CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.0026 |
0.9957 |
-0.0069 |
-0.7% |
1.0085 |
High |
1.0026 |
0.9962 |
-0.0064 |
-0.6% |
1.0180 |
Low |
0.9950 |
0.9923 |
-0.0027 |
-0.3% |
0.9850 |
Close |
0.9946 |
0.9919 |
-0.0027 |
-0.3% |
0.9946 |
Range |
0.0076 |
0.0039 |
-0.0037 |
-48.7% |
0.0330 |
ATR |
0.0142 |
0.0135 |
-0.0007 |
-5.2% |
0.0000 |
Volume |
34 |
71 |
37 |
108.8% |
104 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0052 |
1.0024 |
0.9940 |
|
R3 |
1.0013 |
0.9985 |
0.9930 |
|
R2 |
0.9974 |
0.9974 |
0.9926 |
|
R1 |
0.9946 |
0.9946 |
0.9923 |
0.9941 |
PP |
0.9935 |
0.9935 |
0.9935 |
0.9932 |
S1 |
0.9907 |
0.9907 |
0.9915 |
0.9902 |
S2 |
0.9896 |
0.9896 |
0.9912 |
|
S3 |
0.9857 |
0.9868 |
0.9908 |
|
S4 |
0.9818 |
0.9829 |
0.9898 |
|
|
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 |
1.0128 |
2.618 |
1.0064 |
1.618 |
1.0025 |
1.000 |
1.0001 |
0.618 |
0.9986 |
HIGH |
0.9962 |
0.618 |
0.9947 |
0.500 |
0.9943 |
0.382 |
0.9938 |
LOW |
0.9923 |
0.618 |
0.9899 |
1.000 |
0.9884 |
1.618 |
0.9860 |
2.618 |
0.9821 |
4.250 |
0.9757 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9943 |
1.0052 |
PP |
0.9935 |
1.0007 |
S1 |
0.9927 |
0.9963 |
|