CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0221 |
0.0010 |
0.1% |
0.9957 |
| High |
1.0478 |
1.0256 |
-0.0222 |
-2.1% |
1.1055 |
| Low |
1.0133 |
1.0199 |
0.0066 |
0.7% |
0.9910 |
| Close |
1.0381 |
1.0235 |
-0.0146 |
-1.4% |
1.0689 |
| Range |
0.0345 |
0.0057 |
-0.0288 |
-83.5% |
0.1145 |
| ATR |
0.0226 |
0.0222 |
-0.0003 |
-1.4% |
0.0000 |
| Volume |
73 |
43 |
-30 |
-41.1% |
1,485 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0375 |
1.0266 |
|
| R3 |
1.0344 |
1.0318 |
1.0251 |
|
| R2 |
1.0287 |
1.0287 |
1.0245 |
|
| R1 |
1.0261 |
1.0261 |
1.0240 |
1.0274 |
| PP |
1.0230 |
1.0230 |
1.0230 |
1.0237 |
| S1 |
1.0204 |
1.0204 |
1.0230 |
1.0217 |
| S2 |
1.0173 |
1.0173 |
1.0225 |
|
| S3 |
1.0116 |
1.0147 |
1.0219 |
|
| S4 |
1.0059 |
1.0090 |
1.0204 |
|
|
| 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 |
1.0498 |
|
2.618 |
1.0405 |
|
1.618 |
1.0348 |
|
1.000 |
1.0313 |
|
0.618 |
1.0291 |
|
HIGH |
1.0256 |
|
0.618 |
1.0234 |
|
0.500 |
1.0228 |
|
0.382 |
1.0221 |
|
LOW |
1.0199 |
|
0.618 |
1.0164 |
|
1.000 |
1.0142 |
|
1.618 |
1.0107 |
|
2.618 |
1.0050 |
|
4.250 |
0.9957 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0233 |
1.0439 |
| PP |
1.0230 |
1.0371 |
| S1 |
1.0228 |
1.0303 |
|