CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1053 |
1.1244 |
0.0191 |
1.7% |
1.0810 |
| High |
1.1297 |
1.1492 |
0.0195 |
1.7% |
1.1373 |
| Low |
1.1039 |
1.1221 |
0.0182 |
1.6% |
1.0683 |
| Close |
1.1208 |
1.1379 |
0.0171 |
1.5% |
1.1004 |
| Range |
0.0258 |
0.0271 |
0.0013 |
5.0% |
0.0690 |
| ATR |
0.0189 |
0.0196 |
0.0007 |
3.6% |
0.0000 |
| Volume |
55,153 |
64,376 |
9,223 |
16.7% |
171,058 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2177 |
1.2049 |
1.1528 |
|
| R3 |
1.1906 |
1.1778 |
1.1454 |
|
| R2 |
1.1635 |
1.1635 |
1.1429 |
|
| R1 |
1.1507 |
1.1507 |
1.1404 |
1.1571 |
| PP |
1.1364 |
1.1364 |
1.1364 |
1.1396 |
| S1 |
1.1236 |
1.1236 |
1.1354 |
1.1300 |
| S2 |
1.1093 |
1.1093 |
1.1329 |
|
| S3 |
1.0822 |
1.0965 |
1.1304 |
|
| S4 |
1.0551 |
1.0694 |
1.1230 |
|
|
| 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 |
1.1492 |
1.0797 |
0.0695 |
6.1% |
0.0269 |
2.4% |
84% |
True |
False |
67,289 |
| 10 |
1.1492 |
1.0683 |
0.0809 |
7.1% |
0.0211 |
1.9% |
86% |
True |
False |
40,670 |
| 20 |
1.1492 |
1.0375 |
0.1117 |
9.8% |
0.0183 |
1.6% |
90% |
True |
False |
20,965 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.1% |
0.0193 |
1.7% |
92% |
True |
False |
10,548 |
| 60 |
1.1492 |
0.9535 |
0.1957 |
17.2% |
0.0166 |
1.5% |
94% |
True |
False |
7,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2644 |
|
2.618 |
1.2201 |
|
1.618 |
1.1930 |
|
1.000 |
1.1763 |
|
0.618 |
1.1659 |
|
HIGH |
1.1492 |
|
0.618 |
1.1388 |
|
0.500 |
1.1357 |
|
0.382 |
1.1325 |
|
LOW |
1.1221 |
|
0.618 |
1.1054 |
|
1.000 |
1.0950 |
|
1.618 |
1.0783 |
|
2.618 |
1.0512 |
|
4.250 |
1.0069 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1372 |
1.1328 |
| PP |
1.1364 |
1.1276 |
| S1 |
1.1357 |
1.1225 |
|