CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9680 |
-0.0048 |
-0.5% |
0.9555 |
| High |
0.9778 |
0.9680 |
-0.0098 |
-1.0% |
0.9659 |
| Low |
0.9728 |
0.9567 |
-0.0161 |
-1.7% |
0.9535 |
| Close |
0.9736 |
0.9582 |
-0.0154 |
-1.6% |
0.9578 |
| Range |
0.0050 |
0.0113 |
0.0063 |
126.0% |
0.0124 |
| ATR |
0.0119 |
0.0122 |
0.0004 |
3.0% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
386 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9878 |
0.9644 |
|
| R3 |
0.9836 |
0.9765 |
0.9613 |
|
| R2 |
0.9723 |
0.9723 |
0.9603 |
|
| R1 |
0.9652 |
0.9652 |
0.9592 |
0.9631 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9599 |
| S1 |
0.9539 |
0.9539 |
0.9572 |
0.9518 |
| S2 |
0.9497 |
0.9497 |
0.9561 |
|
| S3 |
0.9384 |
0.9426 |
0.9551 |
|
| S4 |
0.9271 |
0.9313 |
0.9520 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9894 |
0.9646 |
|
| R3 |
0.9839 |
0.9770 |
0.9612 |
|
| R2 |
0.9715 |
0.9715 |
0.9601 |
|
| R1 |
0.9646 |
0.9646 |
0.9589 |
0.9681 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9608 |
| S1 |
0.9522 |
0.9522 |
0.9567 |
0.9557 |
| S2 |
0.9467 |
0.9467 |
0.9555 |
|
| S3 |
0.9343 |
0.9398 |
0.9544 |
|
| S4 |
0.9219 |
0.9274 |
0.9510 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0160 |
|
2.618 |
0.9976 |
|
1.618 |
0.9863 |
|
1.000 |
0.9793 |
|
0.618 |
0.9750 |
|
HIGH |
0.9680 |
|
0.618 |
0.9637 |
|
0.500 |
0.9624 |
|
0.382 |
0.9610 |
|
LOW |
0.9567 |
|
0.618 |
0.9497 |
|
1.000 |
0.9454 |
|
1.618 |
0.9384 |
|
2.618 |
0.9271 |
|
4.250 |
0.9087 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9673 |
| PP |
0.9610 |
0.9642 |
| S1 |
0.9596 |
0.9612 |
|