CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
0.9637 |
0.9600 |
-0.0037 |
-0.4% |
0.9609 |
High |
0.9637 |
0.9600 |
-0.0037 |
-0.4% |
0.9759 |
Low |
0.9569 |
0.9535 |
-0.0034 |
-0.4% |
0.9394 |
Close |
0.9599 |
0.9548 |
-0.0051 |
-0.5% |
0.9477 |
Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0365 |
ATR |
0.0000 |
0.0113 |
0.0113 |
|
0.0000 |
Volume |
258 |
27 |
-231 |
-89.5% |
73 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9756 |
0.9717 |
0.9584 |
|
R3 |
0.9691 |
0.9652 |
0.9566 |
|
R2 |
0.9626 |
0.9626 |
0.9560 |
|
R1 |
0.9587 |
0.9587 |
0.9554 |
0.9574 |
PP |
0.9561 |
0.9561 |
0.9561 |
0.9555 |
S1 |
0.9522 |
0.9522 |
0.9542 |
0.9509 |
S2 |
0.9496 |
0.9496 |
0.9536 |
|
S3 |
0.9431 |
0.9457 |
0.9530 |
|
S4 |
0.9366 |
0.9392 |
0.9512 |
|
|
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 |
0.9876 |
2.618 |
0.9770 |
1.618 |
0.9705 |
1.000 |
0.9665 |
0.618 |
0.9640 |
HIGH |
0.9600 |
0.618 |
0.9575 |
0.500 |
0.9568 |
0.382 |
0.9560 |
LOW |
0.9535 |
0.618 |
0.9495 |
1.000 |
0.9470 |
1.618 |
0.9430 |
2.618 |
0.9365 |
4.250 |
0.9259 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9568 |
0.9586 |
PP |
0.9561 |
0.9573 |
S1 |
0.9555 |
0.9561 |
|