CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1061 |
1.1043 |
-0.0018 |
-0.2% |
1.1239 |
| High |
1.1081 |
1.1162 |
0.0081 |
0.7% |
1.1240 |
| Low |
1.1027 |
1.0958 |
-0.0069 |
-0.6% |
1.1008 |
| Close |
1.1057 |
1.1087 |
0.0030 |
0.3% |
1.1057 |
| Range |
0.0054 |
0.0204 |
0.0150 |
277.8% |
0.0232 |
| ATR |
0.0181 |
0.0183 |
0.0002 |
0.9% |
0.0000 |
| Volume |
10,346 |
6,476 |
-3,870 |
-37.4% |
117,350 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1588 |
1.1199 |
|
| R3 |
1.1477 |
1.1384 |
1.1143 |
|
| R2 |
1.1273 |
1.1273 |
1.1124 |
|
| R1 |
1.1180 |
1.1180 |
1.1106 |
1.1227 |
| PP |
1.1069 |
1.1069 |
1.1069 |
1.1092 |
| S1 |
1.0976 |
1.0976 |
1.1068 |
1.1023 |
| S2 |
1.0865 |
1.0865 |
1.1050 |
|
| S3 |
1.0661 |
1.0772 |
1.1031 |
|
| S4 |
1.0457 |
1.0568 |
1.0975 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1659 |
1.1185 |
|
| R3 |
1.1566 |
1.1427 |
1.1121 |
|
| R2 |
1.1334 |
1.1334 |
1.1100 |
|
| R1 |
1.1195 |
1.1195 |
1.1078 |
1.1149 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1078 |
| S1 |
1.0963 |
1.0963 |
1.1036 |
1.0917 |
| S2 |
1.0870 |
1.0870 |
1.1014 |
|
| S3 |
1.0638 |
1.0731 |
1.0993 |
|
| S4 |
1.0406 |
1.0499 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1240 |
1.0958 |
0.0282 |
2.5% |
0.0132 |
1.2% |
46% |
False |
True |
24,765 |
| 10 |
1.1492 |
1.0958 |
0.0534 |
4.8% |
0.0188 |
1.7% |
24% |
False |
True |
50,542 |
| 20 |
1.1492 |
1.0527 |
0.0965 |
8.7% |
0.0190 |
1.7% |
58% |
False |
False |
34,753 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.4% |
0.0168 |
1.5% |
73% |
False |
False |
17,547 |
| 60 |
1.1492 |
0.9809 |
0.1683 |
15.2% |
0.0181 |
1.6% |
76% |
False |
False |
11,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1696 |
|
1.618 |
1.1492 |
|
1.000 |
1.1366 |
|
0.618 |
1.1288 |
|
HIGH |
1.1162 |
|
0.618 |
1.1084 |
|
0.500 |
1.1060 |
|
0.382 |
1.1036 |
|
LOW |
1.0958 |
|
0.618 |
1.0832 |
|
1.000 |
1.0754 |
|
1.618 |
1.0628 |
|
2.618 |
1.0424 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1078 |
| PP |
1.1069 |
1.1069 |
| S1 |
1.1060 |
1.1060 |
|