CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0968 |
1.1031 |
0.0063 |
0.6% |
1.1020 |
| High |
1.1039 |
1.1049 |
0.0010 |
0.1% |
1.1085 |
| Low |
1.0967 |
1.0928 |
-0.0039 |
-0.4% |
1.0884 |
| Close |
1.1023 |
1.0936 |
-0.0087 |
-0.8% |
1.0866 |
| Range |
0.0072 |
0.0121 |
0.0049 |
68.1% |
0.0201 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.7% |
0.0000 |
| Volume |
63 |
73 |
10 |
15.9% |
194 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1256 |
1.1003 |
|
| R3 |
1.1213 |
1.1135 |
1.0969 |
|
| R2 |
1.1092 |
1.1092 |
1.0958 |
|
| R1 |
1.1014 |
1.1014 |
1.0947 |
1.0993 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0960 |
| S1 |
1.0893 |
1.0893 |
1.0925 |
1.0872 |
| S2 |
1.0850 |
1.0850 |
1.0914 |
|
| S3 |
1.0729 |
1.0772 |
1.0903 |
|
| S4 |
1.0608 |
1.0651 |
1.0869 |
|
|
| 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 |
1.1563 |
|
2.618 |
1.1366 |
|
1.618 |
1.1245 |
|
1.000 |
1.1170 |
|
0.618 |
1.1124 |
|
HIGH |
1.1049 |
|
0.618 |
1.1003 |
|
0.500 |
1.0989 |
|
0.382 |
1.0974 |
|
LOW |
1.0928 |
|
0.618 |
1.0853 |
|
1.000 |
1.0807 |
|
1.618 |
1.0732 |
|
2.618 |
1.0611 |
|
4.250 |
1.0414 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0959 |
| PP |
1.0971 |
1.0951 |
| S1 |
1.0954 |
1.0944 |
|