CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.1061 |
0.0053 |
0.5% |
1.1239 |
| High |
1.1101 |
1.1081 |
-0.0020 |
-0.2% |
1.1240 |
| Low |
1.1008 |
1.1027 |
0.0019 |
0.2% |
1.1008 |
| Close |
1.1042 |
1.1057 |
0.0015 |
0.1% |
1.1057 |
| Range |
0.0093 |
0.0054 |
-0.0039 |
-41.9% |
0.0232 |
| ATR |
0.0191 |
0.0181 |
-0.0010 |
-5.1% |
0.0000 |
| Volume |
22,220 |
10,346 |
-11,874 |
-53.4% |
117,350 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1191 |
1.1087 |
|
| R3 |
1.1163 |
1.1137 |
1.1072 |
|
| R2 |
1.1109 |
1.1109 |
1.1067 |
|
| R1 |
1.1083 |
1.1083 |
1.1062 |
1.1069 |
| PP |
1.1055 |
1.1055 |
1.1055 |
1.1048 |
| S1 |
1.1029 |
1.1029 |
1.1052 |
1.1015 |
| S2 |
1.1001 |
1.1001 |
1.1047 |
|
| S3 |
1.0947 |
1.0975 |
1.1042 |
|
| S4 |
1.0893 |
1.0921 |
1.1027 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1659 |
1.1185 |
|
| R3 |
1.1566 |
1.1427 |
1.1121 |
|
| R2 |
1.1334 |
1.1334 |
1.1100 |
|
| R1 |
1.1195 |
1.1195 |
1.1078 |
1.1149 |
| PP |
1.1102 |
1.1102 |
1.1102 |
1.1078 |
| S1 |
1.0963 |
1.0963 |
1.1036 |
1.0917 |
| S2 |
1.0870 |
1.0870 |
1.1014 |
|
| S3 |
1.0638 |
1.0731 |
1.0993 |
|
| S4 |
1.0406 |
1.0499 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1328 |
1.1008 |
0.0320 |
2.9% |
0.0128 |
1.2% |
15% |
False |
False |
39,467 |
| 10 |
1.1492 |
1.0909 |
0.0583 |
5.3% |
0.0214 |
1.9% |
25% |
False |
False |
57,209 |
| 20 |
1.1492 |
1.0511 |
0.0981 |
8.9% |
0.0183 |
1.7% |
56% |
False |
False |
34,538 |
| 40 |
1.1492 |
1.0001 |
0.1491 |
13.5% |
0.0169 |
1.5% |
71% |
False |
False |
17,386 |
| 60 |
1.1492 |
0.9641 |
0.1851 |
16.7% |
0.0178 |
1.6% |
76% |
False |
False |
11,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1222 |
|
1.618 |
1.1168 |
|
1.000 |
1.1135 |
|
0.618 |
1.1114 |
|
HIGH |
1.1081 |
|
0.618 |
1.1060 |
|
0.500 |
1.1054 |
|
0.382 |
1.1048 |
|
LOW |
1.1027 |
|
0.618 |
1.0994 |
|
1.000 |
1.0973 |
|
1.618 |
1.0940 |
|
2.618 |
1.0886 |
|
4.250 |
1.0798 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1078 |
| PP |
1.1055 |
1.1071 |
| S1 |
1.1054 |
1.1064 |
|