CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0798 |
-0.0012 |
-0.1% |
1.0527 |
| High |
1.0835 |
1.0909 |
0.0074 |
0.7% |
1.0954 |
| Low |
1.0683 |
1.0777 |
0.0094 |
0.9% |
1.0527 |
| Close |
1.0789 |
1.0895 |
0.0106 |
1.0% |
1.0783 |
| Range |
0.0152 |
0.0132 |
-0.0020 |
-13.2% |
0.0427 |
| ATR |
0.0168 |
0.0166 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
5,955 |
24,715 |
18,760 |
315.0% |
18,585 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1208 |
1.0968 |
|
| R3 |
1.1124 |
1.1076 |
1.0931 |
|
| R2 |
1.0992 |
1.0992 |
1.0919 |
|
| R1 |
1.0944 |
1.0944 |
1.0907 |
1.0968 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0873 |
| S1 |
1.0812 |
1.0812 |
1.0883 |
1.0836 |
| S2 |
1.0728 |
1.0728 |
1.0871 |
|
| S3 |
1.0596 |
1.0680 |
1.0859 |
|
| S4 |
1.0464 |
1.0548 |
1.0822 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2036 |
1.1836 |
1.1018 |
|
| R3 |
1.1609 |
1.1409 |
1.0900 |
|
| R2 |
1.1182 |
1.1182 |
1.0861 |
|
| R1 |
1.0982 |
1.0982 |
1.0822 |
1.1082 |
| PP |
1.0755 |
1.0755 |
1.0755 |
1.0805 |
| S1 |
1.0555 |
1.0555 |
1.0744 |
1.0655 |
| S2 |
1.0328 |
1.0328 |
1.0705 |
|
| S3 |
0.9901 |
1.0128 |
1.0666 |
|
| S4 |
0.9474 |
0.9701 |
1.0548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0954 |
1.0683 |
0.0271 |
2.5% |
0.0153 |
1.4% |
78% |
False |
False |
9,223 |
| 10 |
1.0954 |
1.0511 |
0.0443 |
4.1% |
0.0133 |
1.2% |
87% |
False |
False |
5,323 |
| 20 |
1.0954 |
1.0286 |
0.0668 |
6.1% |
0.0160 |
1.5% |
91% |
False |
False |
2,768 |
| 40 |
1.1055 |
0.9910 |
0.1145 |
10.5% |
0.0173 |
1.6% |
86% |
False |
False |
1,447 |
| 60 |
1.1055 |
0.9394 |
0.1661 |
15.2% |
0.0147 |
1.3% |
90% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1470 |
|
2.618 |
1.1255 |
|
1.618 |
1.1123 |
|
1.000 |
1.1041 |
|
0.618 |
1.0991 |
|
HIGH |
1.0909 |
|
0.618 |
1.0859 |
|
0.500 |
1.0843 |
|
0.382 |
1.0827 |
|
LOW |
1.0777 |
|
0.618 |
1.0695 |
|
1.000 |
1.0645 |
|
1.618 |
1.0563 |
|
2.618 |
1.0431 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0870 |
| PP |
1.0860 |
1.0844 |
| S1 |
1.0843 |
1.0819 |
|