CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0919 |
-0.0015 |
-0.1% |
1.1020 |
| High |
1.0962 |
1.0919 |
-0.0043 |
-0.4% |
1.1085 |
| Low |
1.0920 |
1.0884 |
-0.0036 |
-0.3% |
1.0884 |
| Close |
1.0965 |
1.0866 |
-0.0099 |
-0.9% |
1.0866 |
| Range |
0.0042 |
0.0035 |
-0.0007 |
-16.7% |
0.0201 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
10 |
42 |
32 |
320.0% |
194 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0965 |
1.0885 |
|
| R3 |
1.0960 |
1.0930 |
1.0876 |
|
| R2 |
1.0925 |
1.0925 |
1.0872 |
|
| R1 |
1.0895 |
1.0895 |
1.0869 |
1.0893 |
| PP |
1.0890 |
1.0890 |
1.0890 |
1.0888 |
| S1 |
1.0860 |
1.0860 |
1.0863 |
1.0858 |
| S2 |
1.0855 |
1.0855 |
1.0860 |
|
| S3 |
1.0820 |
1.0825 |
1.0856 |
|
| S4 |
1.0785 |
1.0790 |
1.0847 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1408 |
1.0977 |
|
| R3 |
1.1347 |
1.1207 |
1.0921 |
|
| R2 |
1.1146 |
1.1146 |
1.0903 |
|
| R1 |
1.1006 |
1.1006 |
1.0884 |
1.0976 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0930 |
| S1 |
1.0805 |
1.0805 |
1.0848 |
1.0775 |
| S2 |
1.0744 |
1.0744 |
1.0829 |
|
| S3 |
1.0543 |
1.0604 |
1.0811 |
|
| S4 |
1.0342 |
1.0403 |
1.0755 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1068 |
|
2.618 |
1.1011 |
|
1.618 |
1.0976 |
|
1.000 |
1.0954 |
|
0.618 |
1.0941 |
|
HIGH |
1.0919 |
|
0.618 |
1.0906 |
|
0.500 |
1.0902 |
|
0.382 |
1.0897 |
|
LOW |
1.0884 |
|
0.618 |
1.0862 |
|
1.000 |
1.0849 |
|
1.618 |
1.0827 |
|
2.618 |
1.0792 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0902 |
1.0946 |
| PP |
1.0890 |
1.0919 |
| S1 |
1.0878 |
1.0893 |
|