CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0839 |
0.0074 |
0.7% |
1.0466 |
| High |
1.0878 |
1.0864 |
-0.0014 |
-0.1% |
1.0920 |
| Low |
1.0743 |
1.0749 |
0.0006 |
0.1% |
1.0461 |
| Close |
1.0864 |
1.0797 |
-0.0067 |
-0.6% |
1.0749 |
| Range |
0.0135 |
0.0115 |
-0.0020 |
-14.8% |
0.0459 |
| ATR |
0.0207 |
0.0200 |
-0.0007 |
-3.2% |
0.0000 |
| Volume |
106,939 |
97,092 |
-9,847 |
-9.2% |
437,445 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1088 |
1.0860 |
|
| R3 |
1.1033 |
1.0973 |
1.0829 |
|
| R2 |
1.0918 |
1.0918 |
1.0818 |
|
| R1 |
1.0858 |
1.0858 |
1.0808 |
1.0831 |
| PP |
1.0803 |
1.0803 |
1.0803 |
1.0790 |
| S1 |
1.0743 |
1.0743 |
1.0786 |
1.0716 |
| S2 |
1.0688 |
1.0688 |
1.0776 |
|
| S3 |
1.0573 |
1.0628 |
1.0765 |
|
| S4 |
1.0458 |
1.0513 |
1.0734 |
|
|
| 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% |
0.0156 |
1.4% |
55% |
False |
False |
100,187 |
| 10 |
1.0920 |
1.0428 |
0.0492 |
4.6% |
0.0158 |
1.5% |
75% |
False |
False |
92,654 |
| 20 |
1.0920 |
1.0180 |
0.0740 |
6.9% |
0.0207 |
1.9% |
83% |
False |
False |
100,828 |
| 40 |
1.1033 |
0.9800 |
0.1233 |
11.4% |
0.0239 |
2.2% |
81% |
False |
False |
112,001 |
| 60 |
1.1033 |
0.9322 |
0.1711 |
15.8% |
0.0230 |
2.1% |
86% |
False |
False |
117,265 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.2% |
0.0203 |
1.9% |
88% |
False |
False |
95,095 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.2% |
0.0174 |
1.6% |
88% |
False |
False |
76,098 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.2% |
0.0154 |
1.4% |
88% |
False |
False |
63,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1165 |
|
1.618 |
1.1050 |
|
1.000 |
1.0979 |
|
0.618 |
1.0935 |
|
HIGH |
1.0864 |
|
0.618 |
1.0820 |
|
0.500 |
1.0807 |
|
0.382 |
1.0793 |
|
LOW |
1.0749 |
|
0.618 |
1.0678 |
|
1.000 |
1.0634 |
|
1.618 |
1.0563 |
|
2.618 |
1.0448 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0786 |
| PP |
1.0803 |
1.0774 |
| S1 |
1.0800 |
1.0763 |
|