CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0110 |
-0.0156 |
-1.5% |
1.0144 |
| High |
1.0347 |
1.0255 |
-0.0092 |
-0.9% |
1.0347 |
| Low |
1.0138 |
1.0058 |
-0.0080 |
-0.8% |
0.9953 |
| Close |
1.0200 |
1.0240 |
0.0040 |
0.4% |
1.0200 |
| Range |
0.0209 |
0.0197 |
-0.0012 |
-5.7% |
0.0394 |
| ATR |
0.0259 |
0.0254 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
122,489 |
108,428 |
-14,061 |
-11.5% |
512,324 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0705 |
1.0348 |
|
| R3 |
1.0578 |
1.0508 |
1.0294 |
|
| R2 |
1.0381 |
1.0381 |
1.0276 |
|
| R1 |
1.0311 |
1.0311 |
1.0258 |
1.0346 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0202 |
| S1 |
1.0114 |
1.0114 |
1.0222 |
1.0149 |
| S2 |
0.9987 |
0.9987 |
1.0204 |
|
| S3 |
0.9790 |
0.9917 |
1.0186 |
|
| S4 |
0.9593 |
0.9720 |
1.0132 |
|
|
| 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 |
3.8% |
0.0197 |
1.9% |
73% |
False |
False |
100,810 |
| 10 |
1.0846 |
0.9953 |
0.0893 |
8.7% |
0.0269 |
2.6% |
32% |
False |
False |
113,111 |
| 20 |
1.1033 |
0.9754 |
0.1279 |
12.5% |
0.0273 |
2.7% |
38% |
False |
False |
122,988 |
| 40 |
1.1033 |
0.9322 |
0.1711 |
16.7% |
0.0246 |
2.4% |
54% |
False |
False |
128,550 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0201 |
2.0% |
60% |
False |
False |
91,854 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0165 |
1.6% |
60% |
False |
False |
68,924 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0142 |
1.4% |
60% |
False |
False |
55,167 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0121 |
1.2% |
60% |
False |
False |
46,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.0771 |
|
1.618 |
1.0574 |
|
1.000 |
1.0452 |
|
0.618 |
1.0377 |
|
HIGH |
1.0255 |
|
0.618 |
1.0180 |
|
0.500 |
1.0157 |
|
0.382 |
1.0133 |
|
LOW |
1.0058 |
|
0.618 |
0.9936 |
|
1.000 |
0.9861 |
|
1.618 |
0.9739 |
|
2.618 |
0.9542 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0228 |
| PP |
1.0184 |
1.0215 |
| S1 |
1.0157 |
1.0203 |
|