CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1104 |
0.0091 |
0.8% |
1.1239 |
| High |
1.1127 |
1.1111 |
-0.0016 |
-0.1% |
1.1240 |
| Low |
1.0991 |
1.1012 |
0.0021 |
0.2% |
1.1008 |
| Close |
1.1091 |
1.1029 |
-0.0062 |
-0.6% |
1.1057 |
| Range |
0.0136 |
0.0099 |
-0.0037 |
-27.2% |
0.0232 |
| ATR |
0.0179 |
0.0174 |
-0.0006 |
-3.2% |
0.0000 |
| Volume |
30,825 |
29,196 |
-1,629 |
-5.3% |
117,350 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1287 |
1.1083 |
|
| R3 |
1.1249 |
1.1188 |
1.1056 |
|
| R2 |
1.1150 |
1.1150 |
1.1047 |
|
| R1 |
1.1089 |
1.1089 |
1.1038 |
1.1070 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1041 |
| S1 |
1.0990 |
1.0990 |
1.1020 |
1.0971 |
| S2 |
1.0952 |
1.0952 |
1.1011 |
|
| S3 |
1.0853 |
1.0891 |
1.1002 |
|
| S4 |
1.0754 |
1.0792 |
1.0975 |
|
|
| 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% |
0.0117 |
1.1% |
35% |
False |
False |
19,812 |
| 10 |
1.1492 |
1.0958 |
0.0534 |
4.8% |
0.0171 |
1.5% |
13% |
False |
False |
40,558 |
| 20 |
1.1492 |
1.0683 |
0.0809 |
7.3% |
0.0183 |
1.7% |
43% |
False |
False |
37,597 |
| 40 |
1.1492 |
1.0068 |
0.1424 |
12.9% |
0.0167 |
1.5% |
67% |
False |
False |
19,045 |
| 60 |
1.1492 |
0.9850 |
0.1642 |
14.9% |
0.0178 |
1.6% |
72% |
False |
False |
12,736 |
| 80 |
1.1492 |
0.9357 |
0.2135 |
19.4% |
0.0149 |
1.4% |
78% |
False |
False |
9,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1532 |
|
2.618 |
1.1370 |
|
1.618 |
1.1271 |
|
1.000 |
1.1210 |
|
0.618 |
1.1172 |
|
HIGH |
1.1111 |
|
0.618 |
1.1073 |
|
0.500 |
1.1062 |
|
0.382 |
1.1050 |
|
LOW |
1.1012 |
|
0.618 |
1.0951 |
|
1.000 |
1.0913 |
|
1.618 |
1.0852 |
|
2.618 |
1.0753 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.1062 |
1.1060 |
| PP |
1.1051 |
1.1050 |
| S1 |
1.1040 |
1.1039 |
|