CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0940 |
0.0000 |
0.0% |
1.0780 |
| High |
1.1355 |
1.1079 |
-0.0276 |
-2.4% |
1.1355 |
| Low |
1.0884 |
1.0937 |
0.0053 |
0.5% |
1.0647 |
| Close |
1.0979 |
1.1050 |
0.0071 |
0.6% |
1.0979 |
| Range |
0.0471 |
0.0142 |
-0.0329 |
-69.9% |
0.0708 |
| ATR |
0.0220 |
0.0214 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
82,618 |
40,359 |
-42,259 |
-51.1% |
489,297 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1448 |
1.1391 |
1.1128 |
|
| R3 |
1.1306 |
1.1249 |
1.1089 |
|
| R2 |
1.1164 |
1.1164 |
1.1076 |
|
| R1 |
1.1107 |
1.1107 |
1.1063 |
1.1136 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1036 |
| S1 |
1.0965 |
1.0965 |
1.1037 |
1.0994 |
| S2 |
1.0880 |
1.0880 |
1.1024 |
|
| S3 |
1.0738 |
1.0823 |
1.1011 |
|
| S4 |
1.0596 |
1.0681 |
1.0972 |
|
|
| 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 |
1.0743 |
0.0612 |
5.5% |
0.0213 |
1.9% |
50% |
False |
False |
85,083 |
| 10 |
1.1355 |
1.0647 |
0.0708 |
6.4% |
0.0186 |
1.7% |
57% |
False |
False |
91,034 |
| 20 |
1.1355 |
1.0259 |
0.1096 |
9.9% |
0.0198 |
1.8% |
72% |
False |
False |
95,505 |
| 40 |
1.1355 |
0.9800 |
0.1555 |
14.1% |
0.0245 |
2.2% |
80% |
False |
False |
106,650 |
| 60 |
1.1355 |
0.9399 |
0.1956 |
17.7% |
0.0232 |
2.1% |
84% |
False |
False |
112,506 |
| 80 |
1.1355 |
0.9069 |
0.2286 |
20.7% |
0.0211 |
1.9% |
87% |
False |
False |
97,848 |
| 100 |
1.1355 |
0.9069 |
0.2286 |
20.7% |
0.0181 |
1.6% |
87% |
False |
False |
78,312 |
| 120 |
1.1355 |
0.9069 |
0.2286 |
20.7% |
0.0160 |
1.4% |
87% |
False |
False |
65,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1683 |
|
2.618 |
1.1451 |
|
1.618 |
1.1309 |
|
1.000 |
1.1221 |
|
0.618 |
1.1167 |
|
HIGH |
1.1079 |
|
0.618 |
1.1025 |
|
0.500 |
1.1008 |
|
0.382 |
1.0991 |
|
LOW |
1.0937 |
|
0.618 |
1.0849 |
|
1.000 |
1.0795 |
|
1.618 |
1.0707 |
|
2.618 |
1.0565 |
|
4.250 |
1.0334 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1061 |
| PP |
1.1022 |
1.1057 |
| S1 |
1.1008 |
1.1054 |
|