CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0011 |
0.0011 |
0.1% |
0.9728 |
| High |
1.0000 |
1.0276 |
0.0276 |
2.8% |
0.9778 |
| Low |
0.9890 |
1.0011 |
0.0121 |
1.2% |
0.9567 |
| Close |
0.9976 |
1.0133 |
0.0157 |
1.6% |
0.9637 |
| Range |
0.0110 |
0.0265 |
0.0155 |
140.9% |
0.0211 |
| ATR |
0.0135 |
0.0147 |
0.0012 |
8.8% |
0.0000 |
| Volume |
77 |
336 |
259 |
336.4% |
33 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0799 |
1.0279 |
|
| R3 |
1.0670 |
1.0534 |
1.0206 |
|
| R2 |
1.0405 |
1.0405 |
1.0182 |
|
| R1 |
1.0269 |
1.0269 |
1.0157 |
1.0337 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0174 |
| S1 |
1.0004 |
1.0004 |
1.0109 |
1.0072 |
| S2 |
0.9875 |
0.9875 |
1.0084 |
|
| S3 |
0.9610 |
0.9739 |
1.0060 |
|
| S4 |
0.9345 |
0.9474 |
0.9987 |
|
|
| 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 |
1.1402 |
|
2.618 |
1.0970 |
|
1.618 |
1.0705 |
|
1.000 |
1.0541 |
|
0.618 |
1.0440 |
|
HIGH |
1.0276 |
|
0.618 |
1.0175 |
|
0.500 |
1.0144 |
|
0.382 |
1.0112 |
|
LOW |
1.0011 |
|
0.618 |
0.9847 |
|
1.000 |
0.9746 |
|
1.618 |
0.9582 |
|
2.618 |
0.9317 |
|
4.250 |
0.8885 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0103 |
| PP |
1.0140 |
1.0073 |
| S1 |
1.0137 |
1.0043 |
|