CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9910 |
1.0025 |
0.0115 |
1.2% |
1.0085 |
| High |
1.0064 |
1.0255 |
0.0191 |
1.9% |
1.0180 |
| Low |
0.9910 |
1.0025 |
0.0115 |
1.2% |
0.9850 |
| Close |
1.0026 |
1.0313 |
0.0287 |
2.9% |
0.9946 |
| Range |
0.0154 |
0.0230 |
0.0076 |
49.4% |
0.0330 |
| ATR |
0.0136 |
0.0143 |
0.0007 |
4.9% |
0.0000 |
| Volume |
60 |
376 |
316 |
526.7% |
104 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0888 |
1.0830 |
1.0440 |
|
| R3 |
1.0658 |
1.0600 |
1.0376 |
|
| R2 |
1.0428 |
1.0428 |
1.0355 |
|
| R1 |
1.0370 |
1.0370 |
1.0334 |
1.0399 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0212 |
| S1 |
1.0140 |
1.0140 |
1.0292 |
1.0169 |
| S2 |
0.9968 |
0.9968 |
1.0271 |
|
| S3 |
0.9738 |
0.9910 |
1.0250 |
|
| S4 |
0.9508 |
0.9680 |
1.0187 |
|
|
| 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 |
1.1233 |
|
2.618 |
1.0857 |
|
1.618 |
1.0627 |
|
1.000 |
1.0485 |
|
0.618 |
1.0397 |
|
HIGH |
1.0255 |
|
0.618 |
1.0167 |
|
0.500 |
1.0140 |
|
0.382 |
1.0113 |
|
LOW |
1.0025 |
|
0.618 |
0.9883 |
|
1.000 |
0.9795 |
|
1.618 |
0.9653 |
|
2.618 |
0.9423 |
|
4.250 |
0.9048 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0255 |
1.0236 |
| PP |
1.0198 |
1.0159 |
| S1 |
1.0140 |
1.0083 |
|