CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0319 |
-0.0073 |
-0.7% |
1.0110 |
| High |
1.0424 |
1.0464 |
0.0040 |
0.4% |
1.0593 |
| Low |
1.0270 |
1.0304 |
0.0034 |
0.3% |
1.0058 |
| Close |
1.0377 |
1.0379 |
0.0002 |
0.0% |
1.0259 |
| Range |
0.0154 |
0.0160 |
0.0006 |
3.9% |
0.0535 |
| ATR |
0.0249 |
0.0242 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
77,557 |
97,701 |
20,144 |
26.0% |
516,140 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0862 |
1.0781 |
1.0467 |
|
| R3 |
1.0702 |
1.0621 |
1.0423 |
|
| R2 |
1.0542 |
1.0542 |
1.0408 |
|
| R1 |
1.0461 |
1.0461 |
1.0394 |
1.0502 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0403 |
| S1 |
1.0301 |
1.0301 |
1.0364 |
1.0342 |
| S2 |
1.0222 |
1.0222 |
1.0350 |
|
| S3 |
1.0062 |
1.0141 |
1.0335 |
|
| S4 |
0.9902 |
0.9981 |
1.0291 |
|
|
| 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 |
1.0579 |
1.0180 |
0.0399 |
3.8% |
0.0223 |
2.1% |
50% |
False |
False |
107,205 |
| 10 |
1.0593 |
1.0058 |
0.0535 |
5.2% |
0.0217 |
2.1% |
60% |
False |
False |
101,576 |
| 20 |
1.1033 |
0.9953 |
0.1080 |
10.4% |
0.0283 |
2.7% |
39% |
False |
False |
114,652 |
| 40 |
1.1033 |
0.9419 |
0.1614 |
15.6% |
0.0253 |
2.4% |
59% |
False |
False |
120,308 |
| 60 |
1.1033 |
0.9158 |
0.1875 |
18.1% |
0.0217 |
2.1% |
65% |
False |
False |
103,164 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0181 |
1.7% |
67% |
False |
False |
77,426 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0155 |
1.5% |
67% |
False |
False |
61,968 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.9% |
0.0135 |
1.3% |
67% |
False |
False |
51,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.0883 |
|
1.618 |
1.0723 |
|
1.000 |
1.0624 |
|
0.618 |
1.0563 |
|
HIGH |
1.0464 |
|
0.618 |
1.0403 |
|
0.500 |
1.0384 |
|
0.382 |
1.0365 |
|
LOW |
1.0304 |
|
0.618 |
1.0205 |
|
1.000 |
1.0144 |
|
1.618 |
1.0045 |
|
2.618 |
0.9885 |
|
4.250 |
0.9624 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0373 |
| PP |
1.0382 |
1.0367 |
| S1 |
1.0381 |
1.0362 |
|