CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0466 |
-0.0052 |
-0.5% |
1.0445 |
| High |
1.0533 |
1.0752 |
0.0219 |
2.1% |
1.0581 |
| Low |
1.0444 |
1.0461 |
0.0017 |
0.2% |
1.0282 |
| Close |
1.0465 |
1.0720 |
0.0255 |
2.4% |
1.0465 |
| Range |
0.0089 |
0.0291 |
0.0202 |
227.0% |
0.0299 |
| ATR |
0.0231 |
0.0235 |
0.0004 |
1.9% |
0.0000 |
| Volume |
70,003 |
56,759 |
-13,244 |
-18.9% |
405,650 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1517 |
1.1410 |
1.0880 |
|
| R3 |
1.1226 |
1.1119 |
1.0800 |
|
| R2 |
1.0935 |
1.0935 |
1.0773 |
|
| R1 |
1.0828 |
1.0828 |
1.0747 |
1.0882 |
| PP |
1.0644 |
1.0644 |
1.0644 |
1.0671 |
| S1 |
1.0537 |
1.0537 |
1.0693 |
1.0591 |
| S2 |
1.0353 |
1.0353 |
1.0667 |
|
| S3 |
1.0062 |
1.0246 |
1.0640 |
|
| S4 |
0.9771 |
0.9955 |
1.0560 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1201 |
1.0629 |
|
| R3 |
1.1041 |
1.0902 |
1.0547 |
|
| R2 |
1.0742 |
1.0742 |
1.0520 |
|
| R1 |
1.0603 |
1.0603 |
1.0492 |
1.0673 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0477 |
| S1 |
1.0304 |
1.0304 |
1.0438 |
1.0374 |
| S2 |
1.0144 |
1.0144 |
1.0410 |
|
| S3 |
0.9845 |
1.0005 |
1.0383 |
|
| S4 |
0.9546 |
0.9706 |
1.0301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0752 |
1.0282 |
0.0470 |
4.4% |
0.0206 |
1.9% |
93% |
True |
False |
92,481 |
| 10 |
1.0752 |
1.0259 |
0.0493 |
4.6% |
0.0209 |
2.0% |
94% |
True |
False |
99,976 |
| 20 |
1.0752 |
0.9953 |
0.0799 |
7.5% |
0.0218 |
2.0% |
96% |
True |
False |
101,411 |
| 40 |
1.1033 |
0.9571 |
0.1462 |
13.6% |
0.0264 |
2.5% |
79% |
False |
False |
120,124 |
| 60 |
1.1033 |
0.9219 |
0.1814 |
16.9% |
0.0232 |
2.2% |
83% |
False |
False |
115,119 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0195 |
1.8% |
84% |
False |
False |
86,495 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0168 |
1.6% |
84% |
False |
False |
69,225 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0147 |
1.4% |
84% |
False |
False |
57,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1989 |
|
2.618 |
1.1514 |
|
1.618 |
1.1223 |
|
1.000 |
1.1043 |
|
0.618 |
1.0932 |
|
HIGH |
1.0752 |
|
0.618 |
1.0641 |
|
0.500 |
1.0607 |
|
0.382 |
1.0572 |
|
LOW |
1.0461 |
|
0.618 |
1.0281 |
|
1.000 |
1.0170 |
|
1.618 |
0.9990 |
|
2.618 |
0.9699 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0677 |
| PP |
1.0644 |
1.0633 |
| S1 |
1.0607 |
1.0590 |
|