CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0308 |
0.0057 |
0.6% |
1.0216 |
| High |
1.0298 |
1.0595 |
0.0297 |
2.9% |
1.0351 |
| Low |
1.0249 |
1.0308 |
0.0059 |
0.6% |
1.0001 |
| Close |
1.0268 |
1.0502 |
0.0234 |
2.3% |
1.0237 |
| Range |
0.0049 |
0.0287 |
0.0238 |
485.7% |
0.0350 |
| ATR |
0.0187 |
0.0197 |
0.0010 |
5.4% |
0.0000 |
| Volume |
123 |
35 |
-88 |
-71.5% |
605 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1203 |
1.0660 |
|
| R3 |
1.1042 |
1.0916 |
1.0581 |
|
| R2 |
1.0755 |
1.0755 |
1.0555 |
|
| R1 |
1.0629 |
1.0629 |
1.0528 |
1.0692 |
| PP |
1.0468 |
1.0468 |
1.0468 |
1.0500 |
| S1 |
1.0342 |
1.0342 |
1.0476 |
1.0405 |
| S2 |
1.0181 |
1.0181 |
1.0449 |
|
| S3 |
0.9894 |
1.0055 |
1.0423 |
|
| S4 |
0.9607 |
0.9768 |
1.0344 |
|
|
| 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 |
1.1815 |
|
2.618 |
1.1346 |
|
1.618 |
1.1059 |
|
1.000 |
1.0882 |
|
0.618 |
1.0772 |
|
HIGH |
1.0595 |
|
0.618 |
1.0485 |
|
0.500 |
1.0452 |
|
0.382 |
1.0418 |
|
LOW |
1.0308 |
|
0.618 |
1.0131 |
|
1.000 |
1.0021 |
|
1.618 |
0.9844 |
|
2.618 |
0.9557 |
|
4.250 |
0.9088 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0452 |
| PP |
1.0468 |
1.0403 |
| S1 |
1.0452 |
1.0353 |
|