CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0251 |
0.0036 |
0.4% |
1.0144 |
| High |
1.0283 |
1.0593 |
0.0310 |
3.0% |
1.0347 |
| Low |
1.0174 |
1.0202 |
0.0028 |
0.3% |
0.9953 |
| Close |
1.0237 |
1.0472 |
0.0235 |
2.3% |
1.0200 |
| Range |
0.0109 |
0.0391 |
0.0282 |
258.7% |
0.0394 |
| ATR |
0.0244 |
0.0254 |
0.0011 |
4.3% |
0.0000 |
| Volume |
79,851 |
64,859 |
-14,992 |
-18.8% |
512,324 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1595 |
1.1425 |
1.0687 |
|
| R3 |
1.1204 |
1.1034 |
1.0580 |
|
| R2 |
1.0813 |
1.0813 |
1.0544 |
|
| R1 |
1.0643 |
1.0643 |
1.0508 |
1.0728 |
| PP |
1.0422 |
1.0422 |
1.0422 |
1.0465 |
| S1 |
1.0252 |
1.0252 |
1.0436 |
1.0337 |
| S2 |
1.0031 |
1.0031 |
1.0400 |
|
| S3 |
0.9640 |
0.9861 |
1.0364 |
|
| S4 |
0.9249 |
0.9470 |
1.0257 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1168 |
1.0417 |
|
| R3 |
1.0955 |
1.0774 |
1.0308 |
|
| R2 |
1.0561 |
1.0561 |
1.0272 |
|
| R1 |
1.0380 |
1.0380 |
1.0236 |
1.0471 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0212 |
| S1 |
0.9986 |
0.9986 |
1.0164 |
1.0077 |
| S2 |
0.9773 |
0.9773 |
1.0128 |
|
| S3 |
0.9379 |
0.9592 |
1.0092 |
|
| S4 |
0.8985 |
0.9198 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0593 |
1.0058 |
0.0535 |
5.1% |
0.0211 |
2.0% |
77% |
True |
False |
95,947 |
| 10 |
1.0593 |
0.9953 |
0.0640 |
6.1% |
0.0215 |
2.1% |
81% |
True |
False |
99,312 |
| 20 |
1.1033 |
0.9800 |
0.1233 |
11.8% |
0.0279 |
2.7% |
55% |
False |
False |
119,404 |
| 40 |
1.1033 |
0.9322 |
0.1711 |
16.3% |
0.0245 |
2.3% |
67% |
False |
False |
122,599 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0207 |
2.0% |
71% |
False |
False |
94,262 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0170 |
1.6% |
71% |
False |
False |
70,727 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0146 |
1.4% |
71% |
False |
False |
56,613 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0126 |
1.2% |
71% |
False |
False |
47,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2255 |
|
2.618 |
1.1617 |
|
1.618 |
1.1226 |
|
1.000 |
1.0984 |
|
0.618 |
1.0835 |
|
HIGH |
1.0593 |
|
0.618 |
1.0444 |
|
0.500 |
1.0398 |
|
0.382 |
1.0351 |
|
LOW |
1.0202 |
|
0.618 |
0.9960 |
|
1.000 |
0.9811 |
|
1.618 |
0.9569 |
|
2.618 |
0.9178 |
|
4.250 |
0.8540 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0447 |
1.0423 |
| PP |
1.0422 |
1.0374 |
| S1 |
1.0398 |
1.0326 |
|