CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0837 |
0.0122 |
1.1% |
1.0466 |
| High |
1.0865 |
1.0920 |
0.0055 |
0.5% |
1.0920 |
| Low |
1.0705 |
1.0706 |
0.0001 |
0.0% |
1.0461 |
| Close |
1.0823 |
1.0749 |
-0.0074 |
-0.7% |
1.0749 |
| Range |
0.0160 |
0.0214 |
0.0054 |
33.8% |
0.0459 |
| ATR |
0.0217 |
0.0216 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
103,235 |
89,434 |
-13,801 |
-13.4% |
437,445 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1305 |
1.0867 |
|
| R3 |
1.1220 |
1.1091 |
1.0808 |
|
| R2 |
1.1006 |
1.1006 |
1.0788 |
|
| R1 |
1.0877 |
1.0877 |
1.0769 |
1.0835 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0770 |
| S1 |
1.0663 |
1.0663 |
1.0729 |
1.0621 |
| S2 |
1.0578 |
1.0578 |
1.0710 |
|
| S3 |
1.0364 |
1.0449 |
1.0690 |
|
| S4 |
1.0150 |
1.0235 |
1.0631 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2087 |
1.1877 |
1.1001 |
|
| R3 |
1.1628 |
1.1418 |
1.0875 |
|
| R2 |
1.1169 |
1.1169 |
1.0833 |
|
| R1 |
1.0959 |
1.0959 |
1.0791 |
1.1064 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0763 |
| S1 |
1.0500 |
1.0500 |
1.0707 |
1.0605 |
| S2 |
1.0251 |
1.0251 |
1.0665 |
|
| S3 |
0.9792 |
1.0041 |
1.0623 |
|
| S4 |
0.9333 |
0.9582 |
1.0497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0920 |
1.0461 |
0.0459 |
4.3% |
0.0186 |
1.7% |
63% |
True |
False |
87,489 |
| 10 |
1.0920 |
1.0282 |
0.0638 |
5.9% |
0.0193 |
1.8% |
73% |
True |
False |
100,434 |
| 20 |
1.0920 |
1.0058 |
0.0862 |
8.0% |
0.0213 |
2.0% |
80% |
True |
False |
100,953 |
| 40 |
1.1033 |
0.9754 |
0.1279 |
11.9% |
0.0247 |
2.3% |
78% |
False |
False |
113,285 |
| 60 |
1.1033 |
0.9306 |
0.1727 |
16.1% |
0.0233 |
2.2% |
84% |
False |
False |
119,290 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0200 |
1.9% |
86% |
False |
False |
91,247 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0173 |
1.6% |
86% |
False |
False |
73,021 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0151 |
1.4% |
86% |
False |
False |
60,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1830 |
|
2.618 |
1.1480 |
|
1.618 |
1.1266 |
|
1.000 |
1.1134 |
|
0.618 |
1.1052 |
|
HIGH |
1.0920 |
|
0.618 |
1.0838 |
|
0.500 |
1.0813 |
|
0.382 |
1.0788 |
|
LOW |
1.0706 |
|
0.618 |
1.0574 |
|
1.000 |
1.0492 |
|
1.618 |
1.0360 |
|
2.618 |
1.0146 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0803 |
| PP |
1.0792 |
1.0785 |
| S1 |
1.0770 |
1.0767 |
|