CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0900 |
0.0527 |
5.1% |
0.9957 |
| High |
1.1055 |
1.0975 |
-0.0080 |
-0.7% |
1.1055 |
| Low |
1.0373 |
1.0791 |
0.0418 |
4.0% |
0.9910 |
| Close |
1.0689 |
1.0764 |
0.0075 |
0.7% |
1.0689 |
| Range |
0.0682 |
0.0184 |
-0.0498 |
-73.0% |
0.1145 |
| ATR |
0.0185 |
0.0192 |
0.0007 |
3.9% |
0.0000 |
| Volume |
947 |
59 |
-888 |
-93.8% |
1,485 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1264 |
1.0865 |
|
| R3 |
1.1211 |
1.1080 |
1.0815 |
|
| R2 |
1.1027 |
1.1027 |
1.0798 |
|
| R1 |
1.0896 |
1.0896 |
1.0781 |
1.0870 |
| PP |
1.0843 |
1.0843 |
1.0843 |
1.0830 |
| S1 |
1.0712 |
1.0712 |
1.0747 |
1.0686 |
| S2 |
1.0659 |
1.0659 |
1.0730 |
|
| S3 |
1.0475 |
1.0528 |
1.0713 |
|
| S4 |
1.0291 |
1.0344 |
1.0663 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3986 |
1.3483 |
1.1319 |
|
| R3 |
1.2841 |
1.2338 |
1.1004 |
|
| R2 |
1.1696 |
1.1696 |
1.0899 |
|
| R1 |
1.1193 |
1.1193 |
1.0794 |
1.1445 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0677 |
| S1 |
1.0048 |
1.0048 |
1.0584 |
1.0300 |
| S2 |
0.9406 |
0.9406 |
1.0479 |
|
| S3 |
0.8261 |
0.8903 |
1.0374 |
|
| S4 |
0.7116 |
0.7758 |
1.0059 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1757 |
|
2.618 |
1.1457 |
|
1.618 |
1.1273 |
|
1.000 |
1.1159 |
|
0.618 |
1.1089 |
|
HIGH |
1.0975 |
|
0.618 |
1.0905 |
|
0.500 |
1.0883 |
|
0.382 |
1.0861 |
|
LOW |
1.0791 |
|
0.618 |
1.0677 |
|
1.000 |
1.0607 |
|
1.618 |
1.0493 |
|
2.618 |
1.0309 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0741 |
| PP |
1.0843 |
1.0717 |
| S1 |
1.0804 |
1.0694 |
|