CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0228 |
0.0142 |
1.4% |
1.0900 |
| High |
1.0212 |
1.0310 |
0.0098 |
1.0% |
1.0975 |
| Low |
1.0068 |
1.0224 |
0.0156 |
1.5% |
1.0133 |
| Close |
1.0151 |
1.0273 |
0.0122 |
1.2% |
1.0186 |
| Range |
0.0144 |
0.0086 |
-0.0058 |
-40.3% |
0.0842 |
| ATR |
0.0208 |
0.0205 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
14 |
390 |
376 |
2,685.7% |
252 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0486 |
1.0320 |
|
| R3 |
1.0441 |
1.0400 |
1.0297 |
|
| R2 |
1.0355 |
1.0355 |
1.0289 |
|
| R1 |
1.0314 |
1.0314 |
1.0281 |
1.0335 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0279 |
| S1 |
1.0228 |
1.0228 |
1.0265 |
1.0249 |
| S2 |
1.0183 |
1.0183 |
1.0257 |
|
| S3 |
1.0097 |
1.0142 |
1.0249 |
|
| S4 |
1.0011 |
1.0056 |
1.0226 |
|
|
| 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 |
1.0676 |
|
2.618 |
1.0535 |
|
1.618 |
1.0449 |
|
1.000 |
1.0396 |
|
0.618 |
1.0363 |
|
HIGH |
1.0310 |
|
0.618 |
1.0277 |
|
0.500 |
1.0267 |
|
0.382 |
1.0257 |
|
LOW |
1.0224 |
|
0.618 |
1.0171 |
|
1.000 |
1.0138 |
|
1.618 |
1.0085 |
|
2.618 |
0.9999 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0234 |
| PP |
1.0269 |
1.0195 |
| S1 |
1.0267 |
1.0156 |
|