CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0962 |
0.0156 |
1.4% |
1.0810 |
| High |
1.1001 |
1.1373 |
0.0372 |
3.4% |
1.1373 |
| Low |
1.0797 |
1.0909 |
0.0112 |
1.0% |
1.0683 |
| Close |
1.0923 |
1.1004 |
0.0081 |
0.7% |
1.1004 |
| Range |
0.0204 |
0.0464 |
0.0260 |
127.5% |
0.0690 |
| ATR |
0.0165 |
0.0187 |
0.0021 |
12.9% |
0.0000 |
| Volume |
39,064 |
73,151 |
34,087 |
87.3% |
171,058 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2487 |
1.2210 |
1.1259 |
|
| R3 |
1.2023 |
1.1746 |
1.1132 |
|
| R2 |
1.1559 |
1.1559 |
1.1089 |
|
| R1 |
1.1282 |
1.1282 |
1.1047 |
1.1421 |
| PP |
1.1095 |
1.1095 |
1.1095 |
1.1165 |
| S1 |
1.0818 |
1.0818 |
1.0961 |
1.0957 |
| S2 |
1.0631 |
1.0631 |
1.0919 |
|
| S3 |
1.0167 |
1.0354 |
1.0876 |
|
| S4 |
0.9703 |
0.9890 |
1.0749 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.2737 |
1.1384 |
|
| R3 |
1.2400 |
1.2047 |
1.1194 |
|
| R2 |
1.1710 |
1.1710 |
1.1131 |
|
| R1 |
1.1357 |
1.1357 |
1.1067 |
1.1534 |
| PP |
1.1020 |
1.1020 |
1.1020 |
1.1108 |
| S1 |
1.0667 |
1.0667 |
1.0941 |
1.0844 |
| S2 |
1.0330 |
1.0330 |
1.0878 |
|
| S3 |
0.9640 |
0.9977 |
1.0814 |
|
| S4 |
0.8950 |
0.9287 |
1.0625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1373 |
1.0683 |
0.0690 |
6.3% |
0.0213 |
1.9% |
47% |
True |
False |
34,211 |
| 10 |
1.1373 |
1.0527 |
0.0846 |
7.7% |
0.0193 |
1.8% |
56% |
True |
False |
18,964 |
| 20 |
1.1373 |
1.0333 |
0.1040 |
9.5% |
0.0165 |
1.5% |
65% |
True |
False |
9,775 |
| 40 |
1.1373 |
0.9910 |
0.1463 |
13.3% |
0.0187 |
1.7% |
75% |
True |
False |
4,955 |
| 60 |
1.1373 |
0.9535 |
0.1838 |
16.7% |
0.0157 |
1.4% |
80% |
True |
False |
3,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3345 |
|
2.618 |
1.2588 |
|
1.618 |
1.2124 |
|
1.000 |
1.1837 |
|
0.618 |
1.1660 |
|
HIGH |
1.1373 |
|
0.618 |
1.1196 |
|
0.500 |
1.1141 |
|
0.382 |
1.1086 |
|
LOW |
1.0909 |
|
0.618 |
1.0622 |
|
1.000 |
1.0445 |
|
1.618 |
1.0158 |
|
2.618 |
0.9694 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1077 |
| PP |
1.1095 |
1.1053 |
| S1 |
1.1050 |
1.1028 |
|