CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0775 |
1.0940 |
0.0165 |
1.5% |
1.0780 |
| High |
1.0970 |
1.1355 |
0.0385 |
3.5% |
1.1355 |
| Low |
1.0766 |
1.0884 |
0.0118 |
1.1% |
1.0647 |
| Close |
1.0896 |
1.0979 |
0.0083 |
0.8% |
1.0979 |
| Range |
0.0204 |
0.0471 |
0.0267 |
130.9% |
0.0708 |
| ATR |
0.0200 |
0.0220 |
0.0019 |
9.7% |
0.0000 |
| Volume |
98,409 |
82,618 |
-15,791 |
-16.0% |
489,297 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2486 |
1.2203 |
1.1238 |
|
| R3 |
1.2015 |
1.1732 |
1.1109 |
|
| R2 |
1.1544 |
1.1544 |
1.1065 |
|
| R1 |
1.1261 |
1.1261 |
1.1022 |
1.1403 |
| PP |
1.1073 |
1.1073 |
1.1073 |
1.1143 |
| S1 |
1.0790 |
1.0790 |
1.0936 |
1.0932 |
| S2 |
1.0602 |
1.0602 |
1.0893 |
|
| S3 |
1.0131 |
1.0319 |
1.0849 |
|
| S4 |
0.9660 |
0.9848 |
1.0720 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3118 |
1.2756 |
1.1368 |
|
| R3 |
1.2410 |
1.2048 |
1.1174 |
|
| R2 |
1.1702 |
1.1702 |
1.1109 |
|
| R1 |
1.1340 |
1.1340 |
1.1044 |
1.1521 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.1084 |
| S1 |
1.0632 |
1.0632 |
1.0914 |
1.0813 |
| S2 |
1.0286 |
1.0286 |
1.0849 |
|
| S3 |
0.9578 |
0.9924 |
1.0784 |
|
| S4 |
0.8870 |
0.9216 |
1.0590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1355 |
1.0647 |
0.0708 |
6.4% |
0.0216 |
2.0% |
47% |
True |
False |
97,859 |
| 10 |
1.1355 |
1.0461 |
0.0894 |
8.1% |
0.0201 |
1.8% |
58% |
True |
False |
92,674 |
| 20 |
1.1355 |
1.0204 |
0.1151 |
10.5% |
0.0202 |
1.8% |
67% |
True |
False |
99,766 |
| 40 |
1.1355 |
0.9800 |
0.1555 |
14.2% |
0.0244 |
2.2% |
76% |
True |
False |
109,683 |
| 60 |
1.1355 |
0.9322 |
0.2033 |
18.5% |
0.0235 |
2.1% |
82% |
True |
False |
114,540 |
| 80 |
1.1355 |
0.9069 |
0.2286 |
20.8% |
0.0210 |
1.9% |
84% |
True |
False |
97,347 |
| 100 |
1.1355 |
0.9069 |
0.2286 |
20.8% |
0.0180 |
1.6% |
84% |
True |
False |
77,909 |
| 120 |
1.1355 |
0.9069 |
0.2286 |
20.8% |
0.0159 |
1.4% |
84% |
True |
False |
64,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3357 |
|
2.618 |
1.2588 |
|
1.618 |
1.2117 |
|
1.000 |
1.1826 |
|
0.618 |
1.1646 |
|
HIGH |
1.1355 |
|
0.618 |
1.1175 |
|
0.500 |
1.1120 |
|
0.382 |
1.1064 |
|
LOW |
1.0884 |
|
0.618 |
1.0593 |
|
1.000 |
1.0413 |
|
1.618 |
1.0122 |
|
2.618 |
0.9651 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1052 |
| PP |
1.1073 |
1.1028 |
| S1 |
1.1026 |
1.1003 |
|