CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0424 |
1.0466 |
0.0042 |
0.4% |
1.0140 |
| High |
1.0500 |
1.0730 |
0.0230 |
2.2% |
1.0595 |
| Low |
1.0363 |
1.0466 |
0.0103 |
1.0% |
1.0111 |
| Close |
1.0423 |
1.0608 |
0.0185 |
1.8% |
1.0308 |
| Range |
0.0137 |
0.0264 |
0.0127 |
92.7% |
0.0484 |
| ATR |
0.0181 |
0.0190 |
0.0009 |
4.9% |
0.0000 |
| Volume |
110 |
353 |
243 |
220.9% |
379 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1393 |
1.1265 |
1.0753 |
|
| R3 |
1.1129 |
1.1001 |
1.0681 |
|
| R2 |
1.0865 |
1.0865 |
1.0656 |
|
| R1 |
1.0737 |
1.0737 |
1.0632 |
1.0801 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0634 |
| S1 |
1.0473 |
1.0473 |
1.0584 |
1.0537 |
| S2 |
1.0337 |
1.0337 |
1.0560 |
|
| S3 |
1.0073 |
1.0209 |
1.0535 |
|
| S4 |
0.9809 |
0.9945 |
1.0463 |
|
|
| 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 |
1.1852 |
|
2.618 |
1.1421 |
|
1.618 |
1.1157 |
|
1.000 |
1.0994 |
|
0.618 |
1.0893 |
|
HIGH |
1.0730 |
|
0.618 |
1.0629 |
|
0.500 |
1.0598 |
|
0.382 |
1.0567 |
|
LOW |
1.0466 |
|
0.618 |
1.0303 |
|
1.000 |
1.0202 |
|
1.618 |
1.0039 |
|
2.618 |
0.9775 |
|
4.250 |
0.9344 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0605 |
1.0583 |
| PP |
1.0601 |
1.0557 |
| S1 |
1.0598 |
1.0532 |
|