CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0865 |
1.0806 |
-0.0059 |
-0.5% |
1.0527 |
| High |
1.0895 |
1.1001 |
0.0106 |
1.0% |
1.0954 |
| Low |
1.0781 |
1.0797 |
0.0016 |
0.1% |
1.0527 |
| Close |
1.0829 |
1.0923 |
0.0094 |
0.9% |
1.0783 |
| Range |
0.0114 |
0.0204 |
0.0090 |
78.9% |
0.0427 |
| ATR |
0.0162 |
0.0165 |
0.0003 |
1.8% |
0.0000 |
| Volume |
28,173 |
39,064 |
10,891 |
38.7% |
18,585 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1519 |
1.1425 |
1.1035 |
|
| R3 |
1.1315 |
1.1221 |
1.0979 |
|
| R2 |
1.1111 |
1.1111 |
1.0960 |
|
| R1 |
1.1017 |
1.1017 |
1.0942 |
1.1064 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0931 |
| S1 |
1.0813 |
1.0813 |
1.0904 |
1.0860 |
| S2 |
1.0703 |
1.0703 |
1.0886 |
|
| S3 |
1.0499 |
1.0609 |
1.0867 |
|
| S4 |
1.0295 |
1.0405 |
1.0811 |
|
|
| 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 |
1.1001 |
1.0683 |
0.0318 |
2.9% |
0.0163 |
1.5% |
75% |
True |
False |
20,278 |
| 10 |
1.1001 |
1.0511 |
0.0490 |
4.5% |
0.0152 |
1.4% |
84% |
True |
False |
11,866 |
| 20 |
1.1001 |
1.0286 |
0.0715 |
6.5% |
0.0149 |
1.4% |
89% |
True |
False |
6,125 |
| 40 |
1.1055 |
0.9910 |
0.1145 |
10.5% |
0.0177 |
1.6% |
88% |
False |
False |
3,127 |
| 60 |
1.1055 |
0.9394 |
0.1661 |
15.2% |
0.0151 |
1.4% |
92% |
False |
False |
2,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1868 |
|
2.618 |
1.1535 |
|
1.618 |
1.1331 |
|
1.000 |
1.1205 |
|
0.618 |
1.1127 |
|
HIGH |
1.1001 |
|
0.618 |
1.0923 |
|
0.500 |
1.0899 |
|
0.382 |
1.0875 |
|
LOW |
1.0797 |
|
0.618 |
1.0671 |
|
1.000 |
1.0593 |
|
1.618 |
1.0467 |
|
2.618 |
1.0263 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0912 |
| PP |
1.0907 |
1.0900 |
| S1 |
1.0899 |
1.0889 |
|