CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0029 |
-0.0056 |
-0.6% |
1.0710 |
| High |
1.0175 |
1.0223 |
0.0048 |
0.5% |
1.0920 |
| Low |
0.9953 |
1.0015 |
0.0062 |
0.6% |
1.0060 |
| Close |
1.0036 |
1.0118 |
0.0082 |
0.8% |
1.0140 |
| Range |
0.0222 |
0.0208 |
-0.0014 |
-6.3% |
0.0860 |
| ATR |
0.0276 |
0.0271 |
-0.0005 |
-1.8% |
0.0000 |
| Volume |
74,400 |
94,624 |
20,224 |
27.2% |
684,647 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0638 |
1.0232 |
|
| R3 |
1.0535 |
1.0430 |
1.0175 |
|
| R2 |
1.0327 |
1.0327 |
1.0156 |
|
| R1 |
1.0222 |
1.0222 |
1.0137 |
1.0275 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0145 |
| S1 |
1.0014 |
1.0014 |
1.0099 |
1.0067 |
| S2 |
0.9911 |
0.9911 |
1.0080 |
|
| S3 |
0.9703 |
0.9806 |
1.0061 |
|
| S4 |
0.9495 |
0.9598 |
1.0004 |
|
|
| 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 |
1.0396 |
0.9953 |
0.0443 |
4.4% |
0.0218 |
2.2% |
37% |
False |
False |
102,676 |
| 10 |
1.1033 |
0.9953 |
0.1080 |
10.7% |
0.0349 |
3.5% |
15% |
False |
False |
127,729 |
| 20 |
1.1033 |
0.9754 |
0.1279 |
12.6% |
0.0287 |
2.8% |
28% |
False |
False |
129,611 |
| 40 |
1.1033 |
0.9306 |
0.1727 |
17.1% |
0.0244 |
2.4% |
47% |
False |
False |
127,956 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0195 |
1.9% |
53% |
False |
False |
86,280 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0162 |
1.6% |
53% |
False |
False |
64,741 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0138 |
1.4% |
53% |
False |
False |
51,818 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.4% |
0.0117 |
1.2% |
53% |
False |
False |
43,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0768 |
|
1.618 |
1.0560 |
|
1.000 |
1.0431 |
|
0.618 |
1.0352 |
|
HIGH |
1.0223 |
|
0.618 |
1.0144 |
|
0.500 |
1.0119 |
|
0.382 |
1.0094 |
|
LOW |
1.0015 |
|
0.618 |
0.9886 |
|
1.000 |
0.9807 |
|
1.618 |
0.9678 |
|
2.618 |
0.9470 |
|
4.250 |
0.9131 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0119 |
1.0108 |
| PP |
1.0119 |
1.0098 |
| S1 |
1.0118 |
1.0088 |
|