CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0912 |
-0.0007 |
-0.1% |
1.1020 |
| High |
1.0919 |
1.0912 |
-0.0007 |
-0.1% |
1.1085 |
| Low |
1.0884 |
1.0847 |
-0.0037 |
-0.3% |
1.0884 |
| Close |
1.0866 |
1.0852 |
-0.0014 |
-0.1% |
1.0866 |
| Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0201 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
42 |
16 |
-26 |
-61.9% |
194 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1024 |
1.0888 |
|
| R3 |
1.1000 |
1.0959 |
1.0870 |
|
| R2 |
1.0935 |
1.0935 |
1.0864 |
|
| R1 |
1.0894 |
1.0894 |
1.0858 |
1.0882 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0865 |
| S1 |
1.0829 |
1.0829 |
1.0846 |
1.0817 |
| S2 |
1.0805 |
1.0805 |
1.0840 |
|
| S3 |
1.0740 |
1.0764 |
1.0834 |
|
| S4 |
1.0675 |
1.0699 |
1.0816 |
|
|
| 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 |
1.1188 |
|
2.618 |
1.1082 |
|
1.618 |
1.1017 |
|
1.000 |
1.0977 |
|
0.618 |
1.0952 |
|
HIGH |
1.0912 |
|
0.618 |
1.0887 |
|
0.500 |
1.0880 |
|
0.382 |
1.0872 |
|
LOW |
1.0847 |
|
0.618 |
1.0807 |
|
1.000 |
1.0782 |
|
1.618 |
1.0742 |
|
2.618 |
1.0677 |
|
4.250 |
1.0571 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0905 |
| PP |
1.0870 |
1.0887 |
| S1 |
1.0861 |
1.0870 |
|