CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0710 |
1.0802 |
0.0092 |
0.9% |
0.9888 |
| High |
1.0920 |
1.0846 |
-0.0074 |
-0.7% |
1.1033 |
| Low |
1.0611 |
1.0182 |
-0.0429 |
-4.0% |
0.9800 |
| Close |
1.0690 |
1.0270 |
-0.0420 |
-3.9% |
1.0624 |
| Range |
0.0309 |
0.0664 |
0.0355 |
114.9% |
0.1233 |
| ATR |
0.0260 |
0.0288 |
0.0029 |
11.1% |
0.0000 |
| Volume |
174,288 |
133,094 |
-41,194 |
-23.6% |
642,813 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2425 |
1.2011 |
1.0635 |
|
| R3 |
1.1761 |
1.1347 |
1.0453 |
|
| R2 |
1.1097 |
1.1097 |
1.0392 |
|
| R1 |
1.0683 |
1.0683 |
1.0331 |
1.0558 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0370 |
| S1 |
1.0019 |
1.0019 |
1.0209 |
0.9894 |
| S2 |
0.9769 |
0.9769 |
1.0148 |
|
| S3 |
0.9105 |
0.9355 |
1.0087 |
|
| S4 |
0.8441 |
0.8691 |
0.9905 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4185 |
1.3637 |
1.1302 |
|
| R3 |
1.2952 |
1.2404 |
1.0963 |
|
| R2 |
1.1719 |
1.1719 |
1.0850 |
|
| R1 |
1.1171 |
1.1171 |
1.0737 |
1.1445 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0623 |
| S1 |
0.9938 |
0.9938 |
1.0511 |
1.0212 |
| S2 |
0.9253 |
0.9253 |
1.0398 |
|
| S3 |
0.8020 |
0.8705 |
1.0285 |
|
| S4 |
0.6787 |
0.7472 |
0.9946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1033 |
0.9973 |
0.1060 |
10.3% |
0.0476 |
4.6% |
28% |
False |
False |
145,945 |
| 10 |
1.1033 |
0.9800 |
0.1233 |
12.0% |
0.0329 |
3.2% |
38% |
False |
False |
138,562 |
| 20 |
1.1033 |
0.9484 |
0.1549 |
15.1% |
0.0283 |
2.8% |
51% |
False |
False |
135,279 |
| 40 |
1.1033 |
0.9214 |
0.1819 |
17.7% |
0.0226 |
2.2% |
58% |
False |
False |
112,711 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0177 |
1.7% |
61% |
False |
False |
75,240 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0146 |
1.4% |
61% |
False |
False |
56,466 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0125 |
1.2% |
61% |
False |
False |
45,391 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0105 |
1.0% |
61% |
False |
False |
37,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3668 |
|
2.618 |
1.2584 |
|
1.618 |
1.1920 |
|
1.000 |
1.1510 |
|
0.618 |
1.1256 |
|
HIGH |
1.0846 |
|
0.618 |
1.0592 |
|
0.500 |
1.0514 |
|
0.382 |
1.0436 |
|
LOW |
1.0182 |
|
0.618 |
0.9772 |
|
1.000 |
0.9518 |
|
1.618 |
0.9108 |
|
2.618 |
0.8444 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0514 |
1.0608 |
| PP |
1.0433 |
1.0495 |
| S1 |
1.0351 |
1.0383 |
|