CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0214 |
0.0185 |
1.8% |
1.0710 |
| High |
1.0223 |
1.0269 |
0.0046 |
0.4% |
1.0920 |
| Low |
1.0015 |
1.0118 |
0.0103 |
1.0% |
1.0060 |
| Close |
1.0118 |
1.0238 |
0.0120 |
1.2% |
1.0140 |
| Range |
0.0208 |
0.0151 |
-0.0057 |
-27.4% |
0.0860 |
| ATR |
0.0271 |
0.0263 |
-0.0009 |
-3.2% |
0.0000 |
| Volume |
94,624 |
104,110 |
9,486 |
10.0% |
684,647 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0601 |
1.0321 |
|
| R3 |
1.0510 |
1.0450 |
1.0280 |
|
| R2 |
1.0359 |
1.0359 |
1.0266 |
|
| R1 |
1.0299 |
1.0299 |
1.0252 |
1.0329 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0224 |
| S1 |
1.0148 |
1.0148 |
1.0224 |
1.0178 |
| S2 |
1.0057 |
1.0057 |
1.0210 |
|
| S3 |
0.9906 |
0.9997 |
1.0196 |
|
| S4 |
0.9755 |
0.9846 |
1.0155 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2407 |
1.0613 |
|
| R3 |
1.2093 |
1.1547 |
1.0377 |
|
| R2 |
1.1233 |
1.1233 |
1.0298 |
|
| R1 |
1.0687 |
1.0687 |
1.0219 |
1.0530 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0295 |
| S1 |
0.9827 |
0.9827 |
1.0061 |
0.9670 |
| S2 |
0.9513 |
0.9513 |
0.9982 |
|
| S3 |
0.8653 |
0.8967 |
0.9904 |
|
| S4 |
0.7793 |
0.8107 |
0.9667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0396 |
0.9953 |
0.0443 |
4.3% |
0.0208 |
2.0% |
64% |
False |
False |
98,857 |
| 10 |
1.1033 |
0.9953 |
0.1080 |
10.5% |
0.0339 |
3.3% |
26% |
False |
False |
123,813 |
| 20 |
1.1033 |
0.9754 |
0.1279 |
12.5% |
0.0282 |
2.8% |
38% |
False |
False |
125,616 |
| 40 |
1.1033 |
0.9306 |
0.1727 |
16.9% |
0.0244 |
2.4% |
54% |
False |
False |
128,459 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0196 |
1.9% |
60% |
False |
False |
88,012 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0163 |
1.6% |
60% |
False |
False |
66,038 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0139 |
1.4% |
60% |
False |
False |
52,859 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0118 |
1.2% |
60% |
False |
False |
44,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0664 |
|
1.618 |
1.0513 |
|
1.000 |
1.0420 |
|
0.618 |
1.0362 |
|
HIGH |
1.0269 |
|
0.618 |
1.0211 |
|
0.500 |
1.0194 |
|
0.382 |
1.0176 |
|
LOW |
1.0118 |
|
0.618 |
1.0025 |
|
1.000 |
0.9967 |
|
1.618 |
0.9874 |
|
2.618 |
0.9723 |
|
4.250 |
0.9476 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0196 |
| PP |
1.0208 |
1.0153 |
| S1 |
1.0194 |
1.0111 |
|