CME Japanese Yen Future March 2009
Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.0332 |
1.0373 |
0.0041 |
0.4% |
0.9957 |
High |
1.0512 |
1.1055 |
0.0543 |
5.2% |
1.1055 |
Low |
1.0332 |
1.0373 |
0.0041 |
0.4% |
0.9910 |
Close |
1.0520 |
1.0689 |
0.0169 |
1.6% |
1.0689 |
Range |
0.0180 |
0.0682 |
0.0502 |
278.9% |
0.1145 |
ATR |
0.0147 |
0.0185 |
0.0038 |
26.0% |
0.0000 |
Volume |
31 |
947 |
916 |
2,954.8% |
1,485 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2752 |
1.2402 |
1.1064 |
|
R3 |
1.2070 |
1.1720 |
1.0877 |
|
R2 |
1.1388 |
1.1388 |
1.0814 |
|
R1 |
1.1038 |
1.1038 |
1.0752 |
1.1213 |
PP |
1.0706 |
1.0706 |
1.0706 |
1.0793 |
S1 |
1.0356 |
1.0356 |
1.0626 |
1.0531 |
S2 |
1.0024 |
1.0024 |
1.0564 |
|
S3 |
0.9342 |
0.9674 |
1.0501 |
|
S4 |
0.8660 |
0.8992 |
1.0314 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3986 |
1.3483 |
1.1319 |
|
R3 |
1.2841 |
1.2338 |
1.1004 |
|
R2 |
1.1696 |
1.1696 |
1.0899 |
|
R1 |
1.1193 |
1.1193 |
1.0794 |
1.1445 |
PP |
1.0551 |
1.0551 |
1.0551 |
1.0677 |
S1 |
1.0048 |
1.0048 |
1.0584 |
1.0300 |
S2 |
0.9406 |
0.9406 |
1.0479 |
|
S3 |
0.8261 |
0.8903 |
1.0374 |
|
S4 |
0.7116 |
0.7758 |
1.0059 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3954 |
2.618 |
1.2840 |
1.618 |
1.2158 |
1.000 |
1.1737 |
0.618 |
1.1476 |
HIGH |
1.1055 |
0.618 |
1.0794 |
0.500 |
1.0714 |
0.382 |
1.0634 |
LOW |
1.0373 |
0.618 |
0.9952 |
1.000 |
0.9691 |
1.618 |
0.9270 |
2.618 |
0.8588 |
4.250 |
0.7475 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.0714 |
1.0639 |
PP |
1.0706 |
1.0590 |
S1 |
1.0697 |
1.0540 |
|