CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1250 |
0.0025 |
0.2% |
1.1170 |
| High |
1.1290 |
1.1360 |
0.0070 |
0.6% |
1.1266 |
| Low |
1.1200 |
1.1220 |
0.0020 |
0.2% |
1.1086 |
| Close |
1.1273 |
1.1297 |
0.0024 |
0.2% |
1.1171 |
| Range |
0.0090 |
0.0140 |
0.0050 |
55.6% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
12 |
48 |
36 |
300.0% |
116 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1645 |
1.1374 |
|
| R3 |
1.1572 |
1.1505 |
1.1336 |
|
| R2 |
1.1432 |
1.1432 |
1.1323 |
|
| R1 |
1.1365 |
1.1365 |
1.1310 |
1.1399 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1309 |
| S1 |
1.1225 |
1.1225 |
1.1284 |
1.1259 |
| S2 |
1.1152 |
1.1152 |
1.1271 |
|
| S3 |
1.1012 |
1.1085 |
1.1259 |
|
| S4 |
1.0872 |
1.0945 |
1.1220 |
|
|
| 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 |
1.1955 |
|
2.618 |
1.1727 |
|
1.618 |
1.1587 |
|
1.000 |
1.1500 |
|
0.618 |
1.1447 |
|
HIGH |
1.1360 |
|
0.618 |
1.1307 |
|
0.500 |
1.1290 |
|
0.382 |
1.1273 |
|
LOW |
1.1220 |
|
0.618 |
1.1133 |
|
1.000 |
1.1080 |
|
1.618 |
1.0993 |
|
2.618 |
1.0853 |
|
4.250 |
1.0625 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1295 |
1.1282 |
| PP |
1.1292 |
1.1267 |
| S1 |
1.1290 |
1.1252 |
|