CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9613 |
0.9637 |
0.0024 |
0.2% |
0.9609 |
| High |
0.9626 |
0.9637 |
0.0011 |
0.1% |
0.9759 |
| Low |
0.9594 |
0.9569 |
-0.0025 |
-0.3% |
0.9394 |
| Close |
0.9631 |
0.9599 |
-0.0032 |
-0.3% |
0.9477 |
| Range |
0.0032 |
0.0068 |
0.0036 |
112.5% |
0.0365 |
| ATR |
|
|
|
|
|
| Volume |
4 |
258 |
254 |
6,350.0% |
73 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9770 |
0.9636 |
|
| R3 |
0.9738 |
0.9702 |
0.9618 |
|
| R2 |
0.9670 |
0.9670 |
0.9611 |
|
| R1 |
0.9634 |
0.9634 |
0.9605 |
0.9618 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9594 |
| S1 |
0.9566 |
0.9566 |
0.9593 |
0.9550 |
| S2 |
0.9534 |
0.9534 |
0.9587 |
|
| S3 |
0.9466 |
0.9498 |
0.9580 |
|
| S4 |
0.9398 |
0.9430 |
0.9562 |
|
|
| 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 |
0.9926 |
|
2.618 |
0.9815 |
|
1.618 |
0.9747 |
|
1.000 |
0.9705 |
|
0.618 |
0.9679 |
|
HIGH |
0.9637 |
|
0.618 |
0.9611 |
|
0.500 |
0.9603 |
|
0.382 |
0.9595 |
|
LOW |
0.9569 |
|
0.618 |
0.9527 |
|
1.000 |
0.9501 |
|
1.618 |
0.9459 |
|
2.618 |
0.9391 |
|
4.250 |
0.9280 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9603 |
0.9595 |
| PP |
0.9602 |
0.9590 |
| S1 |
0.9600 |
0.9586 |
|