CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0710 |
0.0459 |
4.5% |
0.9888 |
| High |
1.1033 |
1.0920 |
-0.0113 |
-1.0% |
1.1033 |
| Low |
1.0238 |
1.0611 |
0.0373 |
3.6% |
0.9800 |
| Close |
1.0624 |
1.0690 |
0.0066 |
0.6% |
1.0624 |
| Range |
0.0795 |
0.0309 |
-0.0486 |
-61.1% |
0.1233 |
| ATR |
0.0256 |
0.0260 |
0.0004 |
1.5% |
0.0000 |
| Volume |
163,652 |
174,288 |
10,636 |
6.5% |
642,813 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1488 |
1.0860 |
|
| R3 |
1.1358 |
1.1179 |
1.0775 |
|
| R2 |
1.1049 |
1.1049 |
1.0747 |
|
| R1 |
1.0870 |
1.0870 |
1.0718 |
1.0805 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0708 |
| S1 |
1.0561 |
1.0561 |
1.0662 |
1.0496 |
| S2 |
1.0431 |
1.0431 |
1.0633 |
|
| S3 |
1.0122 |
1.0252 |
1.0605 |
|
| S4 |
0.9813 |
0.9943 |
1.0520 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4185 |
1.3637 |
1.1302 |
|
| R3 |
1.2952 |
1.2404 |
1.0963 |
|
| R2 |
1.1719 |
1.1719 |
1.0850 |
|
| R1 |
1.1171 |
1.1171 |
1.0737 |
1.1445 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0623 |
| S1 |
0.9938 |
0.9938 |
1.0511 |
1.0212 |
| S2 |
0.9253 |
0.9253 |
1.0398 |
|
| S3 |
0.8020 |
0.8705 |
1.0285 |
|
| S4 |
0.6787 |
0.7472 |
0.9946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1033 |
0.9816 |
0.1217 |
11.4% |
0.0385 |
3.6% |
72% |
False |
False |
140,009 |
| 10 |
1.1033 |
0.9754 |
0.1279 |
12.0% |
0.0277 |
2.6% |
73% |
False |
False |
132,864 |
| 20 |
1.1033 |
0.9484 |
0.1549 |
14.5% |
0.0263 |
2.5% |
78% |
False |
False |
136,006 |
| 40 |
1.1033 |
0.9191 |
0.1842 |
17.2% |
0.0212 |
2.0% |
81% |
False |
False |
109,415 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
18.4% |
0.0166 |
1.6% |
83% |
False |
False |
73,025 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.4% |
0.0138 |
1.3% |
83% |
False |
False |
54,804 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.4% |
0.0119 |
1.1% |
83% |
False |
False |
44,060 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.4% |
0.0100 |
0.9% |
83% |
False |
False |
36,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2233 |
|
2.618 |
1.1729 |
|
1.618 |
1.1420 |
|
1.000 |
1.1229 |
|
0.618 |
1.1111 |
|
HIGH |
1.0920 |
|
0.618 |
1.0802 |
|
0.500 |
1.0766 |
|
0.382 |
1.0729 |
|
LOW |
1.0611 |
|
0.618 |
1.0420 |
|
1.000 |
1.0302 |
|
1.618 |
1.0111 |
|
2.618 |
0.9802 |
|
4.250 |
0.9298 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0766 |
1.0667 |
| PP |
1.0740 |
1.0644 |
| S1 |
1.0715 |
1.0621 |
|