CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0865 |
0.0067 |
0.6% |
1.0527 |
| High |
1.0909 |
1.0895 |
-0.0014 |
-0.1% |
1.0954 |
| Low |
1.0777 |
1.0781 |
0.0004 |
0.0% |
1.0527 |
| Close |
1.0895 |
1.0829 |
-0.0066 |
-0.6% |
1.0783 |
| Range |
0.0132 |
0.0114 |
-0.0018 |
-13.6% |
0.0427 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
24,715 |
28,173 |
3,458 |
14.0% |
18,585 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1177 |
1.1117 |
1.0892 |
|
| R3 |
1.1063 |
1.1003 |
1.0860 |
|
| R2 |
1.0949 |
1.0949 |
1.0850 |
|
| R1 |
1.0889 |
1.0889 |
1.0839 |
1.0862 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0822 |
| S1 |
1.0775 |
1.0775 |
1.0819 |
1.0748 |
| S2 |
1.0721 |
1.0721 |
1.0808 |
|
| S3 |
1.0607 |
1.0661 |
1.0798 |
|
| S4 |
1.0493 |
1.0547 |
1.0766 |
|
|
| 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% |
0.0152 |
1.4% |
54% |
False |
False |
14,051 |
| 10 |
1.0954 |
1.0511 |
0.0443 |
4.1% |
0.0135 |
1.2% |
72% |
False |
False |
8,050 |
| 20 |
1.0954 |
1.0286 |
0.0668 |
6.2% |
0.0152 |
1.4% |
81% |
False |
False |
4,175 |
| 40 |
1.1055 |
0.9910 |
0.1145 |
10.6% |
0.0176 |
1.6% |
80% |
False |
False |
2,151 |
| 60 |
1.1055 |
0.9394 |
0.1661 |
15.3% |
0.0148 |
1.4% |
86% |
False |
False |
1,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1380 |
|
2.618 |
1.1193 |
|
1.618 |
1.1079 |
|
1.000 |
1.1009 |
|
0.618 |
1.0965 |
|
HIGH |
1.0895 |
|
0.618 |
1.0851 |
|
0.500 |
1.0838 |
|
0.382 |
1.0825 |
|
LOW |
1.0781 |
|
0.618 |
1.0711 |
|
1.000 |
1.0667 |
|
1.618 |
1.0597 |
|
2.618 |
1.0483 |
|
4.250 |
1.0297 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0818 |
| PP |
1.0835 |
1.0807 |
| S1 |
1.0832 |
1.0796 |
|