CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0538 |
0.0000 |
0.0% |
1.0476 |
| High |
1.0565 |
1.0565 |
0.0000 |
0.0% |
1.0615 |
| Low |
1.0531 |
1.0511 |
-0.0020 |
-0.2% |
1.0375 |
| Close |
1.0531 |
1.0516 |
-0.0015 |
-0.1% |
1.0516 |
| Range |
0.0034 |
0.0054 |
0.0020 |
58.8% |
0.0240 |
| ATR |
0.0177 |
0.0168 |
-0.0009 |
-5.0% |
0.0000 |
| Volume |
906 |
2,170 |
1,264 |
139.5% |
4,860 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0658 |
1.0546 |
|
| R3 |
1.0639 |
1.0604 |
1.0531 |
|
| R2 |
1.0585 |
1.0585 |
1.0526 |
|
| R1 |
1.0550 |
1.0550 |
1.0521 |
1.0541 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0526 |
| S1 |
1.0496 |
1.0496 |
1.0511 |
1.0487 |
| S2 |
1.0477 |
1.0477 |
1.0506 |
|
| S3 |
1.0423 |
1.0442 |
1.0501 |
|
| S4 |
1.0369 |
1.0388 |
1.0486 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1109 |
1.0648 |
|
| R3 |
1.0982 |
1.0869 |
1.0582 |
|
| R2 |
1.0742 |
1.0742 |
1.0560 |
|
| R1 |
1.0629 |
1.0629 |
1.0538 |
1.0686 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0530 |
| S1 |
1.0389 |
1.0389 |
1.0494 |
1.0446 |
| S2 |
1.0262 |
1.0262 |
1.0472 |
|
| S3 |
1.0022 |
1.0149 |
1.0450 |
|
| S4 |
0.9782 |
0.9909 |
1.0384 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0706 |
|
1.618 |
1.0652 |
|
1.000 |
1.0619 |
|
0.618 |
1.0598 |
|
HIGH |
1.0565 |
|
0.618 |
1.0544 |
|
0.500 |
1.0538 |
|
0.382 |
1.0532 |
|
LOW |
1.0511 |
|
0.618 |
1.0478 |
|
1.000 |
1.0457 |
|
1.618 |
1.0424 |
|
2.618 |
1.0370 |
|
4.250 |
1.0282 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0538 |
1.0563 |
| PP |
1.0531 |
1.0547 |
| S1 |
1.0523 |
1.0532 |
|