CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0962 |
1.0965 |
0.0003 |
0.0% |
1.0810 |
| High |
1.1373 |
1.1106 |
-0.0267 |
-2.3% |
1.1373 |
| Low |
1.0909 |
1.0958 |
0.0049 |
0.4% |
1.0683 |
| Close |
1.1004 |
1.1060 |
0.0056 |
0.5% |
1.1004 |
| Range |
0.0464 |
0.0148 |
-0.0316 |
-68.1% |
0.0690 |
| ATR |
0.0187 |
0.0184 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
73,151 |
104,703 |
31,552 |
43.1% |
171,058 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1421 |
1.1141 |
|
| R3 |
1.1337 |
1.1273 |
1.1101 |
|
| R2 |
1.1189 |
1.1189 |
1.1087 |
|
| R1 |
1.1125 |
1.1125 |
1.1074 |
1.1157 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1058 |
| S1 |
1.0977 |
1.0977 |
1.1046 |
1.1009 |
| S2 |
1.0893 |
1.0893 |
1.1033 |
|
| S3 |
1.0745 |
1.0829 |
1.1019 |
|
| S4 |
1.0597 |
1.0681 |
1.0979 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.2737 |
1.1384 |
|
| R3 |
1.2400 |
1.2047 |
1.1194 |
|
| R2 |
1.1710 |
1.1710 |
1.1131 |
|
| R1 |
1.1357 |
1.1357 |
1.1067 |
1.1534 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1108 |
| S1 |
1.0667 |
1.0667 |
1.0941 |
1.0844 |
| S2 |
1.0330 |
1.0330 |
1.0878 |
|
| S3 |
0.9640 |
0.9977 |
1.0814 |
|
| S4 |
0.8950 |
0.9287 |
1.0625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.0777 |
0.0596 |
5.4% |
0.0212 |
1.9% |
47% |
False |
False |
53,961 |
| 10 |
1.1373 |
1.0683 |
0.0690 |
6.2% |
0.0180 |
1.6% |
55% |
False |
False |
29,257 |
| 20 |
1.1373 |
1.0333 |
0.1040 |
9.4% |
0.0168 |
1.5% |
70% |
False |
False |
14,996 |
| 40 |
1.1373 |
0.9910 |
0.1463 |
13.2% |
0.0190 |
1.7% |
79% |
False |
False |
7,571 |
| 60 |
1.1373 |
0.9535 |
0.1838 |
16.6% |
0.0159 |
1.4% |
83% |
False |
False |
5,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1735 |
|
2.618 |
1.1493 |
|
1.618 |
1.1345 |
|
1.000 |
1.1254 |
|
0.618 |
1.1197 |
|
HIGH |
1.1106 |
|
0.618 |
1.1049 |
|
0.500 |
1.1032 |
|
0.382 |
1.1015 |
|
LOW |
1.0958 |
|
0.618 |
1.0867 |
|
1.000 |
1.0810 |
|
1.618 |
1.0719 |
|
2.618 |
1.0571 |
|
4.250 |
1.0329 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1051 |
1.1085 |
| PP |
1.1041 |
1.1077 |
| S1 |
1.1032 |
1.1068 |
|