CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0215 |
0.0105 |
1.0% |
1.0144 |
| High |
1.0255 |
1.0283 |
0.0028 |
0.3% |
1.0347 |
| Low |
1.0058 |
1.0174 |
0.0116 |
1.2% |
0.9953 |
| Close |
1.0240 |
1.0237 |
-0.0003 |
0.0% |
1.0200 |
| Range |
0.0197 |
0.0109 |
-0.0088 |
-44.7% |
0.0394 |
| ATR |
0.0254 |
0.0244 |
-0.0010 |
-4.1% |
0.0000 |
| Volume |
108,428 |
79,851 |
-28,577 |
-26.4% |
512,324 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0507 |
1.0297 |
|
| R3 |
1.0449 |
1.0398 |
1.0267 |
|
| R2 |
1.0340 |
1.0340 |
1.0257 |
|
| R1 |
1.0289 |
1.0289 |
1.0247 |
1.0315 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0244 |
| S1 |
1.0180 |
1.0180 |
1.0227 |
1.0206 |
| S2 |
1.0122 |
1.0122 |
1.0217 |
|
| S3 |
1.0013 |
1.0071 |
1.0207 |
|
| S4 |
0.9904 |
0.9962 |
1.0177 |
|
|
| 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 |
1.0015 |
0.0332 |
3.2% |
0.0175 |
1.7% |
67% |
False |
False |
101,900 |
| 10 |
1.0435 |
0.9953 |
0.0482 |
4.7% |
0.0213 |
2.1% |
59% |
False |
False |
107,786 |
| 20 |
1.1033 |
0.9800 |
0.1233 |
12.0% |
0.0271 |
2.6% |
35% |
False |
False |
123,174 |
| 40 |
1.1033 |
0.9322 |
0.1711 |
16.7% |
0.0242 |
2.4% |
53% |
False |
False |
125,484 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0202 |
2.0% |
59% |
False |
False |
93,183 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0166 |
1.6% |
59% |
False |
False |
69,916 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0143 |
1.4% |
59% |
False |
False |
55,965 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.2% |
0.0122 |
1.2% |
59% |
False |
False |
46,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0568 |
|
1.618 |
1.0459 |
|
1.000 |
1.0392 |
|
0.618 |
1.0350 |
|
HIGH |
1.0283 |
|
0.618 |
1.0241 |
|
0.500 |
1.0229 |
|
0.382 |
1.0216 |
|
LOW |
1.0174 |
|
0.618 |
1.0107 |
|
1.000 |
1.0065 |
|
1.618 |
0.9998 |
|
2.618 |
0.9889 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0226 |
| PP |
1.0231 |
1.0214 |
| S1 |
1.0229 |
1.0203 |
|