CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0293 |
0.0193 |
1.9% |
0.9888 |
| High |
1.0435 |
1.0310 |
-0.0125 |
-1.2% |
1.1033 |
| Low |
1.0060 |
1.0105 |
0.0045 |
0.4% |
0.9800 |
| Close |
1.0319 |
1.0174 |
-0.0145 |
-1.4% |
1.0624 |
| Range |
0.0375 |
0.0205 |
-0.0170 |
-45.3% |
0.1233 |
| ATR |
0.0295 |
0.0289 |
-0.0006 |
-2.0% |
0.0000 |
| Volume |
149,607 |
123,204 |
-26,403 |
-17.6% |
642,813 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0698 |
1.0287 |
|
| R3 |
1.0606 |
1.0493 |
1.0230 |
|
| R2 |
1.0401 |
1.0401 |
1.0212 |
|
| R1 |
1.0288 |
1.0288 |
1.0193 |
1.0242 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0174 |
| S1 |
1.0083 |
1.0083 |
1.0155 |
1.0037 |
| S2 |
0.9991 |
0.9991 |
1.0136 |
|
| S3 |
0.9786 |
0.9878 |
1.0118 |
|
| S4 |
0.9581 |
0.9673 |
1.0061 |
|
|
| 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 |
1.0060 |
0.0973 |
9.6% |
0.0470 |
4.6% |
12% |
False |
False |
148,769 |
| 10 |
1.1033 |
0.9800 |
0.1233 |
12.1% |
0.0340 |
3.3% |
30% |
False |
False |
138,468 |
| 20 |
1.1033 |
0.9484 |
0.1549 |
15.2% |
0.0302 |
3.0% |
45% |
False |
False |
138,293 |
| 40 |
1.1033 |
0.9219 |
0.1814 |
17.8% |
0.0235 |
2.3% |
53% |
False |
False |
119,439 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0185 |
1.8% |
56% |
False |
False |
79,782 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0153 |
1.5% |
56% |
False |
False |
59,875 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0130 |
1.3% |
56% |
False |
False |
48,118 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0110 |
1.1% |
56% |
False |
False |
40,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.0847 |
|
1.618 |
1.0642 |
|
1.000 |
1.0515 |
|
0.618 |
1.0437 |
|
HIGH |
1.0310 |
|
0.618 |
1.0232 |
|
0.500 |
1.0208 |
|
0.382 |
1.0183 |
|
LOW |
1.0105 |
|
0.618 |
0.9978 |
|
1.000 |
0.9900 |
|
1.618 |
0.9773 |
|
2.618 |
0.9568 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0208 |
1.0453 |
| PP |
1.0196 |
1.0360 |
| S1 |
1.0185 |
1.0267 |
|