CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9555 |
0.9613 |
0.0058 |
0.6% |
0.9609 |
| High |
0.9584 |
0.9626 |
0.0042 |
0.4% |
0.9759 |
| Low |
0.9535 |
0.9594 |
0.0059 |
0.6% |
0.9394 |
| Close |
0.9619 |
0.9631 |
0.0012 |
0.1% |
0.9477 |
| Range |
0.0049 |
0.0032 |
-0.0017 |
-34.7% |
0.0365 |
| ATR |
|
|
|
|
|
| Volume |
6 |
4 |
-2 |
-33.3% |
73 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9704 |
0.9649 |
|
| R3 |
0.9681 |
0.9672 |
0.9640 |
|
| R2 |
0.9649 |
0.9649 |
0.9637 |
|
| R1 |
0.9640 |
0.9640 |
0.9634 |
0.9645 |
| PP |
0.9617 |
0.9617 |
0.9617 |
0.9619 |
| S1 |
0.9608 |
0.9608 |
0.9628 |
0.9613 |
| S2 |
0.9585 |
0.9585 |
0.9625 |
|
| S3 |
0.9553 |
0.9576 |
0.9622 |
|
| S4 |
0.9521 |
0.9544 |
0.9613 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0423 |
0.9678 |
|
| R3 |
1.0273 |
1.0058 |
0.9577 |
|
| R2 |
0.9908 |
0.9908 |
0.9544 |
|
| R1 |
0.9693 |
0.9693 |
0.9510 |
0.9618 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9506 |
| S1 |
0.9328 |
0.9328 |
0.9444 |
0.9253 |
| S2 |
0.9178 |
0.9178 |
0.9410 |
|
| S3 |
0.8813 |
0.8963 |
0.9377 |
|
| S4 |
0.8448 |
0.8598 |
0.9276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9762 |
|
2.618 |
0.9710 |
|
1.618 |
0.9678 |
|
1.000 |
0.9658 |
|
0.618 |
0.9646 |
|
HIGH |
0.9626 |
|
0.618 |
0.9614 |
|
0.500 |
0.9610 |
|
0.382 |
0.9606 |
|
LOW |
0.9594 |
|
0.618 |
0.9574 |
|
1.000 |
0.9562 |
|
1.618 |
0.9542 |
|
2.618 |
0.9510 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9591 |
| PP |
0.9617 |
0.9550 |
| S1 |
0.9610 |
0.9510 |
|