CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0749 |
1.0733 |
-0.0016 |
-0.1% |
1.0445 |
| High |
1.0799 |
1.0810 |
0.0011 |
0.1% |
1.0581 |
| Low |
1.0661 |
1.0685 |
0.0024 |
0.2% |
1.0282 |
| Close |
1.0732 |
1.0748 |
0.0016 |
0.1% |
1.0465 |
| Range |
0.0138 |
0.0125 |
-0.0013 |
-9.4% |
0.0299 |
| ATR |
0.0228 |
0.0221 |
-0.0007 |
-3.2% |
0.0000 |
| Volume |
95,949 |
92,068 |
-3,881 |
-4.0% |
405,650 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1060 |
1.0817 |
|
| R3 |
1.0998 |
1.0935 |
1.0782 |
|
| R2 |
1.0873 |
1.0873 |
1.0771 |
|
| R1 |
1.0810 |
1.0810 |
1.0759 |
1.0842 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0763 |
| S1 |
1.0685 |
1.0685 |
1.0737 |
1.0717 |
| S2 |
1.0623 |
1.0623 |
1.0725 |
|
| S3 |
1.0498 |
1.0560 |
1.0714 |
|
| S4 |
1.0373 |
1.0435 |
1.0679 |
|
|
| 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 |
1.0810 |
1.0428 |
0.0382 |
3.6% |
0.0159 |
1.5% |
84% |
True |
False |
85,122 |
| 10 |
1.0810 |
1.0282 |
0.0528 |
4.9% |
0.0202 |
1.9% |
88% |
True |
False |
101,245 |
| 20 |
1.0810 |
1.0015 |
0.0795 |
7.4% |
0.0212 |
2.0% |
92% |
True |
False |
101,257 |
| 40 |
1.1033 |
0.9754 |
0.1279 |
11.9% |
0.0252 |
2.3% |
78% |
False |
False |
116,986 |
| 60 |
1.1033 |
0.9306 |
0.1727 |
16.1% |
0.0232 |
2.2% |
83% |
False |
False |
118,014 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0197 |
1.8% |
85% |
False |
False |
88,843 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0171 |
1.6% |
85% |
False |
False |
71,104 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0149 |
1.4% |
85% |
False |
False |
59,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1137 |
|
1.618 |
1.1012 |
|
1.000 |
1.0935 |
|
0.618 |
1.0887 |
|
HIGH |
1.0810 |
|
0.618 |
1.0762 |
|
0.500 |
1.0748 |
|
0.382 |
1.0733 |
|
LOW |
1.0685 |
|
0.618 |
1.0608 |
|
1.000 |
1.0560 |
|
1.618 |
1.0483 |
|
2.618 |
1.0358 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0748 |
1.0711 |
| PP |
1.0748 |
1.0673 |
| S1 |
1.0748 |
1.0636 |
|