CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0301 |
-0.0144 |
-1.4% |
1.0404 |
| High |
1.0541 |
1.0539 |
-0.0002 |
0.0% |
1.0696 |
| Low |
1.0282 |
1.0301 |
0.0019 |
0.2% |
1.0259 |
| Close |
1.0332 |
1.0461 |
0.0129 |
1.2% |
1.0502 |
| Range |
0.0259 |
0.0238 |
-0.0021 |
-8.1% |
0.0437 |
| ATR |
0.0250 |
0.0249 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
127,676 |
97,140 |
-30,536 |
-23.9% |
537,351 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1042 |
1.0592 |
|
| R3 |
1.0910 |
1.0804 |
1.0526 |
|
| R2 |
1.0672 |
1.0672 |
1.0505 |
|
| R1 |
1.0566 |
1.0566 |
1.0483 |
1.0619 |
| PP |
1.0434 |
1.0434 |
1.0434 |
1.0460 |
| S1 |
1.0328 |
1.0328 |
1.0439 |
1.0381 |
| S2 |
1.0196 |
1.0196 |
1.0417 |
|
| S3 |
0.9958 |
1.0090 |
1.0396 |
|
| S4 |
0.9720 |
0.9852 |
1.0330 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1586 |
1.0742 |
|
| R3 |
1.1360 |
1.1149 |
1.0622 |
|
| R2 |
1.0923 |
1.0923 |
1.0582 |
|
| R1 |
1.0712 |
1.0712 |
1.0542 |
1.0818 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0538 |
| S1 |
1.0275 |
1.0275 |
1.0462 |
1.0381 |
| S2 |
1.0049 |
1.0049 |
1.0422 |
|
| S3 |
0.9612 |
0.9838 |
1.0382 |
|
| S4 |
0.9175 |
0.9401 |
1.0262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0696 |
1.0282 |
0.0414 |
4.0% |
0.0245 |
2.3% |
43% |
False |
False |
117,368 |
| 10 |
1.0696 |
1.0180 |
0.0516 |
4.9% |
0.0257 |
2.5% |
54% |
False |
False |
109,002 |
| 20 |
1.0696 |
0.9953 |
0.0743 |
7.1% |
0.0235 |
2.2% |
68% |
False |
False |
108,394 |
| 40 |
1.1033 |
0.9484 |
0.1549 |
14.8% |
0.0259 |
2.5% |
63% |
False |
False |
121,837 |
| 60 |
1.1033 |
0.9214 |
0.1819 |
17.4% |
0.0229 |
2.2% |
69% |
False |
False |
111,272 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0192 |
1.8% |
71% |
False |
False |
83,529 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0164 |
1.6% |
71% |
False |
False |
66,852 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0144 |
1.4% |
71% |
False |
False |
55,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1551 |
|
2.618 |
1.1162 |
|
1.618 |
1.0924 |
|
1.000 |
1.0777 |
|
0.618 |
1.0686 |
|
HIGH |
1.0539 |
|
0.618 |
1.0448 |
|
0.500 |
1.0420 |
|
0.382 |
1.0392 |
|
LOW |
1.0301 |
|
0.618 |
1.0154 |
|
1.000 |
1.0063 |
|
1.618 |
0.9916 |
|
2.618 |
0.9678 |
|
4.250 |
0.9290 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0447 |
1.0484 |
| PP |
1.0434 |
1.0476 |
| S1 |
1.0420 |
1.0469 |
|