CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1000 |
1.0934 |
-0.0066 |
-0.6% |
1.1125 |
| High |
1.1008 |
1.0962 |
-0.0046 |
-0.4% |
1.1260 |
| Low |
1.0979 |
1.0920 |
-0.0059 |
-0.5% |
1.1003 |
| Close |
1.0996 |
1.0965 |
-0.0031 |
-0.3% |
1.1017 |
| Range |
0.0029 |
0.0042 |
0.0013 |
44.8% |
0.0257 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
88 |
10 |
-78 |
-88.6% |
271 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1062 |
1.0988 |
|
| R3 |
1.1033 |
1.1020 |
1.0977 |
|
| R2 |
1.0991 |
1.0991 |
1.0973 |
|
| R1 |
1.0978 |
1.0978 |
1.0969 |
1.0985 |
| PP |
1.0949 |
1.0949 |
1.0949 |
1.0952 |
| S1 |
1.0936 |
1.0936 |
1.0961 |
1.0943 |
| S2 |
1.0907 |
1.0907 |
1.0957 |
|
| S3 |
1.0865 |
1.0894 |
1.0953 |
|
| S4 |
1.0823 |
1.0852 |
1.0942 |
|
|
| 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 |
1.1141 |
|
2.618 |
1.1072 |
|
1.618 |
1.1030 |
|
1.000 |
1.1004 |
|
0.618 |
1.0988 |
|
HIGH |
1.0962 |
|
0.618 |
1.0946 |
|
0.500 |
1.0941 |
|
0.382 |
1.0936 |
|
LOW |
1.0920 |
|
0.618 |
1.0894 |
|
1.000 |
1.0878 |
|
1.618 |
1.0852 |
|
2.618 |
1.0810 |
|
4.250 |
1.0742 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.1003 |
| PP |
1.0949 |
1.0990 |
| S1 |
1.0941 |
1.0978 |
|