CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
0.9809 |
1.0000 |
0.0191 |
1.9% |
0.9728 |
High |
1.0109 |
1.0000 |
-0.0109 |
-1.1% |
0.9778 |
Low |
0.9809 |
0.9890 |
0.0081 |
0.8% |
0.9567 |
Close |
1.0065 |
0.9976 |
-0.0089 |
-0.9% |
0.9637 |
Range |
0.0300 |
0.0110 |
-0.0190 |
-63.3% |
0.0211 |
ATR |
0.0132 |
0.0135 |
0.0003 |
2.3% |
0.0000 |
Volume |
13 |
77 |
64 |
492.3% |
33 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0285 |
1.0241 |
1.0037 |
|
R3 |
1.0175 |
1.0131 |
1.0006 |
|
R2 |
1.0065 |
1.0065 |
0.9996 |
|
R1 |
1.0021 |
1.0021 |
0.9986 |
0.9988 |
PP |
0.9955 |
0.9955 |
0.9955 |
0.9939 |
S1 |
0.9911 |
0.9911 |
0.9966 |
0.9878 |
S2 |
0.9845 |
0.9845 |
0.9956 |
|
S3 |
0.9735 |
0.9801 |
0.9946 |
|
S4 |
0.9625 |
0.9691 |
0.9916 |
|
|
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 |
1.0468 |
2.618 |
1.0288 |
1.618 |
1.0178 |
1.000 |
1.0110 |
0.618 |
1.0068 |
HIGH |
1.0000 |
0.618 |
0.9958 |
0.500 |
0.9945 |
0.382 |
0.9932 |
LOW |
0.9890 |
0.618 |
0.9822 |
1.000 |
0.9780 |
1.618 |
0.9712 |
2.618 |
0.9602 |
4.250 |
0.9423 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
0.9966 |
0.9942 |
PP |
0.9955 |
0.9909 |
S1 |
0.9945 |
0.9875 |
|