CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
0.9500 |
0.9555 |
0.0055 |
0.6% |
0.9609 |
High |
0.9504 |
0.9584 |
0.0080 |
0.8% |
0.9759 |
Low |
0.9394 |
0.9535 |
0.0141 |
1.5% |
0.9394 |
Close |
0.9477 |
0.9619 |
0.0142 |
1.5% |
0.9477 |
Range |
0.0110 |
0.0049 |
-0.0061 |
-55.5% |
0.0365 |
ATR |
|
|
|
|
|
Volume |
46 |
6 |
-40 |
-87.0% |
73 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9726 |
0.9722 |
0.9646 |
|
R3 |
0.9677 |
0.9673 |
0.9632 |
|
R2 |
0.9628 |
0.9628 |
0.9628 |
|
R1 |
0.9624 |
0.9624 |
0.9623 |
0.9626 |
PP |
0.9579 |
0.9579 |
0.9579 |
0.9581 |
S1 |
0.9575 |
0.9575 |
0.9615 |
0.9577 |
S2 |
0.9530 |
0.9530 |
0.9610 |
|
S3 |
0.9481 |
0.9526 |
0.9606 |
|
S4 |
0.9432 |
0.9477 |
0.9592 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0638 |
1.0423 |
0.9678 |
|
R3 |
1.0273 |
1.0058 |
0.9577 |
|
R2 |
0.9908 |
0.9908 |
0.9544 |
|
R1 |
0.9693 |
0.9693 |
0.9510 |
0.9618 |
PP |
0.9543 |
0.9543 |
0.9543 |
0.9506 |
S1 |
0.9328 |
0.9328 |
0.9444 |
0.9253 |
S2 |
0.9178 |
0.9178 |
0.9410 |
|
S3 |
0.8813 |
0.8963 |
0.9377 |
|
S4 |
0.8448 |
0.8598 |
0.9276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9792 |
2.618 |
0.9712 |
1.618 |
0.9663 |
1.000 |
0.9633 |
0.618 |
0.9614 |
HIGH |
0.9584 |
0.618 |
0.9565 |
0.500 |
0.9560 |
0.382 |
0.9554 |
LOW |
0.9535 |
0.618 |
0.9505 |
1.000 |
0.9486 |
1.618 |
0.9456 |
2.618 |
0.9407 |
4.250 |
0.9327 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9599 |
0.9589 |
PP |
0.9579 |
0.9560 |
S1 |
0.9560 |
0.9530 |
|