CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9957 |
0.9910 |
-0.0047 |
-0.5% |
1.0085 |
| High |
0.9962 |
1.0064 |
0.0102 |
1.0% |
1.0180 |
| Low |
0.9923 |
0.9910 |
-0.0013 |
-0.1% |
0.9850 |
| Close |
0.9919 |
1.0026 |
0.0107 |
1.1% |
0.9946 |
| Range |
0.0039 |
0.0154 |
0.0115 |
294.9% |
0.0330 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
1.0% |
0.0000 |
| Volume |
71 |
60 |
-11 |
-15.5% |
104 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0398 |
1.0111 |
|
| R3 |
1.0308 |
1.0244 |
1.0068 |
|
| R2 |
1.0154 |
1.0154 |
1.0054 |
|
| R1 |
1.0090 |
1.0090 |
1.0040 |
1.0122 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0016 |
| S1 |
0.9936 |
0.9936 |
1.0012 |
0.9968 |
| S2 |
0.9846 |
0.9846 |
0.9998 |
|
| S3 |
0.9692 |
0.9782 |
0.9984 |
|
| S4 |
0.9538 |
0.9628 |
0.9941 |
|
|
| 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 |
1.0719 |
|
2.618 |
1.0467 |
|
1.618 |
1.0313 |
|
1.000 |
1.0218 |
|
0.618 |
1.0159 |
|
HIGH |
1.0064 |
|
0.618 |
1.0005 |
|
0.500 |
0.9987 |
|
0.382 |
0.9969 |
|
LOW |
0.9910 |
|
0.618 |
0.9815 |
|
1.000 |
0.9756 |
|
1.618 |
0.9661 |
|
2.618 |
0.9507 |
|
4.250 |
0.9256 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0013 |
| PP |
1.0000 |
1.0000 |
| S1 |
0.9987 |
0.9987 |
|