CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.0250 |
1.0085 |
-0.0165 |
-1.6% |
0.9809 |
High |
1.0327 |
1.0089 |
-0.0238 |
-2.3% |
1.0327 |
Low |
1.0091 |
0.9954 |
-0.0137 |
-1.4% |
0.9809 |
Close |
1.0196 |
1.0012 |
-0.0184 |
-1.8% |
1.0196 |
Range |
0.0236 |
0.0135 |
-0.0101 |
-42.8% |
0.0518 |
ATR |
0.0151 |
0.0158 |
0.0006 |
4.3% |
0.0000 |
Volume |
20 |
17 |
-3 |
-15.0% |
510 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0423 |
1.0353 |
1.0086 |
|
R3 |
1.0288 |
1.0218 |
1.0049 |
|
R2 |
1.0153 |
1.0153 |
1.0037 |
|
R1 |
1.0083 |
1.0083 |
1.0024 |
1.0051 |
PP |
1.0018 |
1.0018 |
1.0018 |
1.0002 |
S1 |
0.9948 |
0.9948 |
1.0000 |
0.9916 |
S2 |
0.9883 |
0.9883 |
0.9987 |
|
S3 |
0.9748 |
0.9813 |
0.9975 |
|
S4 |
0.9613 |
0.9678 |
0.9938 |
|
|
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 |
1.0663 |
2.618 |
1.0442 |
1.618 |
1.0307 |
1.000 |
1.0224 |
0.618 |
1.0172 |
HIGH |
1.0089 |
0.618 |
1.0037 |
0.500 |
1.0022 |
0.382 |
1.0006 |
LOW |
0.9954 |
0.618 |
0.9871 |
1.000 |
0.9819 |
1.618 |
0.9736 |
2.618 |
0.9601 |
4.250 |
0.9380 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0022 |
1.0141 |
PP |
1.0018 |
1.0098 |
S1 |
1.0015 |
1.0055 |
|