CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0251 |
0.0111 |
1.1% |
1.0216 |
| High |
1.0276 |
1.0298 |
0.0022 |
0.2% |
1.0351 |
| Low |
1.0111 |
1.0249 |
0.0138 |
1.4% |
1.0001 |
| Close |
1.0275 |
1.0268 |
-0.0007 |
-0.1% |
1.0237 |
| Range |
0.0165 |
0.0049 |
-0.0116 |
-70.3% |
0.0350 |
| ATR |
0.0197 |
0.0187 |
-0.0011 |
-5.4% |
0.0000 |
| Volume |
7 |
123 |
116 |
1,657.1% |
605 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0392 |
1.0295 |
|
| R3 |
1.0370 |
1.0343 |
1.0281 |
|
| R2 |
1.0321 |
1.0321 |
1.0277 |
|
| R1 |
1.0294 |
1.0294 |
1.0272 |
1.0308 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0278 |
| S1 |
1.0245 |
1.0245 |
1.0264 |
1.0259 |
| S2 |
1.0223 |
1.0223 |
1.0259 |
|
| S3 |
1.0174 |
1.0196 |
1.0255 |
|
| S4 |
1.0125 |
1.0147 |
1.0241 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1092 |
1.0430 |
|
| R3 |
1.0896 |
1.0742 |
1.0333 |
|
| R2 |
1.0546 |
1.0546 |
1.0301 |
|
| R1 |
1.0392 |
1.0392 |
1.0269 |
1.0469 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0235 |
| S1 |
1.0042 |
1.0042 |
1.0205 |
1.0119 |
| S2 |
0.9846 |
0.9846 |
1.0173 |
|
| S3 |
0.9496 |
0.9692 |
1.0141 |
|
| S4 |
0.9146 |
0.9342 |
1.0045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0506 |
|
2.618 |
1.0426 |
|
1.618 |
1.0377 |
|
1.000 |
1.0347 |
|
0.618 |
1.0328 |
|
HIGH |
1.0298 |
|
0.618 |
1.0279 |
|
0.500 |
1.0274 |
|
0.382 |
1.0268 |
|
LOW |
1.0249 |
|
0.618 |
1.0219 |
|
1.000 |
1.0200 |
|
1.618 |
1.0170 |
|
2.618 |
1.0121 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0256 |
| PP |
1.0272 |
1.0243 |
| S1 |
1.0270 |
1.0231 |
|