CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0144 |
-0.0023 |
-0.2% |
1.0710 |
| High |
1.0396 |
1.0200 |
-0.0196 |
-1.9% |
1.0920 |
| Low |
1.0100 |
1.0039 |
-0.0061 |
-0.6% |
1.0060 |
| Close |
1.0140 |
1.0112 |
-0.0028 |
-0.3% |
1.0140 |
| Range |
0.0296 |
0.0161 |
-0.0135 |
-45.6% |
0.0860 |
| ATR |
0.0289 |
0.0280 |
-0.0009 |
-3.2% |
0.0000 |
| Volume |
104,454 |
116,701 |
12,247 |
11.7% |
684,647 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0517 |
1.0201 |
|
| R3 |
1.0439 |
1.0356 |
1.0156 |
|
| R2 |
1.0278 |
1.0278 |
1.0142 |
|
| R1 |
1.0195 |
1.0195 |
1.0127 |
1.0156 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0098 |
| S1 |
1.0034 |
1.0034 |
1.0097 |
0.9995 |
| S2 |
0.9956 |
0.9956 |
1.0082 |
|
| S3 |
0.9795 |
0.9873 |
1.0068 |
|
| S4 |
0.9634 |
0.9712 |
1.0023 |
|
|
| 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 |
1.0846 |
1.0039 |
0.0807 |
8.0% |
0.0340 |
3.4% |
9% |
False |
True |
125,412 |
| 10 |
1.1033 |
0.9816 |
0.1217 |
12.0% |
0.0363 |
3.6% |
24% |
False |
False |
132,710 |
| 20 |
1.1033 |
0.9749 |
0.1284 |
12.7% |
0.0293 |
2.9% |
28% |
False |
False |
138,254 |
| 40 |
1.1033 |
0.9219 |
0.1814 |
17.9% |
0.0239 |
2.4% |
49% |
False |
False |
124,711 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0190 |
1.9% |
53% |
False |
False |
83,467 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0158 |
1.6% |
53% |
False |
False |
62,637 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0134 |
1.3% |
53% |
False |
False |
50,128 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0114 |
1.1% |
53% |
False |
False |
41,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0621 |
|
1.618 |
1.0460 |
|
1.000 |
1.0361 |
|
0.618 |
1.0299 |
|
HIGH |
1.0200 |
|
0.618 |
1.0138 |
|
0.500 |
1.0120 |
|
0.382 |
1.0101 |
|
LOW |
1.0039 |
|
0.618 |
0.9940 |
|
1.000 |
0.9878 |
|
1.618 |
0.9779 |
|
2.618 |
0.9618 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0218 |
| PP |
1.0117 |
1.0182 |
| S1 |
1.0115 |
1.0147 |
|