CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0250 |
0.0165 |
1.6% |
0.9809 |
| High |
1.0130 |
1.0327 |
0.0197 |
1.9% |
1.0327 |
| Low |
1.0014 |
1.0091 |
0.0077 |
0.8% |
0.9809 |
| Close |
1.0111 |
1.0196 |
0.0085 |
0.8% |
1.0196 |
| Range |
0.0116 |
0.0236 |
0.0120 |
103.4% |
0.0518 |
| ATR |
0.0145 |
0.0151 |
0.0007 |
4.5% |
0.0000 |
| Volume |
64 |
20 |
-44 |
-68.8% |
510 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0790 |
1.0326 |
|
| R3 |
1.0677 |
1.0554 |
1.0261 |
|
| R2 |
1.0441 |
1.0441 |
1.0239 |
|
| R1 |
1.0318 |
1.0318 |
1.0218 |
1.0262 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0176 |
| S1 |
1.0082 |
1.0082 |
1.0174 |
1.0026 |
| S2 |
0.9969 |
0.9969 |
1.0153 |
|
| S3 |
0.9733 |
0.9846 |
1.0131 |
|
| S4 |
0.9497 |
0.9610 |
1.0066 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1665 |
1.1448 |
1.0481 |
|
| R3 |
1.1147 |
1.0930 |
1.0338 |
|
| R2 |
1.0629 |
1.0629 |
1.0291 |
|
| R1 |
1.0412 |
1.0412 |
1.0243 |
1.0521 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0165 |
| S1 |
0.9894 |
0.9894 |
1.0149 |
1.0003 |
| S2 |
0.9593 |
0.9593 |
1.0101 |
|
| S3 |
0.9075 |
0.9376 |
1.0054 |
|
| S4 |
0.8557 |
0.8858 |
0.9911 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1330 |
|
2.618 |
1.0945 |
|
1.618 |
1.0709 |
|
1.000 |
1.0563 |
|
0.618 |
1.0473 |
|
HIGH |
1.0327 |
|
0.618 |
1.0237 |
|
0.500 |
1.0209 |
|
0.382 |
1.0181 |
|
LOW |
1.0091 |
|
0.618 |
0.9945 |
|
1.000 |
0.9855 |
|
1.618 |
0.9709 |
|
2.618 |
0.9473 |
|
4.250 |
0.9088 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0187 |
| PP |
1.0205 |
1.0178 |
| S1 |
1.0200 |
1.0169 |
|