CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1099 |
1.1008 |
-0.0091 |
-0.8% |
1.0965 |
| High |
1.1147 |
1.1101 |
-0.0046 |
-0.4% |
1.1492 |
| Low |
1.1008 |
1.1008 |
0.0000 |
0.0% |
1.0958 |
| Close |
1.1048 |
1.1042 |
-0.0006 |
-0.1% |
1.1198 |
| Range |
0.0139 |
0.0093 |
-0.0046 |
-33.1% |
0.0534 |
| ATR |
0.0198 |
0.0191 |
-0.0008 |
-3.8% |
0.0000 |
| Volume |
34,780 |
22,220 |
-12,560 |
-36.1% |
381,597 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1279 |
1.1093 |
|
| R3 |
1.1236 |
1.1186 |
1.1068 |
|
| R2 |
1.1143 |
1.1143 |
1.1059 |
|
| R1 |
1.1093 |
1.1093 |
1.1051 |
1.1118 |
| PP |
1.1050 |
1.1050 |
1.1050 |
1.1063 |
| S1 |
1.1000 |
1.1000 |
1.1033 |
1.1025 |
| S2 |
1.0957 |
1.0957 |
1.1025 |
|
| S3 |
1.0864 |
1.0907 |
1.1016 |
|
| S4 |
1.0771 |
1.0814 |
1.0991 |
|
|
| 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 |
1.1471 |
1.1008 |
0.0463 |
4.2% |
0.0188 |
1.7% |
7% |
False |
True |
52,873 |
| 10 |
1.1492 |
1.0797 |
0.0695 |
6.3% |
0.0229 |
2.1% |
35% |
False |
False |
60,081 |
| 20 |
1.1492 |
1.0511 |
0.0981 |
8.9% |
0.0182 |
1.6% |
54% |
False |
False |
34,066 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.5% |
0.0169 |
1.5% |
70% |
False |
False |
17,129 |
| 60 |
1.1492 |
0.9625 |
0.1867 |
16.9% |
0.0178 |
1.6% |
76% |
False |
False |
11,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1496 |
|
2.618 |
1.1344 |
|
1.618 |
1.1251 |
|
1.000 |
1.1194 |
|
0.618 |
1.1158 |
|
HIGH |
1.1101 |
|
0.618 |
1.1065 |
|
0.500 |
1.1055 |
|
0.382 |
1.1044 |
|
LOW |
1.1008 |
|
0.618 |
1.0951 |
|
1.000 |
1.0915 |
|
1.618 |
1.0858 |
|
2.618 |
1.0765 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1124 |
| PP |
1.1050 |
1.1097 |
| S1 |
1.1046 |
1.1069 |
|