CME Japanese Yen Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9331 |
0.9409 |
0.0078 |
0.8% |
0.9212 |
| High |
0.9370 |
0.9567 |
0.0197 |
2.1% |
0.9428 |
| Low |
0.9260 |
0.9274 |
0.0014 |
0.2% |
0.9170 |
| Close |
0.9274 |
0.9451 |
0.0177 |
1.9% |
0.9274 |
| Range |
0.0110 |
0.0293 |
0.0183 |
166.4% |
0.0258 |
| ATR |
0.0116 |
0.0129 |
0.0013 |
10.9% |
0.0000 |
| Volume |
112,356 |
44,686 |
-67,670 |
-60.2% |
880,354 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0173 |
0.9612 |
|
| R3 |
1.0017 |
0.9880 |
0.9532 |
|
| R2 |
0.9724 |
0.9724 |
0.9505 |
|
| R1 |
0.9587 |
0.9587 |
0.9478 |
0.9656 |
| PP |
0.9431 |
0.9431 |
0.9431 |
0.9465 |
| S1 |
0.9294 |
0.9294 |
0.9424 |
0.9363 |
| S2 |
0.9138 |
0.9138 |
0.9397 |
|
| S3 |
0.8845 |
0.9001 |
0.9370 |
|
| S4 |
0.8552 |
0.8708 |
0.9290 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
0.9927 |
0.9416 |
|
| R3 |
0.9807 |
0.9669 |
0.9345 |
|
| R2 |
0.9549 |
0.9549 |
0.9321 |
|
| R1 |
0.9411 |
0.9411 |
0.9298 |
0.9480 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9325 |
| S1 |
0.9153 |
0.9153 |
0.9250 |
0.9222 |
| S2 |
0.9033 |
0.9033 |
0.9227 |
|
| S3 |
0.8775 |
0.8895 |
0.9203 |
|
| S4 |
0.8517 |
0.8637 |
0.9132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9567 |
0.9243 |
0.0324 |
3.4% |
0.0162 |
1.7% |
64% |
True |
False |
144,932 |
| 10 |
0.9567 |
0.9164 |
0.0403 |
4.3% |
0.0148 |
1.6% |
71% |
True |
False |
149,747 |
| 20 |
0.9567 |
0.9013 |
0.0554 |
5.9% |
0.0123 |
1.3% |
79% |
True |
False |
133,238 |
| 40 |
0.9567 |
0.9013 |
0.0554 |
5.9% |
0.0103 |
1.1% |
79% |
True |
False |
119,625 |
| 60 |
0.9672 |
0.9013 |
0.0659 |
7.0% |
0.0106 |
1.1% |
66% |
False |
False |
127,265 |
| 80 |
0.9756 |
0.9013 |
0.0743 |
7.9% |
0.0103 |
1.1% |
59% |
False |
False |
103,816 |
| 100 |
0.9790 |
0.9013 |
0.0777 |
8.2% |
0.0100 |
1.1% |
56% |
False |
False |
83,118 |
| 120 |
1.0150 |
0.9013 |
0.1137 |
12.0% |
0.0094 |
1.0% |
39% |
False |
False |
69,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0334 |
|
1.618 |
1.0041 |
|
1.000 |
0.9860 |
|
0.618 |
0.9748 |
|
HIGH |
0.9567 |
|
0.618 |
0.9455 |
|
0.500 |
0.9421 |
|
0.382 |
0.9386 |
|
LOW |
0.9274 |
|
0.618 |
0.9093 |
|
1.000 |
0.8981 |
|
1.618 |
0.8800 |
|
2.618 |
0.8507 |
|
4.250 |
0.8029 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9441 |
0.9439 |
| PP |
0.9431 |
0.9426 |
| S1 |
0.9421 |
0.9414 |
|