CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0965 |
1.1053 |
0.0088 |
0.8% |
1.0810 |
| High |
1.1106 |
1.1297 |
0.0191 |
1.7% |
1.1373 |
| Low |
1.0958 |
1.1039 |
0.0081 |
0.7% |
1.0683 |
| Close |
1.1060 |
1.1208 |
0.0148 |
1.3% |
1.1004 |
| Range |
0.0148 |
0.0258 |
0.0110 |
74.3% |
0.0690 |
| ATR |
0.0184 |
0.0189 |
0.0005 |
2.9% |
0.0000 |
| Volume |
104,703 |
55,153 |
-49,550 |
-47.3% |
171,058 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1955 |
1.1840 |
1.1350 |
|
| R3 |
1.1697 |
1.1582 |
1.1279 |
|
| R2 |
1.1439 |
1.1439 |
1.1255 |
|
| R1 |
1.1324 |
1.1324 |
1.1232 |
1.1382 |
| PP |
1.1181 |
1.1181 |
1.1181 |
1.1210 |
| S1 |
1.1066 |
1.1066 |
1.1184 |
1.1124 |
| S2 |
1.0923 |
1.0923 |
1.1161 |
|
| S3 |
1.0665 |
1.0808 |
1.1137 |
|
| S4 |
1.0407 |
1.0550 |
1.1066 |
|
|
| 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 |
1.0781 |
0.0592 |
5.3% |
0.0238 |
2.1% |
72% |
False |
False |
60,048 |
| 10 |
1.1373 |
1.0683 |
0.0690 |
6.2% |
0.0195 |
1.7% |
76% |
False |
False |
34,636 |
| 20 |
1.1373 |
1.0363 |
0.1010 |
9.0% |
0.0176 |
1.6% |
84% |
False |
False |
17,752 |
| 40 |
1.1373 |
1.0001 |
0.1372 |
12.2% |
0.0192 |
1.7% |
88% |
False |
False |
8,948 |
| 60 |
1.1373 |
0.9535 |
0.1838 |
16.4% |
0.0162 |
1.4% |
91% |
False |
False |
5,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2394 |
|
2.618 |
1.1972 |
|
1.618 |
1.1714 |
|
1.000 |
1.1555 |
|
0.618 |
1.1456 |
|
HIGH |
1.1297 |
|
0.618 |
1.1198 |
|
0.500 |
1.1168 |
|
0.382 |
1.1138 |
|
LOW |
1.1039 |
|
0.618 |
1.0880 |
|
1.000 |
1.0781 |
|
1.618 |
1.0622 |
|
2.618 |
1.0364 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1186 |
| PP |
1.1181 |
1.1163 |
| S1 |
1.1168 |
1.1141 |
|