CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0774 |
-0.0002 |
0.0% |
1.0476 |
| High |
1.0830 |
1.0854 |
0.0024 |
0.2% |
1.0615 |
| Low |
1.0719 |
1.0738 |
0.0019 |
0.2% |
1.0375 |
| Close |
1.0778 |
1.0784 |
0.0006 |
0.1% |
1.0516 |
| Range |
0.0111 |
0.0116 |
0.0005 |
4.5% |
0.0240 |
| ATR |
0.0172 |
0.0168 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
1,371 |
4,032 |
2,661 |
194.1% |
4,860 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1140 |
1.1078 |
1.0848 |
|
| R3 |
1.1024 |
1.0962 |
1.0816 |
|
| R2 |
1.0908 |
1.0908 |
1.0805 |
|
| R1 |
1.0846 |
1.0846 |
1.0795 |
1.0877 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0808 |
| S1 |
1.0730 |
1.0730 |
1.0773 |
1.0761 |
| S2 |
1.0676 |
1.0676 |
1.0763 |
|
| S3 |
1.0560 |
1.0614 |
1.0752 |
|
| S4 |
1.0444 |
1.0498 |
1.0720 |
|
|
| 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 |
1.0854 |
1.0511 |
0.0343 |
3.2% |
0.0117 |
1.1% |
80% |
True |
False |
2,049 |
| 10 |
1.0854 |
1.0375 |
0.0479 |
4.4% |
0.0155 |
1.4% |
85% |
True |
False |
1,261 |
| 20 |
1.0854 |
1.0111 |
0.0743 |
6.9% |
0.0150 |
1.4% |
91% |
True |
False |
693 |
| 40 |
1.1055 |
0.9850 |
0.1205 |
11.2% |
0.0172 |
1.6% |
78% |
False |
False |
398 |
| 60 |
1.1055 |
0.9360 |
0.1695 |
15.7% |
0.0140 |
1.3% |
84% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1347 |
|
2.618 |
1.1158 |
|
1.618 |
1.1042 |
|
1.000 |
1.0970 |
|
0.618 |
1.0926 |
|
HIGH |
1.0854 |
|
0.618 |
1.0810 |
|
0.500 |
1.0796 |
|
0.382 |
1.0782 |
|
LOW |
1.0738 |
|
0.618 |
1.0666 |
|
1.000 |
1.0622 |
|
1.618 |
1.0550 |
|
2.618 |
1.0434 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0796 |
1.0753 |
| PP |
1.0792 |
1.0722 |
| S1 |
1.0788 |
1.0691 |
|