CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0653 |
1.0476 |
-0.0177 |
-1.7% |
1.0427 |
| High |
1.0705 |
1.0591 |
-0.0114 |
-1.1% |
1.0730 |
| Low |
1.0486 |
1.0375 |
-0.0111 |
-1.1% |
1.0333 |
| Close |
1.0555 |
1.0385 |
-0.0170 |
-1.6% |
1.0555 |
| Range |
0.0219 |
0.0216 |
-0.0003 |
-1.4% |
0.0397 |
| ATR |
0.0192 |
0.0194 |
0.0002 |
0.9% |
0.0000 |
| Volume |
231 |
699 |
468 |
202.6% |
1,003 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.0958 |
1.0504 |
|
| R3 |
1.0882 |
1.0742 |
1.0444 |
|
| R2 |
1.0666 |
1.0666 |
1.0425 |
|
| R1 |
1.0526 |
1.0526 |
1.0405 |
1.0488 |
| PP |
1.0450 |
1.0450 |
1.0450 |
1.0432 |
| S1 |
1.0310 |
1.0310 |
1.0365 |
1.0272 |
| S2 |
1.0234 |
1.0234 |
1.0345 |
|
| S3 |
1.0018 |
1.0094 |
1.0326 |
|
| S4 |
0.9802 |
0.9878 |
1.0266 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1730 |
1.1540 |
1.0773 |
|
| R3 |
1.1333 |
1.1143 |
1.0664 |
|
| R2 |
1.0936 |
1.0936 |
1.0628 |
|
| R1 |
1.0746 |
1.0746 |
1.0591 |
1.0841 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0587 |
| S1 |
1.0349 |
1.0349 |
1.0519 |
1.0444 |
| S2 |
1.0142 |
1.0142 |
1.0482 |
|
| S3 |
0.9745 |
0.9952 |
1.0446 |
|
| S4 |
0.9348 |
0.9555 |
1.0337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1509 |
|
2.618 |
1.1156 |
|
1.618 |
1.0940 |
|
1.000 |
1.0807 |
|
0.618 |
1.0724 |
|
HIGH |
1.0591 |
|
0.618 |
1.0508 |
|
0.500 |
1.0483 |
|
0.382 |
1.0458 |
|
LOW |
1.0375 |
|
0.618 |
1.0242 |
|
1.000 |
1.0159 |
|
1.618 |
1.0026 |
|
2.618 |
0.9810 |
|
4.250 |
0.9457 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0483 |
1.0553 |
| PP |
1.0450 |
1.0497 |
| S1 |
1.0418 |
1.0441 |
|