CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0086 |
-0.0083 |
-0.8% |
1.0900 |
| High |
1.0169 |
1.0212 |
0.0043 |
0.4% |
1.0975 |
| Low |
1.0001 |
1.0068 |
0.0067 |
0.7% |
1.0133 |
| Close |
1.0074 |
1.0151 |
0.0077 |
0.8% |
1.0186 |
| Range |
0.0168 |
0.0144 |
-0.0024 |
-14.3% |
0.0842 |
| ATR |
0.0213 |
0.0208 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
82 |
14 |
-68 |
-82.9% |
252 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0507 |
1.0230 |
|
| R3 |
1.0432 |
1.0363 |
1.0191 |
|
| R2 |
1.0288 |
1.0288 |
1.0177 |
|
| R1 |
1.0219 |
1.0219 |
1.0164 |
1.0254 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0161 |
| S1 |
1.0075 |
1.0075 |
1.0138 |
1.0110 |
| S2 |
1.0000 |
1.0000 |
1.0125 |
|
| S3 |
0.9856 |
0.9931 |
1.0111 |
|
| S4 |
0.9712 |
0.9787 |
1.0072 |
|
|
| 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 |
1.0824 |
|
2.618 |
1.0589 |
|
1.618 |
1.0445 |
|
1.000 |
1.0356 |
|
0.618 |
1.0301 |
|
HIGH |
1.0212 |
|
0.618 |
1.0157 |
|
0.500 |
1.0140 |
|
0.382 |
1.0123 |
|
LOW |
1.0068 |
|
0.618 |
0.9979 |
|
1.000 |
0.9924 |
|
1.618 |
0.9835 |
|
2.618 |
0.9691 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0137 |
| PP |
1.0144 |
1.0123 |
| S1 |
1.0140 |
1.0109 |
|