CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9728 |
0.0069 |
0.7% |
0.9555 |
| High |
0.9659 |
0.9778 |
0.0119 |
1.2% |
0.9659 |
| Low |
0.9659 |
0.9728 |
0.0069 |
0.7% |
0.9535 |
| Close |
0.9578 |
0.9736 |
0.0158 |
1.6% |
0.9578 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0124 |
| ATR |
0.0113 |
0.0119 |
0.0006 |
5.6% |
0.0000 |
| Volume |
91 |
1 |
-90 |
-98.9% |
386 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9867 |
0.9764 |
|
| R3 |
0.9847 |
0.9817 |
0.9750 |
|
| R2 |
0.9797 |
0.9797 |
0.9745 |
|
| R1 |
0.9767 |
0.9767 |
0.9741 |
0.9782 |
| PP |
0.9747 |
0.9747 |
0.9747 |
0.9755 |
| S1 |
0.9717 |
0.9717 |
0.9731 |
0.9732 |
| S2 |
0.9697 |
0.9697 |
0.9727 |
|
| S3 |
0.9647 |
0.9667 |
0.9722 |
|
| S4 |
0.9597 |
0.9617 |
0.9709 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9894 |
0.9646 |
|
| R3 |
0.9839 |
0.9770 |
0.9612 |
|
| R2 |
0.9715 |
0.9715 |
0.9601 |
|
| R1 |
0.9646 |
0.9646 |
0.9589 |
0.9681 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9608 |
| S1 |
0.9522 |
0.9522 |
0.9567 |
0.9557 |
| S2 |
0.9467 |
0.9467 |
0.9555 |
|
| S3 |
0.9343 |
0.9398 |
0.9544 |
|
| S4 |
0.9219 |
0.9274 |
0.9510 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9991 |
|
2.618 |
0.9909 |
|
1.618 |
0.9859 |
|
1.000 |
0.9828 |
|
0.618 |
0.9809 |
|
HIGH |
0.9778 |
|
0.618 |
0.9759 |
|
0.500 |
0.9753 |
|
0.382 |
0.9747 |
|
LOW |
0.9728 |
|
0.618 |
0.9697 |
|
1.000 |
0.9678 |
|
1.618 |
0.9647 |
|
2.618 |
0.9597 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9710 |
| PP |
0.9747 |
0.9683 |
| S1 |
0.9742 |
0.9657 |
|