CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0167 |
-0.0126 |
-1.2% |
1.0710 |
| High |
1.0310 |
1.0396 |
0.0086 |
0.8% |
1.0920 |
| Low |
1.0105 |
1.0100 |
-0.0005 |
0.0% |
1.0060 |
| Close |
1.0174 |
1.0140 |
-0.0034 |
-0.3% |
1.0140 |
| Range |
0.0205 |
0.0296 |
0.0091 |
44.4% |
0.0860 |
| ATR |
0.0289 |
0.0289 |
0.0001 |
0.2% |
0.0000 |
| Volume |
123,204 |
104,454 |
-18,750 |
-15.2% |
684,647 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.0916 |
1.0303 |
|
| R3 |
1.0804 |
1.0620 |
1.0221 |
|
| R2 |
1.0508 |
1.0508 |
1.0194 |
|
| R1 |
1.0324 |
1.0324 |
1.0167 |
1.0268 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0184 |
| S1 |
1.0028 |
1.0028 |
1.0113 |
0.9972 |
| S2 |
0.9916 |
0.9916 |
1.0086 |
|
| S3 |
0.9620 |
0.9732 |
1.0059 |
|
| S4 |
0.9324 |
0.9436 |
0.9977 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2407 |
1.0613 |
|
| R3 |
1.2093 |
1.1547 |
1.0377 |
|
| R2 |
1.1233 |
1.1233 |
1.0298 |
|
| R1 |
1.0687 |
1.0687 |
1.0219 |
1.0530 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0295 |
| S1 |
0.9827 |
0.9827 |
1.0061 |
0.9670 |
| S2 |
0.9513 |
0.9513 |
0.9982 |
|
| S3 |
0.8653 |
0.8967 |
0.9904 |
|
| S4 |
0.7793 |
0.8107 |
0.9667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0920 |
1.0060 |
0.0860 |
8.5% |
0.0370 |
3.6% |
9% |
False |
False |
136,929 |
| 10 |
1.1033 |
0.9800 |
0.1233 |
12.2% |
0.0357 |
3.5% |
28% |
False |
False |
132,746 |
| 20 |
1.1033 |
0.9571 |
0.1462 |
14.4% |
0.0309 |
3.0% |
39% |
False |
False |
138,836 |
| 40 |
1.1033 |
0.9219 |
0.1814 |
17.9% |
0.0239 |
2.4% |
51% |
False |
False |
121,973 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0188 |
1.8% |
55% |
False |
False |
81,523 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0156 |
1.5% |
55% |
False |
False |
61,179 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0133 |
1.3% |
55% |
False |
False |
48,961 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0113 |
1.1% |
55% |
False |
False |
40,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1171 |
|
1.618 |
1.0875 |
|
1.000 |
1.0692 |
|
0.618 |
1.0579 |
|
HIGH |
1.0396 |
|
0.618 |
1.0283 |
|
0.500 |
1.0248 |
|
0.382 |
1.0213 |
|
LOW |
1.0100 |
|
0.618 |
0.9917 |
|
1.000 |
0.9804 |
|
1.618 |
0.9621 |
|
2.618 |
0.9325 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0248 |
| PP |
1.0212 |
1.0212 |
| S1 |
1.0176 |
1.0176 |
|