CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0430 |
-0.0046 |
-0.4% |
1.0427 |
| High |
1.0591 |
1.0585 |
-0.0006 |
-0.1% |
1.0730 |
| Low |
1.0375 |
1.0414 |
0.0039 |
0.4% |
1.0333 |
| Close |
1.0385 |
1.0512 |
0.0127 |
1.2% |
1.0555 |
| Range |
0.0216 |
0.0171 |
-0.0045 |
-20.8% |
0.0397 |
| ATR |
0.0194 |
0.0195 |
0.0000 |
0.2% |
0.0000 |
| Volume |
699 |
179 |
-520 |
-74.4% |
1,003 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0935 |
1.0606 |
|
| R3 |
1.0846 |
1.0764 |
1.0559 |
|
| R2 |
1.0675 |
1.0675 |
1.0543 |
|
| R1 |
1.0593 |
1.0593 |
1.0528 |
1.0634 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0524 |
| S1 |
1.0422 |
1.0422 |
1.0496 |
1.0463 |
| S2 |
1.0333 |
1.0333 |
1.0481 |
|
| S3 |
1.0162 |
1.0251 |
1.0465 |
|
| S4 |
0.9991 |
1.0080 |
1.0418 |
|
|
| 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 |
1.1312 |
|
2.618 |
1.1033 |
|
1.618 |
1.0862 |
|
1.000 |
1.0756 |
|
0.618 |
1.0691 |
|
HIGH |
1.0585 |
|
0.618 |
1.0520 |
|
0.500 |
1.0500 |
|
0.382 |
1.0479 |
|
LOW |
1.0414 |
|
0.618 |
1.0308 |
|
1.000 |
1.0243 |
|
1.618 |
1.0137 |
|
2.618 |
0.9966 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0540 |
| PP |
1.0504 |
1.0531 |
| S1 |
1.0500 |
1.0521 |
|