CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0495 |
0.0194 |
1.9% |
1.0404 |
| High |
1.0539 |
1.0581 |
0.0042 |
0.4% |
1.0696 |
| Low |
1.0301 |
1.0428 |
0.0127 |
1.2% |
1.0259 |
| Close |
1.0461 |
1.0478 |
0.0017 |
0.2% |
1.0502 |
| Range |
0.0238 |
0.0153 |
-0.0085 |
-35.7% |
0.0437 |
| ATR |
0.0249 |
0.0242 |
-0.0007 |
-2.7% |
0.0000 |
| Volume |
97,140 |
110,831 |
13,691 |
14.1% |
537,351 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0869 |
1.0562 |
|
| R3 |
1.0802 |
1.0716 |
1.0520 |
|
| R2 |
1.0649 |
1.0649 |
1.0506 |
|
| R1 |
1.0563 |
1.0563 |
1.0492 |
1.0530 |
| PP |
1.0496 |
1.0496 |
1.0496 |
1.0479 |
| S1 |
1.0410 |
1.0410 |
1.0464 |
1.0377 |
| S2 |
1.0343 |
1.0343 |
1.0450 |
|
| S3 |
1.0190 |
1.0257 |
1.0436 |
|
| S4 |
1.0037 |
1.0104 |
1.0394 |
|
|
| 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 |
1.0282 |
0.0414 |
4.0% |
0.0243 |
2.3% |
47% |
False |
False |
119,994 |
| 10 |
1.0696 |
1.0180 |
0.0516 |
4.9% |
0.0233 |
2.2% |
58% |
False |
False |
113,600 |
| 20 |
1.0696 |
0.9953 |
0.0743 |
7.1% |
0.0224 |
2.1% |
71% |
False |
False |
106,456 |
| 40 |
1.1033 |
0.9484 |
0.1549 |
14.8% |
0.0261 |
2.5% |
64% |
False |
False |
121,445 |
| 60 |
1.1033 |
0.9219 |
0.1814 |
17.3% |
0.0230 |
2.2% |
69% |
False |
False |
113,105 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0193 |
1.8% |
72% |
False |
False |
84,911 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0165 |
1.6% |
72% |
False |
False |
67,959 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.7% |
0.0144 |
1.4% |
72% |
False |
False |
56,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1231 |
|
2.618 |
1.0982 |
|
1.618 |
1.0829 |
|
1.000 |
1.0734 |
|
0.618 |
1.0676 |
|
HIGH |
1.0581 |
|
0.618 |
1.0523 |
|
0.500 |
1.0505 |
|
0.382 |
1.0486 |
|
LOW |
1.0428 |
|
0.618 |
1.0333 |
|
1.000 |
1.0275 |
|
1.618 |
1.0180 |
|
2.618 |
1.0027 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0463 |
| PP |
1.0496 |
1.0447 |
| S1 |
1.0487 |
1.0432 |
|