CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0780 |
-0.0057 |
-0.5% |
1.0466 |
| High |
1.0920 |
1.0803 |
-0.0117 |
-1.1% |
1.0920 |
| Low |
1.0706 |
1.0647 |
-0.0059 |
-0.6% |
1.0461 |
| Close |
1.0749 |
1.0755 |
0.0006 |
0.1% |
1.0749 |
| Range |
0.0214 |
0.0156 |
-0.0058 |
-27.1% |
0.0459 |
| ATR |
0.0216 |
0.0212 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
89,434 |
104,239 |
14,805 |
16.6% |
437,445 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1203 |
1.1135 |
1.0841 |
|
| R3 |
1.1047 |
1.0979 |
1.0798 |
|
| R2 |
1.0891 |
1.0891 |
1.0784 |
|
| R1 |
1.0823 |
1.0823 |
1.0769 |
1.0779 |
| PP |
1.0735 |
1.0735 |
1.0735 |
1.0713 |
| S1 |
1.0667 |
1.0667 |
1.0741 |
1.0623 |
| S2 |
1.0579 |
1.0579 |
1.0726 |
|
| S3 |
1.0423 |
1.0511 |
1.0712 |
|
| S4 |
1.0267 |
1.0355 |
1.0669 |
|
|
| 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 |
1.0647 |
0.0273 |
2.5% |
0.0159 |
1.5% |
40% |
False |
True |
96,985 |
| 10 |
1.0920 |
1.0282 |
0.0638 |
5.9% |
0.0182 |
1.7% |
74% |
False |
False |
94,733 |
| 20 |
1.0920 |
1.0058 |
0.0862 |
8.0% |
0.0210 |
2.0% |
81% |
False |
False |
100,041 |
| 40 |
1.1033 |
0.9754 |
0.1279 |
11.9% |
0.0244 |
2.3% |
78% |
False |
False |
112,689 |
| 60 |
1.1033 |
0.9322 |
0.1711 |
15.9% |
0.0234 |
2.2% |
84% |
False |
False |
119,262 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0201 |
1.9% |
86% |
False |
False |
92,549 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0174 |
1.6% |
86% |
False |
False |
74,063 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.3% |
0.0152 |
1.4% |
86% |
False |
False |
61,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1466 |
|
2.618 |
1.1211 |
|
1.618 |
1.1055 |
|
1.000 |
1.0959 |
|
0.618 |
1.0899 |
|
HIGH |
1.0803 |
|
0.618 |
1.0743 |
|
0.500 |
1.0725 |
|
0.382 |
1.0707 |
|
LOW |
1.0647 |
|
0.618 |
1.0551 |
|
1.000 |
1.0491 |
|
1.618 |
1.0395 |
|
2.618 |
1.0239 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0784 |
| PP |
1.0735 |
1.0774 |
| S1 |
1.0725 |
1.0765 |
|