CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0765 |
1.0861 |
0.0096 |
0.9% |
1.0527 |
| High |
1.0893 |
1.0954 |
0.0061 |
0.6% |
1.0954 |
| Low |
1.0745 |
1.0739 |
-0.0006 |
-0.1% |
1.0527 |
| Close |
1.0861 |
1.0783 |
-0.0078 |
-0.7% |
1.0783 |
| Range |
0.0148 |
0.0215 |
0.0067 |
45.3% |
0.0427 |
| ATR |
0.0166 |
0.0170 |
0.0003 |
2.1% |
0.0000 |
| Volume |
7,930 |
3,484 |
-4,446 |
-56.1% |
18,585 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1342 |
1.0901 |
|
| R3 |
1.1255 |
1.1127 |
1.0842 |
|
| R2 |
1.1040 |
1.1040 |
1.0822 |
|
| R1 |
1.0912 |
1.0912 |
1.0803 |
1.0869 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0804 |
| S1 |
1.0697 |
1.0697 |
1.0763 |
1.0654 |
| S2 |
1.0610 |
1.0610 |
1.0744 |
|
| S3 |
1.0395 |
1.0482 |
1.0724 |
|
| S4 |
1.0180 |
1.0267 |
1.0665 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.1836 |
1.1018 |
|
| R3 |
1.1609 |
1.1409 |
1.0900 |
|
| R2 |
1.1182 |
1.1182 |
1.0861 |
|
| R1 |
1.0982 |
1.0982 |
1.0822 |
1.1082 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0805 |
| S1 |
1.0555 |
1.0555 |
1.0744 |
1.0655 |
| S2 |
1.0328 |
1.0328 |
1.0705 |
|
| S3 |
0.9901 |
1.0128 |
1.0666 |
|
| S4 |
0.9474 |
0.9701 |
1.0548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0954 |
1.0527 |
0.0427 |
4.0% |
0.0172 |
1.6% |
60% |
True |
False |
3,717 |
| 10 |
1.0954 |
1.0375 |
0.0579 |
5.4% |
0.0143 |
1.3% |
70% |
True |
False |
2,344 |
| 20 |
1.0954 |
1.0111 |
0.0843 |
7.8% |
0.0157 |
1.5% |
80% |
True |
False |
1,241 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.2% |
0.0172 |
1.6% |
77% |
False |
False |
681 |
| 60 |
1.1055 |
0.9394 |
0.1661 |
15.4% |
0.0145 |
1.3% |
84% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1868 |
|
2.618 |
1.1517 |
|
1.618 |
1.1302 |
|
1.000 |
1.1169 |
|
0.618 |
1.1087 |
|
HIGH |
1.0954 |
|
0.618 |
1.0872 |
|
0.500 |
1.0847 |
|
0.382 |
1.0821 |
|
LOW |
1.0739 |
|
0.618 |
1.0606 |
|
1.000 |
1.0524 |
|
1.618 |
1.0391 |
|
2.618 |
1.0176 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0847 |
1.0846 |
| PP |
1.0825 |
1.0825 |
| S1 |
1.0804 |
1.0804 |
|