CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0261 |
0.0040 |
0.4% |
1.0900 |
| High |
1.0256 |
1.0432 |
0.0176 |
1.7% |
1.0975 |
| Low |
1.0199 |
1.0183 |
-0.0016 |
-0.2% |
1.0133 |
| Close |
1.0235 |
1.0186 |
-0.0049 |
-0.5% |
1.0186 |
| Range |
0.0057 |
0.0249 |
0.0192 |
336.8% |
0.0842 |
| ATR |
0.0222 |
0.0224 |
0.0002 |
0.9% |
0.0000 |
| Volume |
43 |
31 |
-12 |
-27.9% |
252 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0849 |
1.0323 |
|
| R3 |
1.0765 |
1.0600 |
1.0254 |
|
| R2 |
1.0516 |
1.0516 |
1.0232 |
|
| R1 |
1.0351 |
1.0351 |
1.0209 |
1.0309 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0246 |
| S1 |
1.0102 |
1.0102 |
1.0163 |
1.0060 |
| S2 |
1.0018 |
1.0018 |
1.0140 |
|
| S3 |
0.9769 |
0.9853 |
1.0118 |
|
| S4 |
0.9520 |
0.9604 |
1.0049 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2414 |
1.0649 |
|
| R3 |
1.2115 |
1.1572 |
1.0418 |
|
| R2 |
1.1273 |
1.1273 |
1.0340 |
|
| R1 |
1.0730 |
1.0730 |
1.0263 |
1.0581 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0357 |
| S1 |
0.9888 |
0.9888 |
1.0109 |
0.9739 |
| S2 |
0.9589 |
0.9589 |
1.0032 |
|
| S3 |
0.8747 |
0.9046 |
0.9954 |
|
| S4 |
0.7905 |
0.8204 |
0.9723 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1490 |
|
2.618 |
1.1084 |
|
1.618 |
1.0835 |
|
1.000 |
1.0681 |
|
0.618 |
1.0586 |
|
HIGH |
1.0432 |
|
0.618 |
1.0337 |
|
0.500 |
1.0308 |
|
0.382 |
1.0278 |
|
LOW |
1.0183 |
|
0.618 |
1.0029 |
|
1.000 |
0.9934 |
|
1.618 |
0.9780 |
|
2.618 |
0.9531 |
|
4.250 |
0.9125 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0306 |
| PP |
1.0267 |
1.0266 |
| S1 |
1.0227 |
1.0226 |
|