CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9367 |
0.0124 |
1.3% |
0.9200 |
| High |
0.9376 |
0.9383 |
0.0007 |
0.1% |
0.9480 |
| Low |
0.9243 |
0.9266 |
0.0023 |
0.2% |
0.9164 |
| Close |
0.9347 |
0.9283 |
-0.0064 |
-0.7% |
0.9338 |
| Range |
0.0133 |
0.0117 |
-0.0016 |
-12.0% |
0.0316 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
0.2% |
0.0000 |
| Volume |
177,766 |
173,907 |
-3,859 |
-2.2% |
572,432 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9662 |
0.9589 |
0.9347 |
|
| R3 |
0.9545 |
0.9472 |
0.9315 |
|
| R2 |
0.9428 |
0.9428 |
0.9304 |
|
| R1 |
0.9355 |
0.9355 |
0.9294 |
0.9333 |
| PP |
0.9311 |
0.9311 |
0.9311 |
0.9300 |
| S1 |
0.9238 |
0.9238 |
0.9272 |
0.9216 |
| S2 |
0.9194 |
0.9194 |
0.9262 |
|
| S3 |
0.9077 |
0.9121 |
0.9251 |
|
| S4 |
0.8960 |
0.9004 |
0.9219 |
|
|
| 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 |
0.9170 |
0.0310 |
3.3% |
0.0139 |
1.5% |
36% |
False |
False |
164,338 |
| 10 |
0.9480 |
0.9109 |
0.0371 |
4.0% |
0.0120 |
1.3% |
47% |
False |
False |
147,439 |
| 20 |
0.9480 |
0.9013 |
0.0467 |
5.0% |
0.0109 |
1.2% |
58% |
False |
False |
132,512 |
| 40 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0100 |
1.1% |
41% |
False |
False |
123,243 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.1% |
0.0100 |
1.1% |
41% |
False |
False |
126,034 |
| 80 |
0.9785 |
0.9013 |
0.0772 |
8.3% |
0.0100 |
1.1% |
35% |
False |
False |
99,171 |
| 100 |
0.9808 |
0.9013 |
0.0795 |
8.6% |
0.0096 |
1.0% |
34% |
False |
False |
79,389 |
| 120 |
1.0170 |
0.9013 |
0.1157 |
12.5% |
0.0091 |
1.0% |
23% |
False |
False |
66,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9689 |
|
1.618 |
0.9572 |
|
1.000 |
0.9500 |
|
0.618 |
0.9455 |
|
HIGH |
0.9383 |
|
0.618 |
0.9338 |
|
0.500 |
0.9325 |
|
0.382 |
0.9311 |
|
LOW |
0.9266 |
|
0.618 |
0.9194 |
|
1.000 |
0.9149 |
|
1.618 |
0.9077 |
|
2.618 |
0.8960 |
|
4.250 |
0.8769 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9325 |
0.9281 |
| PP |
0.9311 |
0.9279 |
| S1 |
0.9297 |
0.9277 |
|