CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1171 |
1.1239 |
0.0068 |
0.6% |
1.0965 |
| High |
1.1328 |
1.1240 |
-0.0088 |
-0.8% |
1.1492 |
| Low |
1.1142 |
1.1071 |
-0.0071 |
-0.6% |
1.0958 |
| Close |
1.1198 |
1.1125 |
-0.0073 |
-0.7% |
1.1198 |
| Range |
0.0186 |
0.0169 |
-0.0017 |
-9.1% |
0.0534 |
| ATR |
0.0206 |
0.0203 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
79,988 |
50,004 |
-29,984 |
-37.5% |
381,597 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1652 |
1.1558 |
1.1218 |
|
| R3 |
1.1483 |
1.1389 |
1.1171 |
|
| R2 |
1.1314 |
1.1314 |
1.1156 |
|
| R1 |
1.1220 |
1.1220 |
1.1140 |
1.1183 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1127 |
| S1 |
1.1051 |
1.1051 |
1.1110 |
1.1014 |
| S2 |
1.0976 |
1.0976 |
1.1094 |
|
| S3 |
1.0807 |
1.0882 |
1.1079 |
|
| S4 |
1.0638 |
1.0713 |
1.1032 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2542 |
1.1492 |
|
| R3 |
1.2284 |
1.2008 |
1.1345 |
|
| R2 |
1.1750 |
1.1750 |
1.1296 |
|
| R1 |
1.1474 |
1.1474 |
1.1247 |
1.1612 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1285 |
| S1 |
1.0940 |
1.0940 |
1.1149 |
1.1078 |
| S2 |
1.0682 |
1.0682 |
1.1100 |
|
| S3 |
1.0148 |
1.0406 |
1.1051 |
|
| S4 |
0.9614 |
0.9872 |
1.0904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1492 |
1.1039 |
0.0453 |
4.1% |
0.0248 |
2.2% |
19% |
False |
False |
65,379 |
| 10 |
1.1492 |
1.0777 |
0.0715 |
6.4% |
0.0230 |
2.1% |
49% |
False |
False |
59,670 |
| 20 |
1.1492 |
1.0414 |
0.1078 |
9.7% |
0.0183 |
1.6% |
66% |
False |
False |
31,270 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.4% |
0.0185 |
1.7% |
75% |
False |
False |
15,707 |
| 60 |
1.1492 |
0.9567 |
0.1925 |
17.3% |
0.0176 |
1.6% |
81% |
False |
False |
10,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1958 |
|
2.618 |
1.1682 |
|
1.618 |
1.1513 |
|
1.000 |
1.1409 |
|
0.618 |
1.1344 |
|
HIGH |
1.1240 |
|
0.618 |
1.1175 |
|
0.500 |
1.1156 |
|
0.382 |
1.1136 |
|
LOW |
1.1071 |
|
0.618 |
1.0967 |
|
1.000 |
1.0902 |
|
1.618 |
1.0798 |
|
2.618 |
1.0629 |
|
4.250 |
1.0353 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1156 |
1.1271 |
| PP |
1.1145 |
1.1222 |
| S1 |
1.1135 |
1.1174 |
|