CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0567 |
0.0316 |
3.1% |
1.0144 |
| High |
1.0593 |
1.0579 |
-0.0014 |
-0.1% |
1.0347 |
| Low |
1.0202 |
1.0180 |
-0.0022 |
-0.2% |
0.9953 |
| Close |
1.0472 |
1.0376 |
-0.0096 |
-0.9% |
1.0200 |
| Range |
0.0391 |
0.0399 |
0.0008 |
2.0% |
0.0394 |
| ATR |
0.0254 |
0.0265 |
0.0010 |
4.1% |
0.0000 |
| Volume |
64,859 |
137,411 |
72,552 |
111.9% |
512,324 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1575 |
1.1375 |
1.0595 |
|
| R3 |
1.1176 |
1.0976 |
1.0486 |
|
| R2 |
1.0777 |
1.0777 |
1.0449 |
|
| R1 |
1.0577 |
1.0577 |
1.0413 |
1.0478 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0329 |
| S1 |
1.0178 |
1.0178 |
1.0339 |
1.0079 |
| S2 |
0.9979 |
0.9979 |
1.0303 |
|
| S3 |
0.9580 |
0.9779 |
1.0266 |
|
| S4 |
0.9181 |
0.9380 |
1.0157 |
|
|
| 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 |
1.0593 |
1.0058 |
0.0535 |
5.2% |
0.0261 |
2.5% |
59% |
False |
False |
102,607 |
| 10 |
1.0593 |
0.9953 |
0.0640 |
6.2% |
0.0234 |
2.3% |
66% |
False |
False |
100,732 |
| 20 |
1.1033 |
0.9800 |
0.1233 |
11.9% |
0.0287 |
2.8% |
47% |
False |
False |
119,600 |
| 40 |
1.1033 |
0.9322 |
0.1711 |
16.5% |
0.0251 |
2.4% |
62% |
False |
False |
121,927 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0213 |
2.1% |
67% |
False |
False |
96,541 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0174 |
1.7% |
67% |
False |
False |
72,444 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0150 |
1.4% |
67% |
False |
False |
57,987 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0129 |
1.2% |
67% |
False |
False |
48,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.1624 |
|
1.618 |
1.1225 |
|
1.000 |
1.0978 |
|
0.618 |
1.0826 |
|
HIGH |
1.0579 |
|
0.618 |
1.0427 |
|
0.500 |
1.0380 |
|
0.382 |
1.0332 |
|
LOW |
1.0180 |
|
0.618 |
0.9933 |
|
1.000 |
0.9781 |
|
1.618 |
0.9534 |
|
2.618 |
0.9135 |
|
4.250 |
0.8484 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0384 |
| PP |
1.0378 |
1.0381 |
| S1 |
1.0377 |
1.0379 |
|