CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1.1043 |
1.1013 |
-0.0030 |
-0.3% |
1.1239 |
High |
1.1162 |
1.1127 |
-0.0035 |
-0.3% |
1.1240 |
Low |
1.0958 |
1.0991 |
0.0033 |
0.3% |
1.1008 |
Close |
1.1087 |
1.1091 |
0.0004 |
0.0% |
1.1057 |
Range |
0.0204 |
0.0136 |
-0.0068 |
-33.3% |
0.0232 |
ATR |
0.0183 |
0.0179 |
-0.0003 |
-1.8% |
0.0000 |
Volume |
6,476 |
30,825 |
24,349 |
376.0% |
117,350 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1478 |
1.1420 |
1.1166 |
|
R3 |
1.1342 |
1.1284 |
1.1128 |
|
R2 |
1.1206 |
1.1206 |
1.1116 |
|
R1 |
1.1148 |
1.1148 |
1.1103 |
1.1177 |
PP |
1.1070 |
1.1070 |
1.1070 |
1.1084 |
S1 |
1.1012 |
1.1012 |
1.1079 |
1.1041 |
S2 |
1.0934 |
1.0934 |
1.1066 |
|
S3 |
1.0798 |
1.0876 |
1.1054 |
|
S4 |
1.0662 |
1.0740 |
1.1016 |
|
|
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 |
1.1162 |
1.0958 |
0.0204 |
1.8% |
0.0125 |
1.1% |
65% |
False |
False |
20,929 |
10 |
1.1492 |
1.0958 |
0.0534 |
4.8% |
0.0187 |
1.7% |
25% |
False |
False |
43,154 |
20 |
1.1492 |
1.0683 |
0.0809 |
7.3% |
0.0183 |
1.7% |
50% |
False |
False |
36,206 |
40 |
1.1492 |
1.0001 |
0.1491 |
13.4% |
0.0169 |
1.5% |
73% |
False |
False |
18,317 |
60 |
1.1492 |
0.9850 |
0.1642 |
14.8% |
0.0178 |
1.6% |
76% |
False |
False |
12,251 |
80 |
1.1492 |
0.9357 |
0.2135 |
19.2% |
0.0148 |
1.3% |
81% |
False |
False |
9,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1705 |
2.618 |
1.1483 |
1.618 |
1.1347 |
1.000 |
1.1263 |
0.618 |
1.1211 |
HIGH |
1.1127 |
0.618 |
1.1075 |
0.500 |
1.1059 |
0.382 |
1.1043 |
LOW |
1.0991 |
0.618 |
1.0907 |
1.000 |
1.0855 |
1.618 |
1.0771 |
2.618 |
1.0635 |
4.250 |
1.0413 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1.1080 |
1.1081 |
PP |
1.1070 |
1.1070 |
S1 |
1.1059 |
1.1060 |
|