CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0401 |
-0.0026 |
-0.2% |
1.0140 |
| High |
1.0437 |
1.0420 |
-0.0017 |
-0.2% |
1.0595 |
| Low |
1.0350 |
1.0333 |
-0.0017 |
-0.2% |
1.0111 |
| Close |
1.0370 |
1.0421 |
0.0051 |
0.5% |
1.0308 |
| Range |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0484 |
| ATR |
0.0192 |
0.0185 |
-0.0008 |
-3.9% |
0.0000 |
| Volume |
288 |
21 |
-267 |
-92.7% |
379 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0624 |
1.0469 |
|
| R3 |
1.0565 |
1.0537 |
1.0445 |
|
| R2 |
1.0478 |
1.0478 |
1.0437 |
|
| R1 |
1.0450 |
1.0450 |
1.0429 |
1.0464 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0399 |
| S1 |
1.0363 |
1.0363 |
1.0413 |
1.0377 |
| S2 |
1.0304 |
1.0304 |
1.0405 |
|
| S3 |
1.0217 |
1.0276 |
1.0397 |
|
| S4 |
1.0130 |
1.0189 |
1.0373 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1790 |
1.1533 |
1.0574 |
|
| R3 |
1.1306 |
1.1049 |
1.0441 |
|
| R2 |
1.0822 |
1.0822 |
1.0397 |
|
| R1 |
1.0565 |
1.0565 |
1.0352 |
1.0694 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0402 |
| S1 |
1.0081 |
1.0081 |
1.0264 |
1.0210 |
| S2 |
0.9854 |
0.9854 |
1.0219 |
|
| S3 |
0.9370 |
0.9597 |
1.0175 |
|
| S4 |
0.8886 |
0.9113 |
1.0042 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0648 |
|
1.618 |
1.0561 |
|
1.000 |
1.0507 |
|
0.618 |
1.0474 |
|
HIGH |
1.0420 |
|
0.618 |
1.0387 |
|
0.500 |
1.0377 |
|
0.382 |
1.0366 |
|
LOW |
1.0333 |
|
0.618 |
1.0279 |
|
1.000 |
1.0246 |
|
1.618 |
1.0192 |
|
2.618 |
1.0105 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0406 |
1.0401 |
| PP |
1.0391 |
1.0381 |
| S1 |
1.0377 |
1.0362 |
|