CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0266 |
0.0052 |
0.5% |
1.0144 |
| High |
1.0269 |
1.0347 |
0.0078 |
0.8% |
1.0347 |
| Low |
1.0118 |
1.0138 |
0.0020 |
0.2% |
0.9953 |
| Close |
1.0238 |
1.0200 |
-0.0038 |
-0.4% |
1.0200 |
| Range |
0.0151 |
0.0209 |
0.0058 |
38.4% |
0.0394 |
| ATR |
0.0263 |
0.0259 |
-0.0004 |
-1.5% |
0.0000 |
| Volume |
104,110 |
122,489 |
18,379 |
17.7% |
512,324 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0737 |
1.0315 |
|
| R3 |
1.0646 |
1.0528 |
1.0257 |
|
| R2 |
1.0437 |
1.0437 |
1.0238 |
|
| R1 |
1.0319 |
1.0319 |
1.0219 |
1.0274 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0206 |
| S1 |
1.0110 |
1.0110 |
1.0181 |
1.0065 |
| S2 |
1.0019 |
1.0019 |
1.0162 |
|
| S3 |
0.9810 |
0.9901 |
1.0143 |
|
| S4 |
0.9601 |
0.9692 |
1.0085 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1349 |
1.1168 |
1.0417 |
|
| R3 |
1.0955 |
1.0774 |
1.0308 |
|
| R2 |
1.0561 |
1.0561 |
1.0272 |
|
| R1 |
1.0380 |
1.0380 |
1.0236 |
1.0471 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0212 |
| S1 |
0.9986 |
0.9986 |
1.0164 |
1.0077 |
| S2 |
0.9773 |
0.9773 |
1.0128 |
|
| S3 |
0.9379 |
0.9592 |
1.0092 |
|
| S4 |
0.8985 |
0.9198 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0347 |
0.9953 |
0.0394 |
3.9% |
0.0190 |
1.9% |
63% |
True |
False |
102,464 |
| 10 |
1.0920 |
0.9953 |
0.0967 |
9.5% |
0.0280 |
2.7% |
26% |
False |
False |
119,697 |
| 20 |
1.1033 |
0.9754 |
0.1279 |
12.5% |
0.0277 |
2.7% |
35% |
False |
False |
125,337 |
| 40 |
1.1033 |
0.9322 |
0.1711 |
16.8% |
0.0246 |
2.4% |
51% |
False |
False |
128,873 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0198 |
1.9% |
58% |
False |
False |
90,051 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0165 |
1.6% |
58% |
False |
False |
67,569 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0141 |
1.4% |
58% |
False |
False |
54,083 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.3% |
0.0120 |
1.2% |
58% |
False |
False |
45,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1235 |
|
2.618 |
1.0894 |
|
1.618 |
1.0685 |
|
1.000 |
1.0556 |
|
0.618 |
1.0476 |
|
HIGH |
1.0347 |
|
0.618 |
1.0267 |
|
0.500 |
1.0243 |
|
0.382 |
1.0218 |
|
LOW |
1.0138 |
|
0.618 |
1.0009 |
|
1.000 |
0.9929 |
|
1.618 |
0.9800 |
|
2.618 |
0.9591 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0194 |
| PP |
1.0228 |
1.0187 |
| S1 |
1.0214 |
1.0181 |
|