CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
0.9854 |
-0.0231 |
-2.3% |
0.9809 |
| High |
1.0089 |
0.9970 |
-0.0119 |
-1.2% |
1.0327 |
| Low |
0.9954 |
0.9850 |
-0.0104 |
-1.0% |
0.9809 |
| Close |
1.0012 |
0.9960 |
-0.0052 |
-0.5% |
1.0196 |
| Range |
0.0135 |
0.0120 |
-0.0015 |
-11.1% |
0.0518 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
0.2% |
0.0000 |
| Volume |
17 |
15 |
-2 |
-11.8% |
510 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0243 |
1.0026 |
|
| R3 |
1.0167 |
1.0123 |
0.9993 |
|
| R2 |
1.0047 |
1.0047 |
0.9982 |
|
| R1 |
1.0003 |
1.0003 |
0.9971 |
1.0025 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9938 |
| S1 |
0.9883 |
0.9883 |
0.9949 |
0.9905 |
| S2 |
0.9807 |
0.9807 |
0.9938 |
|
| S3 |
0.9687 |
0.9763 |
0.9927 |
|
| S4 |
0.9567 |
0.9643 |
0.9894 |
|
|
| 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 |
1.0480 |
|
2.618 |
1.0284 |
|
1.618 |
1.0164 |
|
1.000 |
1.0090 |
|
0.618 |
1.0044 |
|
HIGH |
0.9970 |
|
0.618 |
0.9924 |
|
0.500 |
0.9910 |
|
0.382 |
0.9896 |
|
LOW |
0.9850 |
|
0.618 |
0.9776 |
|
1.000 |
0.9730 |
|
1.618 |
0.9656 |
|
2.618 |
0.9536 |
|
4.250 |
0.9340 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9943 |
1.0089 |
| PP |
0.9927 |
1.0046 |
| S1 |
0.9910 |
1.0003 |
|