CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0538 |
-0.0062 |
-0.6% |
1.0427 |
| High |
1.0615 |
1.0565 |
-0.0050 |
-0.5% |
1.0730 |
| Low |
1.0519 |
1.0531 |
0.0012 |
0.1% |
1.0333 |
| Close |
1.0531 |
1.0531 |
0.0000 |
0.0% |
1.0555 |
| Range |
0.0096 |
0.0034 |
-0.0062 |
-64.6% |
0.0397 |
| ATR |
0.0188 |
0.0177 |
-0.0011 |
-5.9% |
0.0000 |
| Volume |
906 |
906 |
0 |
0.0% |
1,003 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0622 |
1.0550 |
|
| R3 |
1.0610 |
1.0588 |
1.0540 |
|
| R2 |
1.0576 |
1.0576 |
1.0537 |
|
| R1 |
1.0554 |
1.0554 |
1.0534 |
1.0548 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0540 |
| S1 |
1.0520 |
1.0520 |
1.0528 |
1.0514 |
| S2 |
1.0508 |
1.0508 |
1.0525 |
|
| S3 |
1.0474 |
1.0486 |
1.0522 |
|
| S4 |
1.0440 |
1.0452 |
1.0512 |
|
|
| 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 |
1.0710 |
|
2.618 |
1.0654 |
|
1.618 |
1.0620 |
|
1.000 |
1.0599 |
|
0.618 |
1.0586 |
|
HIGH |
1.0565 |
|
0.618 |
1.0552 |
|
0.500 |
1.0548 |
|
0.382 |
1.0544 |
|
LOW |
1.0531 |
|
0.618 |
1.0510 |
|
1.000 |
1.0497 |
|
1.618 |
1.0476 |
|
2.618 |
1.0442 |
|
4.250 |
1.0387 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0526 |
| PP |
1.0542 |
1.0520 |
| S1 |
1.0537 |
1.0515 |
|