CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0466 |
1.0749 |
0.0283 |
2.7% |
1.0445 |
| High |
1.0752 |
1.0799 |
0.0047 |
0.4% |
1.0581 |
| Low |
1.0461 |
1.0661 |
0.0200 |
1.9% |
1.0282 |
| Close |
1.0720 |
1.0732 |
0.0012 |
0.1% |
1.0465 |
| Range |
0.0291 |
0.0138 |
-0.0153 |
-52.6% |
0.0299 |
| ATR |
0.0235 |
0.0228 |
-0.0007 |
-3.0% |
0.0000 |
| Volume |
56,759 |
95,949 |
39,190 |
69.0% |
405,650 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1076 |
1.0808 |
|
| R3 |
1.1007 |
1.0938 |
1.0770 |
|
| R2 |
1.0869 |
1.0869 |
1.0757 |
|
| R1 |
1.0800 |
1.0800 |
1.0745 |
1.0766 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0713 |
| S1 |
1.0662 |
1.0662 |
1.0719 |
1.0628 |
| S2 |
1.0593 |
1.0593 |
1.0707 |
|
| S3 |
1.0455 |
1.0524 |
1.0694 |
|
| S4 |
1.0317 |
1.0386 |
1.0656 |
|
|
| 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 |
1.0799 |
1.0301 |
0.0498 |
4.6% |
0.0182 |
1.7% |
87% |
True |
False |
86,136 |
| 10 |
1.0799 |
1.0270 |
0.0529 |
4.9% |
0.0205 |
1.9% |
87% |
True |
False |
99,794 |
| 20 |
1.0799 |
0.9953 |
0.0846 |
7.9% |
0.0217 |
2.0% |
92% |
True |
False |
100,373 |
| 40 |
1.1033 |
0.9749 |
0.1284 |
12.0% |
0.0255 |
2.4% |
77% |
False |
False |
119,314 |
| 60 |
1.1033 |
0.9219 |
0.1814 |
16.9% |
0.0231 |
2.2% |
83% |
False |
False |
116,598 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0197 |
1.8% |
85% |
False |
False |
87,693 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0169 |
1.6% |
85% |
False |
False |
70,185 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0148 |
1.4% |
85% |
False |
False |
58,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1386 |
|
2.618 |
1.1160 |
|
1.618 |
1.1022 |
|
1.000 |
1.0937 |
|
0.618 |
1.0884 |
|
HIGH |
1.0799 |
|
0.618 |
1.0746 |
|
0.500 |
1.0730 |
|
0.382 |
1.0714 |
|
LOW |
1.0661 |
|
0.618 |
1.0576 |
|
1.000 |
1.0523 |
|
1.618 |
1.0438 |
|
2.618 |
1.0300 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0695 |
| PP |
1.0731 |
1.0658 |
| S1 |
1.0730 |
1.0622 |
|