CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
1.0085 |
0.0074 |
0.7% |
0.9728 |
| High |
1.0276 |
1.0130 |
-0.0146 |
-1.4% |
0.9778 |
| Low |
1.0011 |
1.0014 |
0.0003 |
0.0% |
0.9567 |
| Close |
1.0133 |
1.0111 |
-0.0022 |
-0.2% |
0.9637 |
| Range |
0.0265 |
0.0116 |
-0.0149 |
-56.2% |
0.0211 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
336 |
64 |
-272 |
-81.0% |
33 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0388 |
1.0175 |
|
| R3 |
1.0317 |
1.0272 |
1.0143 |
|
| R2 |
1.0201 |
1.0201 |
1.0132 |
|
| R1 |
1.0156 |
1.0156 |
1.0122 |
1.0179 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0096 |
| S1 |
1.0040 |
1.0040 |
1.0100 |
1.0063 |
| S2 |
0.9969 |
0.9969 |
1.0090 |
|
| S3 |
0.9853 |
0.9924 |
1.0079 |
|
| S4 |
0.9737 |
0.9808 |
1.0047 |
|
|
| 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 |
1.0623 |
|
2.618 |
1.0434 |
|
1.618 |
1.0318 |
|
1.000 |
1.0246 |
|
0.618 |
1.0202 |
|
HIGH |
1.0130 |
|
0.618 |
1.0086 |
|
0.500 |
1.0072 |
|
0.382 |
1.0058 |
|
LOW |
1.0014 |
|
0.618 |
0.9942 |
|
1.000 |
0.9898 |
|
1.618 |
0.9826 |
|
2.618 |
0.9710 |
|
4.250 |
0.9521 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0102 |
| PP |
1.0085 |
1.0092 |
| S1 |
1.0072 |
1.0083 |
|