CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0810 |
-0.0051 |
-0.5% |
1.0527 |
| High |
1.0954 |
1.0835 |
-0.0119 |
-1.1% |
1.0954 |
| Low |
1.0739 |
1.0683 |
-0.0056 |
-0.5% |
1.0527 |
| Close |
1.0783 |
1.0789 |
0.0006 |
0.1% |
1.0783 |
| Range |
0.0215 |
0.0152 |
-0.0063 |
-29.3% |
0.0427 |
| ATR |
0.0170 |
0.0168 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3,484 |
5,955 |
2,471 |
70.9% |
18,585 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1159 |
1.0873 |
|
| R3 |
1.1073 |
1.1007 |
1.0831 |
|
| R2 |
1.0921 |
1.0921 |
1.0817 |
|
| R1 |
1.0855 |
1.0855 |
1.0803 |
1.0812 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0748 |
| S1 |
1.0703 |
1.0703 |
1.0775 |
1.0660 |
| S2 |
1.0617 |
1.0617 |
1.0761 |
|
| S3 |
1.0465 |
1.0551 |
1.0747 |
|
| S4 |
1.0313 |
1.0399 |
1.0705 |
|
|
| 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 |
1.0683 |
0.0271 |
2.5% |
0.0148 |
1.4% |
39% |
False |
True |
4,554 |
| 10 |
1.0954 |
1.0414 |
0.0540 |
5.0% |
0.0137 |
1.3% |
69% |
False |
False |
2,870 |
| 20 |
1.0954 |
1.0249 |
0.0705 |
6.5% |
0.0156 |
1.4% |
77% |
False |
False |
1,538 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.2% |
0.0173 |
1.6% |
78% |
False |
False |
830 |
| 60 |
1.1055 |
0.9394 |
0.1661 |
15.4% |
0.0146 |
1.4% |
84% |
False |
False |
570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1481 |
|
2.618 |
1.1233 |
|
1.618 |
1.1081 |
|
1.000 |
1.0987 |
|
0.618 |
1.0929 |
|
HIGH |
1.0835 |
|
0.618 |
1.0777 |
|
0.500 |
1.0759 |
|
0.382 |
1.0741 |
|
LOW |
1.0683 |
|
0.618 |
1.0589 |
|
1.000 |
1.0531 |
|
1.618 |
1.0437 |
|
2.618 |
1.0285 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0779 |
1.0819 |
| PP |
1.0769 |
1.0809 |
| S1 |
1.0759 |
1.0799 |
|