CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1155 |
1.1225 |
0.0070 |
0.6% |
1.1170 |
| High |
1.1188 |
1.1290 |
0.0102 |
0.9% |
1.1266 |
| Low |
1.1144 |
1.1200 |
0.0056 |
0.5% |
1.1086 |
| Close |
1.1185 |
1.1273 |
0.0088 |
0.8% |
1.1171 |
| Range |
0.0044 |
0.0090 |
0.0046 |
104.5% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
83 |
12 |
-71 |
-85.5% |
116 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1524 |
1.1489 |
1.1323 |
|
| R3 |
1.1434 |
1.1399 |
1.1298 |
|
| R2 |
1.1344 |
1.1344 |
1.1290 |
|
| R1 |
1.1309 |
1.1309 |
1.1281 |
1.1327 |
| PP |
1.1254 |
1.1254 |
1.1254 |
1.1263 |
| S1 |
1.1219 |
1.1219 |
1.1265 |
1.1237 |
| S2 |
1.1164 |
1.1164 |
1.1257 |
|
| S3 |
1.1074 |
1.1129 |
1.1248 |
|
| S4 |
1.0984 |
1.1039 |
1.1224 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1623 |
1.1270 |
|
| R3 |
1.1534 |
1.1443 |
1.1221 |
|
| R2 |
1.1354 |
1.1354 |
1.1204 |
|
| R1 |
1.1263 |
1.1263 |
1.1188 |
1.1309 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1197 |
| S1 |
1.1083 |
1.1083 |
1.1155 |
1.1129 |
| S2 |
1.0994 |
1.0994 |
1.1138 |
|
| S3 |
1.0814 |
1.0903 |
1.1122 |
|
| S4 |
1.0634 |
1.0723 |
1.1072 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1673 |
|
2.618 |
1.1526 |
|
1.618 |
1.1436 |
|
1.000 |
1.1380 |
|
0.618 |
1.1346 |
|
HIGH |
1.1290 |
|
0.618 |
1.1256 |
|
0.500 |
1.1245 |
|
0.382 |
1.1234 |
|
LOW |
1.1200 |
|
0.618 |
1.1144 |
|
1.000 |
1.1110 |
|
1.618 |
1.1054 |
|
2.618 |
1.0964 |
|
4.250 |
1.0818 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1264 |
1.1253 |
| PP |
1.1254 |
1.1234 |
| S1 |
1.1245 |
1.1214 |
|