CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.1020 |
0.0005 |
0.0% |
1.1125 |
| High |
1.1030 |
1.1049 |
0.0019 |
0.2% |
1.1260 |
| Low |
1.1003 |
1.1020 |
0.0017 |
0.2% |
1.1003 |
| Close |
1.1017 |
1.1038 |
0.0021 |
0.2% |
1.1017 |
| Range |
0.0027 |
0.0029 |
0.0002 |
7.4% |
0.0257 |
| ATR |
0.0098 |
0.0094 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
120 |
20 |
-100 |
-83.3% |
271 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1123 |
1.1109 |
1.1054 |
|
| R3 |
1.1094 |
1.1080 |
1.1046 |
|
| R2 |
1.1065 |
1.1065 |
1.1043 |
|
| R1 |
1.1051 |
1.1051 |
1.1041 |
1.1058 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1039 |
| S1 |
1.1022 |
1.1022 |
1.1035 |
1.1029 |
| S2 |
1.1007 |
1.1007 |
1.1033 |
|
| S3 |
1.0978 |
1.0993 |
1.1030 |
|
| S4 |
1.0949 |
1.0964 |
1.1022 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1864 |
1.1698 |
1.1158 |
|
| R3 |
1.1607 |
1.1441 |
1.1088 |
|
| R2 |
1.1350 |
1.1350 |
1.1064 |
|
| R1 |
1.1184 |
1.1184 |
1.1041 |
1.1139 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1071 |
| S1 |
1.0927 |
1.0927 |
1.0993 |
1.0882 |
| S2 |
1.0836 |
1.0836 |
1.0970 |
|
| S3 |
1.0579 |
1.0670 |
1.0946 |
|
| S4 |
1.0322 |
1.0413 |
1.0876 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.1125 |
|
1.618 |
1.1096 |
|
1.000 |
1.1078 |
|
0.618 |
1.1067 |
|
HIGH |
1.1049 |
|
0.618 |
1.1038 |
|
0.500 |
1.1035 |
|
0.382 |
1.1031 |
|
LOW |
1.1020 |
|
0.618 |
1.1002 |
|
1.000 |
1.0991 |
|
1.618 |
1.0973 |
|
2.618 |
1.0944 |
|
4.250 |
1.0897 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1037 |
1.1101 |
| PP |
1.1036 |
1.1080 |
| S1 |
1.1035 |
1.1059 |
|