CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0026 |
-0.0154 |
-1.5% |
1.0085 |
| High |
1.0180 |
1.0026 |
-0.0154 |
-1.5% |
1.0180 |
| Low |
1.0035 |
0.9950 |
-0.0085 |
-0.8% |
0.9850 |
| Close |
1.0027 |
0.9946 |
-0.0081 |
-0.8% |
0.9946 |
| Range |
0.0145 |
0.0076 |
-0.0069 |
-47.6% |
0.0330 |
| ATR |
0.0147 |
0.0142 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
17 |
34 |
17 |
100.0% |
104 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0150 |
0.9988 |
|
| R3 |
1.0126 |
1.0074 |
0.9967 |
|
| R2 |
1.0050 |
1.0050 |
0.9960 |
|
| R1 |
0.9998 |
0.9998 |
0.9953 |
0.9986 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9968 |
| S1 |
0.9922 |
0.9922 |
0.9939 |
0.9910 |
| S2 |
0.9898 |
0.9898 |
0.9932 |
|
| S3 |
0.9822 |
0.9846 |
0.9925 |
|
| S4 |
0.9746 |
0.9770 |
0.9904 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0794 |
1.0128 |
|
| R3 |
1.0652 |
1.0464 |
1.0037 |
|
| R2 |
1.0322 |
1.0322 |
1.0007 |
|
| R1 |
1.0134 |
1.0134 |
0.9976 |
1.0063 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9957 |
| S1 |
0.9804 |
0.9804 |
0.9916 |
0.9733 |
| S2 |
0.9662 |
0.9662 |
0.9886 |
|
| S3 |
0.9332 |
0.9474 |
0.9855 |
|
| S4 |
0.9002 |
0.9144 |
0.9765 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0225 |
|
1.618 |
1.0149 |
|
1.000 |
1.0102 |
|
0.618 |
1.0073 |
|
HIGH |
1.0026 |
|
0.618 |
0.9997 |
|
0.500 |
0.9988 |
|
0.382 |
0.9979 |
|
LOW |
0.9950 |
|
0.618 |
0.9903 |
|
1.000 |
0.9874 |
|
1.618 |
0.9827 |
|
2.618 |
0.9751 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
1.0065 |
| PP |
0.9974 |
1.0025 |
| S1 |
0.9960 |
0.9986 |
|