CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0567 |
1.0250 |
-0.0317 |
-3.0% |
1.0110 |
| High |
1.0579 |
1.0425 |
-0.0154 |
-1.5% |
1.0593 |
| Low |
1.0180 |
1.0204 |
0.0024 |
0.2% |
1.0058 |
| Close |
1.0376 |
1.0259 |
-0.0117 |
-1.1% |
1.0259 |
| Range |
0.0399 |
0.0221 |
-0.0178 |
-44.6% |
0.0535 |
| ATR |
0.0265 |
0.0262 |
-0.0003 |
-1.2% |
0.0000 |
| Volume |
137,411 |
125,591 |
-11,820 |
-8.6% |
516,140 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0830 |
1.0381 |
|
| R3 |
1.0738 |
1.0609 |
1.0320 |
|
| R2 |
1.0517 |
1.0517 |
1.0300 |
|
| R1 |
1.0388 |
1.0388 |
1.0279 |
1.0453 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0328 |
| S1 |
1.0167 |
1.0167 |
1.0239 |
1.0232 |
| S2 |
1.0075 |
1.0075 |
1.0218 |
|
| S3 |
0.9854 |
0.9946 |
1.0198 |
|
| S4 |
0.9633 |
0.9725 |
1.0137 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1619 |
1.0553 |
|
| R3 |
1.1373 |
1.1084 |
1.0406 |
|
| R2 |
1.0838 |
1.0838 |
1.0357 |
|
| R1 |
1.0549 |
1.0549 |
1.0308 |
1.0694 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0376 |
| S1 |
1.0014 |
1.0014 |
1.0210 |
1.0159 |
| S2 |
0.9768 |
0.9768 |
1.0161 |
|
| S3 |
0.9233 |
0.9479 |
1.0112 |
|
| S4 |
0.8698 |
0.8944 |
0.9965 |
|
|
| 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 |
5.2% |
0.0263 |
2.6% |
38% |
False |
False |
103,228 |
| 10 |
1.0593 |
0.9953 |
0.0640 |
6.2% |
0.0227 |
2.2% |
48% |
False |
False |
102,846 |
| 20 |
1.1033 |
0.9800 |
0.1233 |
12.0% |
0.0292 |
2.8% |
37% |
False |
False |
117,796 |
| 40 |
1.1033 |
0.9399 |
0.1634 |
15.9% |
0.0250 |
2.4% |
53% |
False |
False |
121,007 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0216 |
2.1% |
61% |
False |
False |
98,629 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0176 |
1.7% |
61% |
False |
False |
74,014 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0152 |
1.5% |
61% |
False |
False |
59,242 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.1% |
0.0131 |
1.3% |
61% |
False |
False |
49,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1364 |
|
2.618 |
1.1004 |
|
1.618 |
1.0783 |
|
1.000 |
1.0646 |
|
0.618 |
1.0562 |
|
HIGH |
1.0425 |
|
0.618 |
1.0341 |
|
0.500 |
1.0315 |
|
0.382 |
1.0288 |
|
LOW |
1.0204 |
|
0.618 |
1.0067 |
|
1.000 |
0.9983 |
|
1.618 |
0.9846 |
|
2.618 |
0.9625 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0315 |
1.0387 |
| PP |
1.0296 |
1.0344 |
| S1 |
1.0278 |
1.0302 |
|