CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0404 |
0.0154 |
1.5% |
1.0110 |
| High |
1.0425 |
1.0440 |
0.0015 |
0.1% |
1.0593 |
| Low |
1.0204 |
1.0259 |
0.0055 |
0.5% |
1.0058 |
| Close |
1.0259 |
1.0324 |
0.0065 |
0.6% |
1.0259 |
| Range |
0.0221 |
0.0181 |
-0.0040 |
-18.1% |
0.0535 |
| ATR |
0.0262 |
0.0256 |
-0.0006 |
-2.2% |
0.0000 |
| Volume |
125,591 |
97,767 |
-27,824 |
-22.2% |
516,140 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0785 |
1.0424 |
|
| R3 |
1.0703 |
1.0604 |
1.0374 |
|
| R2 |
1.0522 |
1.0522 |
1.0357 |
|
| R1 |
1.0423 |
1.0423 |
1.0341 |
1.0382 |
| PP |
1.0341 |
1.0341 |
1.0341 |
1.0321 |
| S1 |
1.0242 |
1.0242 |
1.0307 |
1.0201 |
| S2 |
1.0160 |
1.0160 |
1.0291 |
|
| S3 |
0.9979 |
1.0061 |
1.0274 |
|
| S4 |
0.9798 |
0.9880 |
1.0224 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1908 |
1.1619 |
1.0553 |
|
| R3 |
1.1373 |
1.1084 |
1.0406 |
|
| R2 |
1.0838 |
1.0838 |
1.0357 |
|
| R1 |
1.0549 |
1.0549 |
1.0308 |
1.0694 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0376 |
| S1 |
1.0014 |
1.0014 |
1.0210 |
1.0159 |
| S2 |
0.9768 |
0.9768 |
1.0161 |
|
| S3 |
0.9233 |
0.9479 |
1.0112 |
|
| S4 |
0.8698 |
0.8944 |
0.9965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0593 |
1.0174 |
0.0419 |
4.1% |
0.0260 |
2.5% |
36% |
False |
False |
101,095 |
| 10 |
1.0593 |
0.9953 |
0.0640 |
6.2% |
0.0229 |
2.2% |
58% |
False |
False |
100,953 |
| 20 |
1.1033 |
0.9816 |
0.1217 |
11.8% |
0.0296 |
2.9% |
42% |
False |
False |
116,831 |
| 40 |
1.1033 |
0.9419 |
0.1614 |
15.6% |
0.0249 |
2.4% |
56% |
False |
False |
120,474 |
| 60 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0217 |
2.1% |
64% |
False |
False |
100,256 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0178 |
1.7% |
64% |
False |
False |
75,236 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0154 |
1.5% |
64% |
False |
False |
60,220 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
19.0% |
0.0132 |
1.3% |
64% |
False |
False |
50,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1209 |
|
2.618 |
1.0914 |
|
1.618 |
1.0733 |
|
1.000 |
1.0621 |
|
0.618 |
1.0552 |
|
HIGH |
1.0440 |
|
0.618 |
1.0371 |
|
0.500 |
1.0350 |
|
0.382 |
1.0328 |
|
LOW |
1.0259 |
|
0.618 |
1.0147 |
|
1.000 |
1.0078 |
|
1.618 |
0.9966 |
|
2.618 |
0.9785 |
|
4.250 |
0.9490 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0350 |
1.0380 |
| PP |
1.0341 |
1.0361 |
| S1 |
1.0333 |
1.0343 |
|