CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0527 |
-0.0011 |
-0.1% |
1.0476 |
| High |
1.0565 |
1.0798 |
0.0233 |
2.2% |
1.0615 |
| Low |
1.0511 |
1.0527 |
0.0016 |
0.2% |
1.0375 |
| Close |
1.0516 |
1.0769 |
0.0253 |
2.4% |
1.0516 |
| Range |
0.0054 |
0.0271 |
0.0217 |
401.9% |
0.0240 |
| ATR |
0.0168 |
0.0176 |
0.0008 |
4.8% |
0.0000 |
| Volume |
2,170 |
1,768 |
-402 |
-18.5% |
4,860 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1511 |
1.1411 |
1.0918 |
|
| R3 |
1.1240 |
1.1140 |
1.0844 |
|
| R2 |
1.0969 |
1.0969 |
1.0819 |
|
| R1 |
1.0869 |
1.0869 |
1.0794 |
1.0919 |
| PP |
1.0698 |
1.0698 |
1.0698 |
1.0723 |
| S1 |
1.0598 |
1.0598 |
1.0744 |
1.0648 |
| S2 |
1.0427 |
1.0427 |
1.0719 |
|
| S3 |
1.0156 |
1.0327 |
1.0694 |
|
| S4 |
0.9885 |
1.0056 |
1.0620 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1109 |
1.0648 |
|
| R3 |
1.0982 |
1.0869 |
1.0582 |
|
| R2 |
1.0742 |
1.0742 |
1.0560 |
|
| R1 |
1.0629 |
1.0629 |
1.0538 |
1.0686 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0530 |
| S1 |
1.0389 |
1.0389 |
1.0494 |
1.0446 |
| S2 |
1.0262 |
1.0262 |
1.0472 |
|
| S3 |
1.0022 |
1.0149 |
1.0450 |
|
| S4 |
0.9782 |
0.9909 |
1.0384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0798 |
1.0414 |
0.0384 |
3.6% |
0.0125 |
1.2% |
92% |
True |
False |
1,185 |
| 10 |
1.0798 |
1.0333 |
0.0465 |
4.3% |
0.0155 |
1.4% |
94% |
True |
False |
734 |
| 20 |
1.0798 |
1.0001 |
0.0797 |
7.4% |
0.0154 |
1.4% |
96% |
True |
False |
428 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.2% |
0.0176 |
1.6% |
76% |
False |
False |
273 |
| 60 |
1.1055 |
0.9357 |
0.1698 |
15.8% |
0.0136 |
1.3% |
83% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1950 |
|
2.618 |
1.1507 |
|
1.618 |
1.1236 |
|
1.000 |
1.1069 |
|
0.618 |
1.0965 |
|
HIGH |
1.0798 |
|
0.618 |
1.0694 |
|
0.500 |
1.0663 |
|
0.382 |
1.0631 |
|
LOW |
1.0527 |
|
0.618 |
1.0360 |
|
1.000 |
1.0256 |
|
1.618 |
1.0089 |
|
2.618 |
0.9818 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0731 |
| PP |
1.0698 |
1.0693 |
| S1 |
1.0663 |
1.0655 |
|