.500 |
0.9227 |
|
0.382 |
0.9214 |
|
LOW |
0.9170 |
|
0.618 |
0.9100 |
|
1.000 |
0.9056 |
|
1.618 |
0.8986 |
|
2.618 |
0.8872 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9250 |
0.9325 |
| PP |
0.9239 |
0.9304 |
| S1 |
0.9227 |
0.9283 |
|