CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0453 |
0.0134 |
1.3% |
1.0110 |
| High |
1.0464 |
1.0696 |
0.0232 |
2.2% |
1.0593 |
| Low |
1.0304 |
1.0394 |
0.0090 |
0.9% |
1.0058 |
| Close |
1.0379 |
1.0561 |
0.0182 |
1.8% |
1.0259 |
| Range |
0.0160 |
0.0302 |
0.0142 |
88.8% |
0.0535 |
| ATR |
0.0242 |
0.0248 |
0.0005 |
2.2% |
0.0000 |
| Volume |
97,701 |
103,079 |
5,378 |
5.5% |
516,140 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1311 |
1.0727 |
|
| R3 |
1.1154 |
1.1009 |
1.0644 |
|
| R2 |
1.0852 |
1.0852 |
1.0616 |
|
| R1 |
1.0707 |
1.0707 |
1.0589 |
1.0780 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0587 |
| S1 |
1.0405 |
1.0405 |
1.0533 |
1.0478 |
| S2 |
1.0248 |
1.0248 |
1.0506 |
|
| S3 |
0.9946 |
1.0103 |
1.0478 |
|
| S4 |
0.9644 |
0.9801 |
1.0395 |
|
|
| 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 |
1.0696 |
1.0204 |
0.0492 |
4.7% |
0.0204 |
1.9% |
73% |
True |
False |
100,339 |
| 10 |
1.0696 |
1.0058 |
0.0638 |
6.0% |
0.0232 |
2.2% |
79% |
True |
False |
101,473 |
| 20 |
1.1033 |
0.9953 |
0.1080 |
10.2% |
0.0285 |
2.7% |
56% |
False |
False |
112,643 |
| 40 |
1.1033 |
0.9420 |
0.1613 |
15.3% |
0.0257 |
2.4% |
71% |
False |
False |
121,125 |
| 60 |
1.1033 |
0.9159 |
0.1874 |
17.7% |
0.0221 |
2.1% |
75% |
False |
False |
104,870 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.6% |
0.0184 |
1.7% |
76% |
False |
False |
78,711 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.6% |
0.0157 |
1.5% |
76% |
False |
False |
62,997 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.6% |
0.0137 |
1.3% |
76% |
False |
False |
52,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1980 |
|
2.618 |
1.1487 |
|
1.618 |
1.1185 |
|
1.000 |
1.0998 |
|
0.618 |
1.0883 |
|
HIGH |
1.0696 |
|
0.618 |
1.0581 |
|
0.500 |
1.0545 |
|
0.382 |
1.0509 |
|
LOW |
1.0394 |
|
0.618 |
1.0207 |
|
1.000 |
1.0092 |
|
1.618 |
0.9905 |
|
2.618 |
0.9603 |
|
4.250 |
0.9111 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0535 |
| PP |
1.0550 |
1.0509 |
| S1 |
1.0545 |
1.0483 |
|