CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1239 |
1.1099 |
-0.0140 |
-1.2% |
1.0965 |
| High |
1.1240 |
1.1147 |
-0.0093 |
-0.8% |
1.1492 |
| Low |
1.1071 |
1.1008 |
-0.0063 |
-0.6% |
1.0958 |
| Close |
1.1125 |
1.1048 |
-0.0077 |
-0.7% |
1.1198 |
| Range |
0.0169 |
0.0139 |
-0.0030 |
-17.8% |
0.0534 |
| ATR |
0.0203 |
0.0198 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
50,004 |
34,780 |
-15,224 |
-30.4% |
381,597 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1485 |
1.1405 |
1.1124 |
|
| R3 |
1.1346 |
1.1266 |
1.1086 |
|
| R2 |
1.1207 |
1.1207 |
1.1073 |
|
| R1 |
1.1127 |
1.1127 |
1.1061 |
1.1098 |
| PP |
1.1068 |
1.1068 |
1.1068 |
1.1053 |
| S1 |
1.0988 |
1.0988 |
1.1035 |
1.0959 |
| S2 |
1.0929 |
1.0929 |
1.1023 |
|
| S3 |
1.0790 |
1.0849 |
1.1010 |
|
| S4 |
1.0651 |
1.0710 |
1.0972 |
|
|
| 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 |
1.1008 |
0.0484 |
4.4% |
0.0224 |
2.0% |
8% |
False |
True |
61,305 |
| 10 |
1.1492 |
1.0781 |
0.0711 |
6.4% |
0.0231 |
2.1% |
38% |
False |
False |
60,676 |
| 20 |
1.1492 |
1.0511 |
0.0981 |
8.9% |
0.0182 |
1.6% |
55% |
False |
False |
33,000 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.5% |
0.0176 |
1.6% |
70% |
False |
False |
16,575 |
| 60 |
1.1492 |
0.9610 |
0.1882 |
17.0% |
0.0176 |
1.6% |
76% |
False |
False |
11,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1738 |
|
2.618 |
1.1511 |
|
1.618 |
1.1372 |
|
1.000 |
1.1286 |
|
0.618 |
1.1233 |
|
HIGH |
1.1147 |
|
0.618 |
1.1094 |
|
0.500 |
1.1078 |
|
0.382 |
1.1061 |
|
LOW |
1.1008 |
|
0.618 |
1.0922 |
|
1.000 |
1.0869 |
|
1.618 |
1.0783 |
|
2.618 |
1.0644 |
|
4.250 |
1.0417 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1168 |
| PP |
1.1068 |
1.1128 |
| S1 |
1.1058 |
1.1088 |
|