CME Japanese Yen Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0775 |
-0.0064 |
-0.6% |
1.0466 |
| High |
1.0864 |
1.0970 |
0.0106 |
1.0% |
1.0920 |
| Low |
1.0749 |
1.0766 |
0.0017 |
0.2% |
1.0461 |
| Close |
1.0797 |
1.0896 |
0.0099 |
0.9% |
1.0749 |
| Range |
0.0115 |
0.0204 |
0.0089 |
77.4% |
0.0459 |
| ATR |
0.0200 |
0.0200 |
0.0000 |
0.1% |
0.0000 |
| Volume |
97,092 |
98,409 |
1,317 |
1.4% |
437,445 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1489 |
1.1397 |
1.1008 |
|
| R3 |
1.1285 |
1.1193 |
1.0952 |
|
| R2 |
1.1081 |
1.1081 |
1.0933 |
|
| R1 |
1.0989 |
1.0989 |
1.0915 |
1.1035 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0901 |
| S1 |
1.0785 |
1.0785 |
1.0877 |
1.0831 |
| S2 |
1.0673 |
1.0673 |
1.0859 |
|
| S3 |
1.0469 |
1.0581 |
1.0840 |
|
| S4 |
1.0265 |
1.0377 |
1.0784 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2087 |
1.1877 |
1.1001 |
|
| R3 |
1.1628 |
1.1418 |
1.0875 |
|
| R2 |
1.1169 |
1.1169 |
1.0833 |
|
| R1 |
1.0959 |
1.0959 |
1.0791 |
1.1064 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0763 |
| S1 |
1.0500 |
1.0500 |
1.0707 |
1.0605 |
| S2 |
1.0251 |
1.0251 |
1.0665 |
|
| S3 |
0.9792 |
1.0041 |
1.0623 |
|
| S4 |
0.9333 |
0.9582 |
1.0497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0970 |
1.0647 |
0.0323 |
3.0% |
0.0165 |
1.5% |
77% |
True |
False |
99,222 |
| 10 |
1.0970 |
1.0444 |
0.0526 |
4.8% |
0.0163 |
1.5% |
86% |
True |
False |
91,412 |
| 20 |
1.0970 |
1.0180 |
0.0790 |
7.3% |
0.0198 |
1.8% |
91% |
True |
False |
102,506 |
| 40 |
1.1033 |
0.9800 |
0.1233 |
11.3% |
0.0239 |
2.2% |
89% |
False |
False |
110,955 |
| 60 |
1.1033 |
0.9322 |
0.1711 |
15.7% |
0.0230 |
2.1% |
92% |
False |
False |
115,901 |
| 80 |
1.1033 |
0.9069 |
0.1964 |
18.0% |
0.0205 |
1.9% |
93% |
False |
False |
96,323 |
| 100 |
1.1033 |
0.9069 |
0.1964 |
18.0% |
0.0176 |
1.6% |
93% |
False |
False |
77,082 |
| 120 |
1.1033 |
0.9069 |
0.1964 |
18.0% |
0.0155 |
1.4% |
93% |
False |
False |
64,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1837 |
|
2.618 |
1.1504 |
|
1.618 |
1.1300 |
|
1.000 |
1.1174 |
|
0.618 |
1.1096 |
|
HIGH |
1.0970 |
|
0.618 |
1.0892 |
|
0.500 |
1.0868 |
|
0.382 |
1.0844 |
|
LOW |
1.0766 |
|
0.618 |
1.0640 |
|
1.000 |
1.0562 |
|
1.618 |
1.0436 |
|
2.618 |
1.0232 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0883 |
| PP |
1.0877 |
1.0870 |
| S1 |
1.0868 |
1.0857 |
|