CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0404 |
1.0392 |
-0.0012 |
-0.1% |
1.0110 |
| High |
1.0440 |
1.0424 |
-0.0016 |
-0.2% |
1.0593 |
| Low |
1.0259 |
1.0270 |
0.0011 |
0.1% |
1.0058 |
| Close |
1.0324 |
1.0377 |
0.0053 |
0.5% |
1.0259 |
| Range |
0.0181 |
0.0154 |
-0.0027 |
-14.9% |
0.0535 |
| ATR |
0.0256 |
0.0249 |
-0.0007 |
-2.8% |
0.0000 |
| Volume |
97,767 |
77,557 |
-20,210 |
-20.7% |
516,140 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0752 |
1.0462 |
|
| R3 |
1.0665 |
1.0598 |
1.0419 |
|
| R2 |
1.0511 |
1.0511 |
1.0405 |
|
| R1 |
1.0444 |
1.0444 |
1.0391 |
1.0401 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0335 |
| S1 |
1.0290 |
1.0290 |
1.0363 |
1.0247 |
| S2 |
1.0203 |
1.0203 |
1.0349 |
|
| S3 |
1.0049 |
1.0136 |
1.0335 |
|
| S4 |
0.9895 |
0.9982 |
1.0292 |
|
|
| 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 |
1.0180 |
0.0413 |
4.0% |
0.0269 |
2.6% |
48% |
False |
False |
100,637 |
| 10 |
1.0593 |
1.0015 |
0.0578 |
5.6% |
0.0222 |
2.1% |
63% |
False |
False |
101,268 |
| 20 |
1.1033 |
0.9953 |
0.1080 |
10.4% |
0.0293 |
2.8% |
39% |
False |
False |
115,538 |
| 40 |
1.1033 |
0.9419 |
0.1614 |
15.6% |
0.0251 |
2.4% |
59% |
False |
False |
119,824 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0217 |
2.1% |
67% |
False |
False |
101,543 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0179 |
1.7% |
67% |
False |
False |
76,205 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0154 |
1.5% |
67% |
False |
False |
60,995 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0134 |
1.3% |
67% |
False |
False |
51,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0827 |
|
1.618 |
1.0673 |
|
1.000 |
1.0578 |
|
0.618 |
1.0519 |
|
HIGH |
1.0424 |
|
0.618 |
1.0365 |
|
0.500 |
1.0347 |
|
0.382 |
1.0329 |
|
LOW |
1.0270 |
|
0.618 |
1.0175 |
|
1.000 |
1.0116 |
|
1.618 |
1.0021 |
|
2.618 |
0.9867 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0359 |
| PP |
1.0357 |
1.0340 |
| S1 |
1.0347 |
1.0322 |
|