CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1467 |
0.0223 |
2.0% |
1.0810 |
| High |
1.1492 |
1.1471 |
-0.0021 |
-0.2% |
1.1373 |
| Low |
1.1221 |
1.1116 |
-0.0105 |
-0.9% |
1.0683 |
| Close |
1.1379 |
1.1197 |
-0.0182 |
-1.6% |
1.1004 |
| Range |
0.0271 |
0.0355 |
0.0084 |
31.0% |
0.0690 |
| ATR |
0.0196 |
0.0207 |
0.0011 |
5.8% |
0.0000 |
| Volume |
64,376 |
77,377 |
13,001 |
20.2% |
171,058 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2117 |
1.1392 |
|
| R3 |
1.1971 |
1.1762 |
1.1295 |
|
| R2 |
1.1616 |
1.1616 |
1.1262 |
|
| R1 |
1.1407 |
1.1407 |
1.1230 |
1.1334 |
| PP |
1.1261 |
1.1261 |
1.1261 |
1.1225 |
| S1 |
1.1052 |
1.1052 |
1.1164 |
1.0979 |
| S2 |
1.0906 |
1.0906 |
1.1132 |
|
| S3 |
1.0551 |
1.0697 |
1.1099 |
|
| S4 |
1.0196 |
1.0342 |
1.1002 |
|
|
| 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 |
1.1492 |
1.0909 |
0.0583 |
5.2% |
0.0299 |
2.7% |
49% |
False |
False |
74,952 |
| 10 |
1.1492 |
1.0683 |
0.0809 |
7.2% |
0.0231 |
2.1% |
64% |
False |
False |
47,615 |
| 20 |
1.1492 |
1.0375 |
0.1117 |
10.0% |
0.0187 |
1.7% |
74% |
False |
False |
24,817 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.3% |
0.0198 |
1.8% |
80% |
False |
False |
12,482 |
| 60 |
1.1492 |
0.9567 |
0.1925 |
17.2% |
0.0171 |
1.5% |
85% |
False |
False |
8,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2980 |
|
2.618 |
1.2400 |
|
1.618 |
1.2045 |
|
1.000 |
1.1826 |
|
0.618 |
1.1690 |
|
HIGH |
1.1471 |
|
0.618 |
1.1335 |
|
0.500 |
1.1294 |
|
0.382 |
1.1252 |
|
LOW |
1.1116 |
|
0.618 |
1.0897 |
|
1.000 |
1.0761 |
|
1.618 |
1.0542 |
|
2.618 |
1.0187 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1266 |
| PP |
1.1261 |
1.1243 |
| S1 |
1.1229 |
1.1220 |
|