CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0765 |
-0.0015 |
-0.1% |
1.0466 |
| High |
1.0803 |
1.0878 |
0.0075 |
0.7% |
1.0920 |
| Low |
1.0647 |
1.0743 |
0.0096 |
0.9% |
1.0461 |
| Close |
1.0755 |
1.0864 |
0.0109 |
1.0% |
1.0749 |
| Range |
0.0156 |
0.0135 |
-0.0021 |
-13.5% |
0.0459 |
| ATR |
0.0212 |
0.0207 |
-0.0006 |
-2.6% |
0.0000 |
| Volume |
104,239 |
106,939 |
2,700 |
2.6% |
437,445 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1184 |
1.0938 |
|
| R3 |
1.1098 |
1.1049 |
1.0901 |
|
| R2 |
1.0963 |
1.0963 |
1.0889 |
|
| R1 |
1.0914 |
1.0914 |
1.0876 |
1.0939 |
| PP |
1.0828 |
1.0828 |
1.0828 |
1.0841 |
| S1 |
1.0779 |
1.0779 |
1.0852 |
1.0804 |
| S2 |
1.0693 |
1.0693 |
1.0839 |
|
| S3 |
1.0558 |
1.0644 |
1.0827 |
|
| S4 |
1.0423 |
1.0509 |
1.0790 |
|
|
| 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% |
0.0158 |
1.5% |
79% |
False |
False |
99,183 |
| 10 |
1.0920 |
1.0301 |
0.0619 |
5.7% |
0.0170 |
1.6% |
91% |
False |
False |
92,659 |
| 20 |
1.0920 |
1.0174 |
0.0746 |
6.9% |
0.0207 |
1.9% |
92% |
False |
False |
99,966 |
| 40 |
1.1033 |
0.9754 |
0.1279 |
11.8% |
0.0240 |
2.2% |
87% |
False |
False |
111,477 |
| 60 |
1.1033 |
0.9322 |
0.1711 |
15.7% |
0.0233 |
2.1% |
90% |
False |
False |
119,022 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0202 |
1.9% |
91% |
False |
False |
93,882 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0174 |
1.6% |
91% |
False |
False |
75,133 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.1% |
0.0153 |
1.4% |
91% |
False |
False |
62,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1231 |
|
1.618 |
1.1096 |
|
1.000 |
1.1013 |
|
0.618 |
1.0961 |
|
HIGH |
1.0878 |
|
0.618 |
1.0826 |
|
0.500 |
1.0811 |
|
0.382 |
1.0795 |
|
LOW |
1.0743 |
|
0.618 |
1.0660 |
|
1.000 |
1.0608 |
|
1.618 |
1.0525 |
|
2.618 |
1.0390 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0846 |
1.0837 |
| PP |
1.0828 |
1.0810 |
| S1 |
1.0811 |
1.0784 |
|