CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9809 |
0.0168 |
1.7% |
0.9728 |
| High |
0.9641 |
1.0109 |
0.0468 |
4.9% |
0.9778 |
| Low |
0.9641 |
0.9809 |
0.0168 |
1.7% |
0.9567 |
| Close |
0.9637 |
1.0065 |
0.0428 |
4.4% |
0.9637 |
| Range |
0.0000 |
0.0300 |
0.0300 |
|
0.0211 |
| ATR |
0.0106 |
0.0132 |
0.0026 |
24.8% |
0.0000 |
| Volume |
3 |
13 |
10 |
333.3% |
33 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0780 |
1.0230 |
|
| R3 |
1.0594 |
1.0480 |
1.0148 |
|
| R2 |
1.0294 |
1.0294 |
1.0120 |
|
| R1 |
1.0180 |
1.0180 |
1.0093 |
1.0237 |
| PP |
0.9994 |
0.9994 |
0.9994 |
1.0023 |
| S1 |
0.9880 |
0.9880 |
1.0038 |
0.9937 |
| S2 |
0.9694 |
0.9694 |
1.0010 |
|
| S3 |
0.9394 |
0.9580 |
0.9983 |
|
| S4 |
0.9094 |
0.9280 |
0.9900 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0176 |
0.9753 |
|
| R3 |
1.0083 |
0.9965 |
0.9695 |
|
| R2 |
0.9872 |
0.9872 |
0.9676 |
|
| R1 |
0.9754 |
0.9754 |
0.9656 |
0.9708 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9637 |
| S1 |
0.9543 |
0.9543 |
0.9618 |
0.9497 |
| S2 |
0.9450 |
0.9450 |
0.9598 |
|
| S3 |
0.9239 |
0.9332 |
0.9579 |
|
| S4 |
0.9028 |
0.9121 |
0.9521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.0894 |
|
1.618 |
1.0594 |
|
1.000 |
1.0409 |
|
0.618 |
1.0294 |
|
HIGH |
1.0109 |
|
0.618 |
0.9994 |
|
0.500 |
0.9959 |
|
0.382 |
0.9924 |
|
LOW |
0.9809 |
|
0.618 |
0.9624 |
|
1.000 |
0.9509 |
|
1.618 |
0.9324 |
|
2.618 |
0.9024 |
|
4.250 |
0.8534 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
0.9999 |
| PP |
0.9994 |
0.9933 |
| S1 |
0.9959 |
0.9867 |
|