CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1467 |
1.1171 |
-0.0296 |
-2.6% |
1.0965 |
| High |
1.1471 |
1.1328 |
-0.0143 |
-1.2% |
1.1492 |
| Low |
1.1116 |
1.1142 |
0.0026 |
0.2% |
1.0958 |
| Close |
1.1197 |
1.1198 |
0.0001 |
0.0% |
1.1198 |
| Range |
0.0355 |
0.0186 |
-0.0169 |
-47.6% |
0.0534 |
| ATR |
0.0207 |
0.0206 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
77,377 |
79,988 |
2,611 |
3.4% |
381,597 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1781 |
1.1675 |
1.1300 |
|
| R3 |
1.1595 |
1.1489 |
1.1249 |
|
| R2 |
1.1409 |
1.1409 |
1.1232 |
|
| R1 |
1.1303 |
1.1303 |
1.1215 |
1.1356 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1249 |
| S1 |
1.1117 |
1.1117 |
1.1181 |
1.1170 |
| S2 |
1.1037 |
1.1037 |
1.1164 |
|
| S3 |
1.0851 |
1.0931 |
1.1147 |
|
| S4 |
1.0665 |
1.0745 |
1.1096 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2542 |
1.1492 |
|
| R3 |
1.2284 |
1.2008 |
1.1345 |
|
| R2 |
1.1750 |
1.1750 |
1.1296 |
|
| R1 |
1.1474 |
1.1474 |
1.1247 |
1.1612 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1285 |
| S1 |
1.0940 |
1.0940 |
1.1149 |
1.1078 |
| S2 |
1.0682 |
1.0682 |
1.1100 |
|
| S3 |
1.0148 |
1.0406 |
1.1051 |
|
| S4 |
0.9614 |
0.9872 |
1.0904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1492 |
1.0958 |
0.0534 |
4.8% |
0.0244 |
2.2% |
45% |
False |
False |
76,319 |
| 10 |
1.1492 |
1.0683 |
0.0809 |
7.2% |
0.0228 |
2.0% |
64% |
False |
False |
55,265 |
| 20 |
1.1492 |
1.0375 |
0.1117 |
10.0% |
0.0186 |
1.7% |
74% |
False |
False |
28,805 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.3% |
0.0185 |
1.7% |
80% |
False |
False |
14,458 |
| 60 |
1.1492 |
0.9567 |
0.1925 |
17.2% |
0.0174 |
1.6% |
85% |
False |
False |
9,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2119 |
|
2.618 |
1.1815 |
|
1.618 |
1.1629 |
|
1.000 |
1.1514 |
|
0.618 |
1.1443 |
|
HIGH |
1.1328 |
|
0.618 |
1.1257 |
|
0.500 |
1.1235 |
|
0.382 |
1.1213 |
|
LOW |
1.1142 |
|
0.618 |
1.1027 |
|
1.000 |
1.0956 |
|
1.618 |
1.0841 |
|
2.618 |
1.0655 |
|
4.250 |
1.0352 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1304 |
| PP |
1.1223 |
1.1269 |
| S1 |
1.1210 |
1.1233 |
|