CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0630 |
1.0445 |
-0.0185 |
-1.7% |
1.0404 |
| High |
1.0685 |
1.0541 |
-0.0144 |
-1.3% |
1.0696 |
| Low |
1.0420 |
1.0282 |
-0.0138 |
-1.3% |
1.0259 |
| Close |
1.0502 |
1.0332 |
-0.0170 |
-1.6% |
1.0502 |
| Range |
0.0265 |
0.0259 |
-0.0006 |
-2.3% |
0.0437 |
| ATR |
0.0249 |
0.0250 |
0.0001 |
0.3% |
0.0000 |
| Volume |
161,247 |
127,676 |
-33,571 |
-20.8% |
537,351 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1006 |
1.0474 |
|
| R3 |
1.0903 |
1.0747 |
1.0403 |
|
| R2 |
1.0644 |
1.0644 |
1.0379 |
|
| R1 |
1.0488 |
1.0488 |
1.0356 |
1.0437 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0359 |
| S1 |
1.0229 |
1.0229 |
1.0308 |
1.0178 |
| S2 |
1.0126 |
1.0126 |
1.0285 |
|
| S3 |
0.9867 |
0.9970 |
1.0261 |
|
| S4 |
0.9608 |
0.9711 |
1.0190 |
|
|
| 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 |
1.0270 |
0.0426 |
4.1% |
0.0228 |
2.2% |
15% |
False |
False |
113,452 |
| 10 |
1.0696 |
1.0174 |
0.0522 |
5.1% |
0.0244 |
2.4% |
30% |
False |
False |
107,273 |
| 20 |
1.0846 |
0.9953 |
0.0893 |
8.6% |
0.0256 |
2.5% |
42% |
False |
False |
110,192 |
| 40 |
1.1033 |
0.9484 |
0.1549 |
15.0% |
0.0260 |
2.5% |
55% |
False |
False |
123,099 |
| 60 |
1.1033 |
0.9191 |
0.1842 |
17.8% |
0.0227 |
2.2% |
62% |
False |
False |
109,674 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0189 |
1.8% |
64% |
False |
False |
82,316 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0161 |
1.6% |
64% |
False |
False |
65,881 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0142 |
1.4% |
64% |
False |
False |
55,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1642 |
|
2.618 |
1.1219 |
|
1.618 |
1.0960 |
|
1.000 |
1.0800 |
|
0.618 |
1.0701 |
|
HIGH |
1.0541 |
|
0.618 |
1.0442 |
|
0.500 |
1.0412 |
|
0.382 |
1.0381 |
|
LOW |
1.0282 |
|
0.618 |
1.0122 |
|
1.000 |
1.0023 |
|
1.618 |
0.9863 |
|
2.618 |
0.9604 |
|
4.250 |
0.9181 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0412 |
1.0489 |
| PP |
1.0385 |
1.0437 |
| S1 |
1.0359 |
1.0384 |
|