CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0744 |
-0.0156 |
-1.4% |
0.9957 |
| High |
1.0975 |
1.0744 |
-0.0231 |
-2.1% |
1.1055 |
| Low |
1.0791 |
1.0236 |
-0.0555 |
-5.1% |
0.9910 |
| Close |
1.0764 |
1.0340 |
-0.0424 |
-3.9% |
1.0689 |
| Range |
0.0184 |
0.0508 |
0.0324 |
176.1% |
0.1145 |
| ATR |
0.0192 |
0.0216 |
0.0024 |
12.5% |
0.0000 |
| Volume |
59 |
46 |
-13 |
-22.0% |
1,485 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1964 |
1.1660 |
1.0619 |
|
| R3 |
1.1456 |
1.1152 |
1.0480 |
|
| R2 |
1.0948 |
1.0948 |
1.0433 |
|
| R1 |
1.0644 |
1.0644 |
1.0387 |
1.0542 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0389 |
| S1 |
1.0136 |
1.0136 |
1.0293 |
1.0034 |
| S2 |
0.9932 |
0.9932 |
1.0247 |
|
| S3 |
0.9424 |
0.9628 |
1.0200 |
|
| S4 |
0.8916 |
0.9120 |
1.0061 |
|
|
| 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 |
1.2903 |
|
2.618 |
1.2074 |
|
1.618 |
1.1566 |
|
1.000 |
1.1252 |
|
0.618 |
1.1058 |
|
HIGH |
1.0744 |
|
0.618 |
1.0550 |
|
0.500 |
1.0490 |
|
0.382 |
1.0430 |
|
LOW |
1.0236 |
|
0.618 |
0.9922 |
|
1.000 |
0.9728 |
|
1.618 |
0.9414 |
|
2.618 |
0.8906 |
|
4.250 |
0.8077 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0490 |
1.0646 |
| PP |
1.0440 |
1.0544 |
| S1 |
1.0390 |
1.0442 |
|