CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0912 |
1.0877 |
-0.0035 |
-0.3% |
1.1020 |
| High |
1.0912 |
1.0895 |
-0.0017 |
-0.2% |
1.1085 |
| Low |
1.0847 |
1.0868 |
0.0021 |
0.2% |
1.0884 |
| Close |
1.0852 |
1.0905 |
0.0053 |
0.5% |
1.0866 |
| Range |
0.0065 |
0.0027 |
-0.0038 |
-58.5% |
0.0201 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
16 |
50 |
34 |
212.5% |
194 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0970 |
1.0965 |
1.0920 |
|
| R3 |
1.0943 |
1.0938 |
1.0912 |
|
| R2 |
1.0916 |
1.0916 |
1.0910 |
|
| R1 |
1.0911 |
1.0911 |
1.0907 |
1.0914 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0891 |
| S1 |
1.0884 |
1.0884 |
1.0903 |
1.0887 |
| S2 |
1.0862 |
1.0862 |
1.0900 |
|
| S3 |
1.0835 |
1.0857 |
1.0898 |
|
| S4 |
1.0808 |
1.0830 |
1.0890 |
|
|
| 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 |
1.1010 |
|
2.618 |
1.0966 |
|
1.618 |
1.0939 |
|
1.000 |
1.0922 |
|
0.618 |
1.0912 |
|
HIGH |
1.0895 |
|
0.618 |
1.0885 |
|
0.500 |
1.0882 |
|
0.382 |
1.0878 |
|
LOW |
1.0868 |
|
0.618 |
1.0851 |
|
1.000 |
1.0841 |
|
1.618 |
1.0824 |
|
2.618 |
1.0797 |
|
4.250 |
1.0753 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0897 |
1.0898 |
| PP |
1.0889 |
1.0890 |
| S1 |
1.0882 |
1.0883 |
|