CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.0466 |
1.0653 |
0.0187 |
1.8% |
1.0427 |
High |
1.0730 |
1.0705 |
-0.0025 |
-0.2% |
1.0730 |
Low |
1.0466 |
1.0486 |
0.0020 |
0.2% |
1.0333 |
Close |
1.0608 |
1.0555 |
-0.0053 |
-0.5% |
1.0555 |
Range |
0.0264 |
0.0219 |
-0.0045 |
-17.0% |
0.0397 |
ATR |
0.0190 |
0.0192 |
0.0002 |
1.1% |
0.0000 |
Volume |
353 |
231 |
-122 |
-34.6% |
1,003 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1239 |
1.1116 |
1.0675 |
|
R3 |
1.1020 |
1.0897 |
1.0615 |
|
R2 |
1.0801 |
1.0801 |
1.0595 |
|
R1 |
1.0678 |
1.0678 |
1.0575 |
1.0630 |
PP |
1.0582 |
1.0582 |
1.0582 |
1.0558 |
S1 |
1.0459 |
1.0459 |
1.0535 |
1.0411 |
S2 |
1.0363 |
1.0363 |
1.0515 |
|
S3 |
1.0144 |
1.0240 |
1.0495 |
|
S4 |
0.9925 |
1.0021 |
1.0435 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1730 |
1.1540 |
1.0773 |
|
R3 |
1.1333 |
1.1143 |
1.0664 |
|
R2 |
1.0936 |
1.0936 |
1.0628 |
|
R1 |
1.0746 |
1.0746 |
1.0591 |
1.0841 |
PP |
1.0539 |
1.0539 |
1.0539 |
1.0587 |
S1 |
1.0349 |
1.0349 |
1.0519 |
1.0444 |
S2 |
1.0142 |
1.0142 |
1.0482 |
|
S3 |
0.9745 |
0.9952 |
1.0446 |
|
S4 |
0.9348 |
0.9555 |
1.0337 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1636 |
2.618 |
1.1278 |
1.618 |
1.1059 |
1.000 |
1.0924 |
0.618 |
1.0840 |
HIGH |
1.0705 |
0.618 |
1.0621 |
0.500 |
1.0596 |
0.382 |
1.0570 |
LOW |
1.0486 |
0.618 |
1.0351 |
1.000 |
1.0267 |
1.618 |
1.0132 |
2.618 |
0.9913 |
4.250 |
0.9555 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0596 |
1.0552 |
PP |
1.0582 |
1.0549 |
S1 |
1.0569 |
1.0547 |
|