CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9625 |
0.0015 |
0.2% |
0.9555 |
| High |
0.9610 |
0.9681 |
0.0071 |
0.7% |
0.9659 |
| Low |
0.9610 |
0.9625 |
0.0015 |
0.2% |
0.9535 |
| Close |
0.9610 |
0.9657 |
0.0047 |
0.5% |
0.9578 |
| Range |
0.0000 |
0.0056 |
0.0056 |
|
0.0124 |
| ATR |
0.0116 |
0.0112 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
18 |
3 |
-15 |
-83.3% |
386 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9822 |
0.9796 |
0.9688 |
|
| R3 |
0.9766 |
0.9740 |
0.9672 |
|
| R2 |
0.9710 |
0.9710 |
0.9667 |
|
| R1 |
0.9684 |
0.9684 |
0.9662 |
0.9697 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9661 |
| S1 |
0.9628 |
0.9628 |
0.9652 |
0.9641 |
| S2 |
0.9598 |
0.9598 |
0.9647 |
|
| S3 |
0.9542 |
0.9572 |
0.9642 |
|
| S4 |
0.9486 |
0.9516 |
0.9626 |
|
|
| 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 |
0.9919 |
|
2.618 |
0.9828 |
|
1.618 |
0.9772 |
|
1.000 |
0.9737 |
|
0.618 |
0.9716 |
|
HIGH |
0.9681 |
|
0.618 |
0.9660 |
|
0.500 |
0.9653 |
|
0.382 |
0.9646 |
|
LOW |
0.9625 |
|
0.618 |
0.9590 |
|
1.000 |
0.9569 |
|
1.618 |
0.9534 |
|
2.618 |
0.9478 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9656 |
0.9646 |
| PP |
0.9654 |
0.9635 |
| S1 |
0.9653 |
0.9624 |
|