CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0776 |
0.0249 |
2.4% |
1.0476 |
| High |
1.0798 |
1.0830 |
0.0032 |
0.3% |
1.0615 |
| Low |
1.0527 |
1.0719 |
0.0192 |
1.8% |
1.0375 |
| Close |
1.0769 |
1.0778 |
0.0009 |
0.1% |
1.0516 |
| Range |
0.0271 |
0.0111 |
-0.0160 |
-59.0% |
0.0240 |
| ATR |
0.0176 |
0.0172 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
1,768 |
1,371 |
-397 |
-22.5% |
4,860 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1054 |
1.0839 |
|
| R3 |
1.0998 |
1.0943 |
1.0809 |
|
| R2 |
1.0887 |
1.0887 |
1.0798 |
|
| R1 |
1.0832 |
1.0832 |
1.0788 |
1.0860 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0789 |
| S1 |
1.0721 |
1.0721 |
1.0768 |
1.0749 |
| S2 |
1.0665 |
1.0665 |
1.0758 |
|
| S3 |
1.0554 |
1.0610 |
1.0747 |
|
| S4 |
1.0443 |
1.0499 |
1.0717 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1109 |
1.0648 |
|
| R3 |
1.0982 |
1.0869 |
1.0582 |
|
| R2 |
1.0742 |
1.0742 |
1.0560 |
|
| R1 |
1.0629 |
1.0629 |
1.0538 |
1.0686 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0530 |
| S1 |
1.0389 |
1.0389 |
1.0494 |
1.0446 |
| S2 |
1.0262 |
1.0262 |
1.0472 |
|
| S3 |
1.0022 |
1.0149 |
1.0450 |
|
| S4 |
0.9782 |
0.9909 |
1.0384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0830 |
1.0511 |
0.0319 |
3.0% |
0.0113 |
1.1% |
84% |
True |
False |
1,424 |
| 10 |
1.0830 |
1.0363 |
0.0467 |
4.3% |
0.0157 |
1.5% |
89% |
True |
False |
869 |
| 20 |
1.0830 |
1.0068 |
0.0762 |
7.1% |
0.0151 |
1.4% |
93% |
True |
False |
492 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.2% |
0.0176 |
1.6% |
77% |
False |
False |
306 |
| 60 |
1.1055 |
0.9357 |
0.1698 |
15.8% |
0.0138 |
1.3% |
84% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1121 |
|
1.618 |
1.1010 |
|
1.000 |
1.0941 |
|
0.618 |
1.0899 |
|
HIGH |
1.0830 |
|
0.618 |
1.0788 |
|
0.500 |
1.0775 |
|
0.382 |
1.0761 |
|
LOW |
1.0719 |
|
0.618 |
1.0650 |
|
1.000 |
1.0608 |
|
1.618 |
1.0539 |
|
2.618 |
1.0428 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0777 |
1.0742 |
| PP |
1.0776 |
1.0706 |
| S1 |
1.0775 |
1.0671 |
|