CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0630 |
0.0177 |
1.7% |
1.0404 |
| High |
1.0696 |
1.0685 |
-0.0011 |
-0.1% |
1.0696 |
| Low |
1.0394 |
1.0420 |
0.0026 |
0.3% |
1.0259 |
| Close |
1.0561 |
1.0502 |
-0.0059 |
-0.6% |
1.0502 |
| Range |
0.0302 |
0.0265 |
-0.0037 |
-12.3% |
0.0437 |
| ATR |
0.0248 |
0.0249 |
0.0001 |
0.5% |
0.0000 |
| Volume |
103,079 |
161,247 |
58,168 |
56.4% |
537,351 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1181 |
1.0648 |
|
| R3 |
1.1066 |
1.0916 |
1.0575 |
|
| R2 |
1.0801 |
1.0801 |
1.0551 |
|
| R1 |
1.0651 |
1.0651 |
1.0526 |
1.0594 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0507 |
| S1 |
1.0386 |
1.0386 |
1.0478 |
1.0329 |
| S2 |
1.0271 |
1.0271 |
1.0453 |
|
| S3 |
1.0006 |
1.0121 |
1.0429 |
|
| S4 |
0.9741 |
0.9856 |
1.0356 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1586 |
1.0742 |
|
| R3 |
1.1360 |
1.1149 |
1.0622 |
|
| R2 |
1.0923 |
1.0923 |
1.0582 |
|
| R1 |
1.0712 |
1.0712 |
1.0542 |
1.0818 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0538 |
| S1 |
1.0275 |
1.0275 |
1.0462 |
1.0381 |
| S2 |
1.0049 |
1.0049 |
1.0422 |
|
| S3 |
0.9612 |
0.9838 |
1.0382 |
|
| S4 |
0.9175 |
0.9401 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0259 |
0.0437 |
4.2% |
0.0212 |
2.0% |
56% |
False |
False |
107,470 |
| 10 |
1.0696 |
1.0058 |
0.0638 |
6.1% |
0.0238 |
2.3% |
70% |
False |
False |
105,349 |
| 20 |
1.0920 |
0.9953 |
0.0967 |
9.2% |
0.0259 |
2.5% |
57% |
False |
False |
112,523 |
| 40 |
1.1033 |
0.9420 |
0.1613 |
15.4% |
0.0260 |
2.5% |
67% |
False |
False |
122,663 |
| 60 |
1.1033 |
0.9174 |
0.1859 |
17.7% |
0.0224 |
2.1% |
71% |
False |
False |
107,550 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0186 |
1.8% |
73% |
False |
False |
80,721 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0159 |
1.5% |
73% |
False |
False |
64,606 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0140 |
1.3% |
73% |
False |
False |
54,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1379 |
|
1.618 |
1.1114 |
|
1.000 |
1.0950 |
|
0.618 |
1.0849 |
|
HIGH |
1.0685 |
|
0.618 |
1.0584 |
|
0.500 |
1.0553 |
|
0.382 |
1.0521 |
|
LOW |
1.0420 |
|
0.618 |
1.0256 |
|
1.000 |
1.0155 |
|
1.618 |
0.9991 |
|
2.618 |
0.9726 |
|
4.250 |
0.9294 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0553 |
1.0501 |
| PP |
1.0536 |
1.0501 |
| S1 |
1.0519 |
1.0500 |
|