CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0802 |
1.0100 |
-0.0702 |
-6.5% |
0.9888 |
| High |
1.0846 |
1.0435 |
-0.0411 |
-3.8% |
1.1033 |
| Low |
1.0182 |
1.0060 |
-0.0122 |
-1.2% |
0.9800 |
| Close |
1.0270 |
1.0319 |
0.0049 |
0.5% |
1.0624 |
| Range |
0.0664 |
0.0375 |
-0.0289 |
-43.5% |
0.1233 |
| ATR |
0.0288 |
0.0295 |
0.0006 |
2.1% |
0.0000 |
| Volume |
133,094 |
149,607 |
16,513 |
12.4% |
642,813 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1396 |
1.1233 |
1.0525 |
|
| R3 |
1.1021 |
1.0858 |
1.0422 |
|
| R2 |
1.0646 |
1.0646 |
1.0388 |
|
| R1 |
1.0483 |
1.0483 |
1.0353 |
1.0565 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0312 |
| S1 |
1.0108 |
1.0108 |
1.0285 |
1.0190 |
| S2 |
0.9896 |
0.9896 |
1.0250 |
|
| S3 |
0.9521 |
0.9733 |
1.0216 |
|
| S4 |
0.9146 |
0.9358 |
1.0113 |
|
|
| 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 |
1.0060 |
0.0973 |
9.4% |
0.0480 |
4.7% |
27% |
False |
True |
152,781 |
| 10 |
1.1033 |
0.9800 |
0.1233 |
11.9% |
0.0343 |
3.3% |
42% |
False |
False |
139,496 |
| 20 |
1.1033 |
0.9484 |
0.1549 |
15.0% |
0.0297 |
2.9% |
54% |
False |
False |
136,435 |
| 40 |
1.1033 |
0.9219 |
0.1814 |
17.6% |
0.0232 |
2.3% |
61% |
False |
False |
116,429 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0182 |
1.8% |
64% |
False |
False |
77,729 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0151 |
1.5% |
64% |
False |
False |
58,335 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0128 |
1.2% |
64% |
False |
False |
46,886 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0109 |
1.1% |
64% |
False |
False |
39,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1417 |
|
1.618 |
1.1042 |
|
1.000 |
1.0810 |
|
0.618 |
1.0667 |
|
HIGH |
1.0435 |
|
0.618 |
1.0292 |
|
0.500 |
1.0248 |
|
0.382 |
1.0203 |
|
LOW |
1.0060 |
|
0.618 |
0.9828 |
|
1.000 |
0.9685 |
|
1.618 |
0.9453 |
|
2.618 |
0.9078 |
|
4.250 |
0.8466 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0295 |
1.0490 |
| PP |
1.0271 |
1.0433 |
| S1 |
1.0248 |
1.0376 |
|