CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0211 |
-0.0533 |
-5.0% |
0.9957 |
| High |
1.0744 |
1.0478 |
-0.0266 |
-2.5% |
1.1055 |
| Low |
1.0236 |
1.0133 |
-0.0103 |
-1.0% |
0.9910 |
| Close |
1.0340 |
1.0381 |
0.0041 |
0.4% |
1.0689 |
| Range |
0.0508 |
0.0345 |
-0.0163 |
-32.1% |
0.1145 |
| ATR |
0.0216 |
0.0226 |
0.0009 |
4.2% |
0.0000 |
| Volume |
46 |
73 |
27 |
58.7% |
1,485 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1218 |
1.0571 |
|
| R3 |
1.1021 |
1.0873 |
1.0476 |
|
| R2 |
1.0676 |
1.0676 |
1.0444 |
|
| R1 |
1.0528 |
1.0528 |
1.0413 |
1.0602 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0368 |
| S1 |
1.0183 |
1.0183 |
1.0349 |
1.0257 |
| S2 |
0.9986 |
0.9986 |
1.0318 |
|
| S3 |
0.9641 |
0.9838 |
1.0286 |
|
| S4 |
0.9296 |
0.9493 |
1.0191 |
|
|
| 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 |
1.1944 |
|
2.618 |
1.1381 |
|
1.618 |
1.1036 |
|
1.000 |
1.0823 |
|
0.618 |
1.0691 |
|
HIGH |
1.0478 |
|
0.618 |
1.0346 |
|
0.500 |
1.0306 |
|
0.382 |
1.0265 |
|
LOW |
1.0133 |
|
0.618 |
0.9920 |
|
1.000 |
0.9788 |
|
1.618 |
0.9575 |
|
2.618 |
0.9230 |
|
4.250 |
0.8667 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0356 |
1.0554 |
| PP |
1.0331 |
1.0496 |
| S1 |
1.0306 |
1.0439 |
|