CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0715 |
-0.0018 |
-0.2% |
1.0445 |
| High |
1.0810 |
1.0865 |
0.0055 |
0.5% |
1.0581 |
| Low |
1.0685 |
1.0705 |
0.0020 |
0.2% |
1.0282 |
| Close |
1.0748 |
1.0823 |
0.0075 |
0.7% |
1.0465 |
| Range |
0.0125 |
0.0160 |
0.0035 |
28.0% |
0.0299 |
| ATR |
0.0221 |
0.0217 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
92,068 |
103,235 |
11,167 |
12.1% |
405,650 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1210 |
1.0911 |
|
| R3 |
1.1118 |
1.1050 |
1.0867 |
|
| R2 |
1.0958 |
1.0958 |
1.0852 |
|
| R1 |
1.0890 |
1.0890 |
1.0838 |
1.0924 |
| PP |
1.0798 |
1.0798 |
1.0798 |
1.0815 |
| S1 |
1.0730 |
1.0730 |
1.0808 |
1.0764 |
| S2 |
1.0638 |
1.0638 |
1.0794 |
|
| S3 |
1.0478 |
1.0570 |
1.0779 |
|
| S4 |
1.0318 |
1.0410 |
1.0735 |
|
|
| 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 |
1.0865 |
1.0444 |
0.0421 |
3.9% |
0.0161 |
1.5% |
90% |
True |
False |
83,602 |
| 10 |
1.0865 |
1.0282 |
0.0583 |
5.4% |
0.0202 |
1.9% |
93% |
True |
False |
101,798 |
| 20 |
1.0865 |
1.0058 |
0.0807 |
7.5% |
0.0210 |
1.9% |
95% |
True |
False |
101,687 |
| 40 |
1.1033 |
0.9754 |
0.1279 |
11.8% |
0.0248 |
2.3% |
84% |
False |
False |
115,649 |
| 60 |
1.1033 |
0.9306 |
0.1727 |
16.0% |
0.0232 |
2.1% |
88% |
False |
False |
119,200 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0199 |
1.8% |
89% |
False |
False |
90,132 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0172 |
1.6% |
89% |
False |
False |
72,130 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0150 |
1.4% |
89% |
False |
False |
60,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1545 |
|
2.618 |
1.1284 |
|
1.618 |
1.1124 |
|
1.000 |
1.1025 |
|
0.618 |
1.0964 |
|
HIGH |
1.0865 |
|
0.618 |
1.0804 |
|
0.500 |
1.0785 |
|
0.382 |
1.0766 |
|
LOW |
1.0705 |
|
0.618 |
1.0606 |
|
1.000 |
1.0545 |
|
1.618 |
1.0446 |
|
2.618 |
1.0286 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0803 |
| PP |
1.0798 |
1.0783 |
| S1 |
1.0785 |
1.0763 |
|