CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0424 |
0.0023 |
0.2% |
1.0140 |
| High |
1.0420 |
1.0500 |
0.0080 |
0.8% |
1.0595 |
| Low |
1.0333 |
1.0363 |
0.0030 |
0.3% |
1.0111 |
| Close |
1.0421 |
1.0423 |
0.0002 |
0.0% |
1.0308 |
| Range |
0.0087 |
0.0137 |
0.0050 |
57.5% |
0.0484 |
| ATR |
0.0185 |
0.0181 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
21 |
110 |
89 |
423.8% |
379 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0840 |
1.0768 |
1.0498 |
|
| R3 |
1.0703 |
1.0631 |
1.0461 |
|
| R2 |
1.0566 |
1.0566 |
1.0448 |
|
| R1 |
1.0494 |
1.0494 |
1.0436 |
1.0462 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0412 |
| S1 |
1.0357 |
1.0357 |
1.0410 |
1.0325 |
| S2 |
1.0292 |
1.0292 |
1.0398 |
|
| S3 |
1.0155 |
1.0220 |
1.0385 |
|
| S4 |
1.0018 |
1.0083 |
1.0348 |
|
|
| 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 |
1.1082 |
|
2.618 |
1.0859 |
|
1.618 |
1.0722 |
|
1.000 |
1.0637 |
|
0.618 |
1.0585 |
|
HIGH |
1.0500 |
|
0.618 |
1.0448 |
|
0.500 |
1.0432 |
|
0.382 |
1.0415 |
|
LOW |
1.0363 |
|
0.618 |
1.0278 |
|
1.000 |
1.0226 |
|
1.618 |
1.0141 |
|
2.618 |
1.0004 |
|
4.250 |
0.9781 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0421 |
| PP |
1.0429 |
1.0419 |
| S1 |
1.0426 |
1.0417 |
|