CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0600 |
0.0170 |
1.6% |
1.0427 |
| High |
1.0585 |
1.0615 |
0.0030 |
0.3% |
1.0730 |
| Low |
1.0414 |
1.0519 |
0.0105 |
1.0% |
1.0333 |
| Close |
1.0512 |
1.0531 |
0.0019 |
0.2% |
1.0555 |
| Range |
0.0171 |
0.0096 |
-0.0075 |
-43.9% |
0.0397 |
| ATR |
0.0195 |
0.0188 |
-0.0007 |
-3.4% |
0.0000 |
| Volume |
179 |
906 |
727 |
406.1% |
1,003 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0783 |
1.0584 |
|
| R3 |
1.0747 |
1.0687 |
1.0557 |
|
| R2 |
1.0651 |
1.0651 |
1.0549 |
|
| R1 |
1.0591 |
1.0591 |
1.0540 |
1.0573 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0546 |
| S1 |
1.0495 |
1.0495 |
1.0522 |
1.0477 |
| S2 |
1.0459 |
1.0459 |
1.0513 |
|
| S3 |
1.0363 |
1.0399 |
1.0505 |
|
| S4 |
1.0267 |
1.0303 |
1.0478 |
|
|
| 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 |
1.1023 |
|
2.618 |
1.0866 |
|
1.618 |
1.0770 |
|
1.000 |
1.0711 |
|
0.618 |
1.0674 |
|
HIGH |
1.0615 |
|
0.618 |
1.0578 |
|
0.500 |
1.0567 |
|
0.382 |
1.0556 |
|
LOW |
1.0519 |
|
0.618 |
1.0460 |
|
1.000 |
1.0423 |
|
1.618 |
1.0364 |
|
2.618 |
1.0268 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0519 |
| PP |
1.0555 |
1.0507 |
| S1 |
1.0543 |
1.0495 |
|