CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0518 |
0.0023 |
0.2% |
1.0445 |
| High |
1.0581 |
1.0533 |
-0.0048 |
-0.5% |
1.0581 |
| Low |
1.0428 |
1.0444 |
0.0016 |
0.2% |
1.0282 |
| Close |
1.0478 |
1.0465 |
-0.0013 |
-0.1% |
1.0465 |
| Range |
0.0153 |
0.0089 |
-0.0064 |
-41.8% |
0.0299 |
| ATR |
0.0242 |
0.0231 |
-0.0011 |
-4.5% |
0.0000 |
| Volume |
110,831 |
70,003 |
-40,828 |
-36.8% |
405,650 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0695 |
1.0514 |
|
| R3 |
1.0659 |
1.0606 |
1.0489 |
|
| R2 |
1.0570 |
1.0570 |
1.0481 |
|
| R1 |
1.0517 |
1.0517 |
1.0473 |
1.0499 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0472 |
| S1 |
1.0428 |
1.0428 |
1.0457 |
1.0410 |
| S2 |
1.0392 |
1.0392 |
1.0449 |
|
| S3 |
1.0303 |
1.0339 |
1.0441 |
|
| S4 |
1.0214 |
1.0250 |
1.0416 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1201 |
1.0629 |
|
| R3 |
1.1041 |
1.0902 |
1.0547 |
|
| R2 |
1.0742 |
1.0742 |
1.0520 |
|
| R1 |
1.0603 |
1.0603 |
1.0492 |
1.0673 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0477 |
| S1 |
1.0304 |
1.0304 |
1.0438 |
1.0374 |
| S2 |
1.0144 |
1.0144 |
1.0410 |
|
| S3 |
0.9845 |
1.0005 |
1.0383 |
|
| S4 |
0.9546 |
0.9706 |
1.0301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0685 |
1.0282 |
0.0403 |
3.9% |
0.0201 |
1.9% |
45% |
False |
False |
113,379 |
| 10 |
1.0696 |
1.0204 |
0.0492 |
4.7% |
0.0202 |
1.9% |
53% |
False |
False |
106,859 |
| 20 |
1.0696 |
0.9953 |
0.0743 |
7.1% |
0.0218 |
2.1% |
69% |
False |
False |
103,795 |
| 40 |
1.1033 |
0.9484 |
0.1549 |
14.8% |
0.0260 |
2.5% |
63% |
False |
False |
121,044 |
| 60 |
1.1033 |
0.9219 |
0.1814 |
17.3% |
0.0230 |
2.2% |
69% |
False |
False |
114,224 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0193 |
1.8% |
71% |
False |
False |
85,786 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0166 |
1.6% |
71% |
False |
False |
68,659 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.8% |
0.0144 |
1.4% |
71% |
False |
False |
57,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0766 |
|
1.618 |
1.0677 |
|
1.000 |
1.0622 |
|
0.618 |
1.0588 |
|
HIGH |
1.0533 |
|
0.618 |
1.0499 |
|
0.500 |
1.0489 |
|
0.382 |
1.0478 |
|
LOW |
1.0444 |
|
0.618 |
1.0389 |
|
1.000 |
1.0355 |
|
1.618 |
1.0300 |
|
2.618 |
1.0211 |
|
4.250 |
1.0066 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0489 |
1.0457 |
| PP |
1.0481 |
1.0449 |
| S1 |
1.0473 |
1.0441 |
|