CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0774 |
1.0765 |
-0.0009 |
-0.1% |
1.0476 |
| High |
1.0854 |
1.0893 |
0.0039 |
0.4% |
1.0615 |
| Low |
1.0738 |
1.0745 |
0.0007 |
0.1% |
1.0375 |
| Close |
1.0784 |
1.0861 |
0.0077 |
0.7% |
1.0516 |
| Range |
0.0116 |
0.0148 |
0.0032 |
27.6% |
0.0240 |
| ATR |
0.0168 |
0.0166 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
4,032 |
7,930 |
3,898 |
96.7% |
4,860 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1217 |
1.0942 |
|
| R3 |
1.1129 |
1.1069 |
1.0902 |
|
| R2 |
1.0981 |
1.0981 |
1.0888 |
|
| R1 |
1.0921 |
1.0921 |
1.0875 |
1.0951 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0848 |
| S1 |
1.0773 |
1.0773 |
1.0847 |
1.0803 |
| S2 |
1.0685 |
1.0685 |
1.0834 |
|
| S3 |
1.0537 |
1.0625 |
1.0820 |
|
| S4 |
1.0389 |
1.0477 |
1.0780 |
|
|
| 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 |
1.0893 |
1.0511 |
0.0382 |
3.5% |
0.0140 |
1.3% |
92% |
True |
False |
3,454 |
| 10 |
1.0893 |
1.0375 |
0.0518 |
4.8% |
0.0144 |
1.3% |
94% |
True |
False |
2,019 |
| 20 |
1.0893 |
1.0111 |
0.0782 |
7.2% |
0.0153 |
1.4% |
96% |
True |
False |
1,070 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.1% |
0.0173 |
1.6% |
84% |
False |
False |
595 |
| 60 |
1.1055 |
0.9360 |
0.1695 |
15.6% |
0.0143 |
1.3% |
89% |
False |
False |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1522 |
|
2.618 |
1.1280 |
|
1.618 |
1.1132 |
|
1.000 |
1.1041 |
|
0.618 |
1.0984 |
|
HIGH |
1.0893 |
|
0.618 |
1.0836 |
|
0.500 |
1.0819 |
|
0.382 |
1.0802 |
|
LOW |
1.0745 |
|
0.618 |
1.0654 |
|
1.000 |
1.0597 |
|
1.618 |
1.0506 |
|
2.618 |
1.0358 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0843 |
| PP |
1.0833 |
1.0824 |
| S1 |
1.0819 |
1.0806 |
|