CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9641 |
0.0016 |
0.2% |
0.9728 |
| High |
0.9681 |
0.9641 |
-0.0040 |
-0.4% |
0.9778 |
| Low |
0.9625 |
0.9641 |
0.0016 |
0.2% |
0.9567 |
| Close |
0.9657 |
0.9637 |
-0.0020 |
-0.2% |
0.9637 |
| Range |
0.0056 |
0.0000 |
-0.0056 |
-100.0% |
0.0211 |
| ATR |
0.0112 |
0.0106 |
-0.0007 |
-6.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9640 |
0.9638 |
0.9637 |
|
| R3 |
0.9640 |
0.9638 |
0.9637 |
|
| R2 |
0.9640 |
0.9640 |
0.9637 |
|
| R1 |
0.9638 |
0.9638 |
0.9637 |
0.9639 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9640 |
| S1 |
0.9638 |
0.9638 |
0.9637 |
0.9639 |
| S2 |
0.9640 |
0.9640 |
0.9637 |
|
| S3 |
0.9640 |
0.9638 |
0.9637 |
|
| S4 |
0.9640 |
0.9638 |
0.9637 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0176 |
0.9753 |
|
| R3 |
1.0083 |
0.9965 |
0.9695 |
|
| R2 |
0.9872 |
0.9872 |
0.9676 |
|
| R1 |
0.9754 |
0.9754 |
0.9656 |
0.9708 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9637 |
| S1 |
0.9543 |
0.9543 |
0.9618 |
0.9497 |
| S2 |
0.9450 |
0.9450 |
0.9598 |
|
| S3 |
0.9239 |
0.9332 |
0.9579 |
|
| S4 |
0.9028 |
0.9121 |
0.9521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9641 |
|
2.618 |
0.9641 |
|
1.618 |
0.9641 |
|
1.000 |
0.9641 |
|
0.618 |
0.9641 |
|
HIGH |
0.9641 |
|
0.618 |
0.9641 |
|
0.500 |
0.9641 |
|
0.382 |
0.9641 |
|
LOW |
0.9641 |
|
0.618 |
0.9641 |
|
1.000 |
0.9641 |
|
1.618 |
0.9641 |
|
2.618 |
0.9641 |
|
4.250 |
0.9641 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9646 |
| PP |
0.9640 |
0.9643 |
| S1 |
0.9638 |
0.9640 |
|