CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.0516 |
1.0361 |
-0.0155 |
-1.5% |
1.0140 |
High |
1.0550 |
1.0429 |
-0.0121 |
-1.1% |
1.0595 |
Low |
1.0286 |
1.0286 |
0.0000 |
0.0% |
1.0111 |
Close |
1.0420 |
1.0308 |
-0.0112 |
-1.1% |
1.0308 |
Range |
0.0264 |
0.0143 |
-0.0121 |
-45.8% |
0.0484 |
ATR |
0.0201 |
0.0197 |
-0.0004 |
-2.1% |
0.0000 |
Volume |
67 |
147 |
80 |
119.4% |
379 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0770 |
1.0682 |
1.0387 |
|
R3 |
1.0627 |
1.0539 |
1.0347 |
|
R2 |
1.0484 |
1.0484 |
1.0334 |
|
R1 |
1.0396 |
1.0396 |
1.0321 |
1.0369 |
PP |
1.0341 |
1.0341 |
1.0341 |
1.0327 |
S1 |
1.0253 |
1.0253 |
1.0295 |
1.0226 |
S2 |
1.0198 |
1.0198 |
1.0282 |
|
S3 |
1.0055 |
1.0110 |
1.0269 |
|
S4 |
0.9912 |
0.9967 |
1.0229 |
|
|
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 |
1.1037 |
2.618 |
1.0803 |
1.618 |
1.0660 |
1.000 |
1.0572 |
0.618 |
1.0517 |
HIGH |
1.0429 |
0.618 |
1.0374 |
0.500 |
1.0358 |
0.382 |
1.0341 |
LOW |
1.0286 |
0.618 |
1.0198 |
1.000 |
1.0143 |
1.618 |
1.0055 |
2.618 |
0.9912 |
4.250 |
0.9678 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0358 |
1.0441 |
PP |
1.0341 |
1.0396 |
S1 |
1.0325 |
1.0352 |
|