CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.0261 |
1.0216 |
-0.0045 |
-0.4% |
1.0900 |
High |
1.0432 |
1.0216 |
-0.0216 |
-2.1% |
1.0975 |
Low |
1.0183 |
1.0099 |
-0.0084 |
-0.8% |
1.0133 |
Close |
1.0186 |
1.0151 |
-0.0035 |
-0.3% |
1.0186 |
Range |
0.0249 |
0.0117 |
-0.0132 |
-53.0% |
0.0842 |
ATR |
0.0224 |
0.0217 |
-0.0008 |
-3.4% |
0.0000 |
Volume |
31 |
50 |
19 |
61.3% |
252 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0506 |
1.0446 |
1.0215 |
|
R3 |
1.0389 |
1.0329 |
1.0183 |
|
R2 |
1.0272 |
1.0272 |
1.0172 |
|
R1 |
1.0212 |
1.0212 |
1.0162 |
1.0184 |
PP |
1.0155 |
1.0155 |
1.0155 |
1.0141 |
S1 |
1.0095 |
1.0095 |
1.0140 |
1.0067 |
S2 |
1.0038 |
1.0038 |
1.0130 |
|
S3 |
0.9921 |
0.9978 |
1.0119 |
|
S4 |
0.9804 |
0.9861 |
1.0087 |
|
|
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 |
1.0713 |
2.618 |
1.0522 |
1.618 |
1.0405 |
1.000 |
1.0333 |
0.618 |
1.0288 |
HIGH |
1.0216 |
0.618 |
1.0171 |
0.500 |
1.0158 |
0.382 |
1.0144 |
LOW |
1.0099 |
0.618 |
1.0027 |
1.000 |
0.9982 |
1.618 |
0.9910 |
2.618 |
0.9793 |
4.250 |
0.9602 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0158 |
1.0266 |
PP |
1.0155 |
1.0227 |
S1 |
1.0153 |
1.0189 |
|