CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0516 |
0.0208 |
2.0% |
1.0216 |
| High |
1.0595 |
1.0550 |
-0.0045 |
-0.4% |
1.0351 |
| Low |
1.0308 |
1.0286 |
-0.0022 |
-0.2% |
1.0001 |
| Close |
1.0502 |
1.0420 |
-0.0082 |
-0.8% |
1.0237 |
| Range |
0.0287 |
0.0264 |
-0.0023 |
-8.0% |
0.0350 |
| ATR |
0.0197 |
0.0201 |
0.0005 |
2.5% |
0.0000 |
| Volume |
35 |
67 |
32 |
91.4% |
605 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1211 |
1.1079 |
1.0565 |
|
| R3 |
1.0947 |
1.0815 |
1.0493 |
|
| R2 |
1.0683 |
1.0683 |
1.0468 |
|
| R1 |
1.0551 |
1.0551 |
1.0444 |
1.0485 |
| PP |
1.0419 |
1.0419 |
1.0419 |
1.0386 |
| S1 |
1.0287 |
1.0287 |
1.0396 |
1.0221 |
| S2 |
1.0155 |
1.0155 |
1.0372 |
|
| S3 |
0.9891 |
1.0023 |
1.0347 |
|
| S4 |
0.9627 |
0.9759 |
1.0275 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1092 |
1.0430 |
|
| R3 |
1.0896 |
1.0742 |
1.0333 |
|
| R2 |
1.0546 |
1.0546 |
1.0301 |
|
| R1 |
1.0392 |
1.0392 |
1.0269 |
1.0469 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0235 |
| S1 |
1.0042 |
1.0042 |
1.0205 |
1.0119 |
| S2 |
0.9846 |
0.9846 |
1.0173 |
|
| S3 |
0.9496 |
0.9692 |
1.0141 |
|
| S4 |
0.9146 |
0.9342 |
1.0045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1672 |
|
2.618 |
1.1241 |
|
1.618 |
1.0977 |
|
1.000 |
1.0814 |
|
0.618 |
1.0713 |
|
HIGH |
1.0550 |
|
0.618 |
1.0449 |
|
0.500 |
1.0418 |
|
0.382 |
1.0387 |
|
LOW |
1.0286 |
|
0.618 |
1.0123 |
|
1.000 |
1.0022 |
|
1.618 |
0.9859 |
|
2.618 |
0.9595 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0422 |
| PP |
1.0419 |
1.0421 |
| S1 |
1.0418 |
1.0421 |
|