CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1020 |
-0.0056 |
-0.5% |
1.0912 |
| High |
1.1133 |
1.1041 |
-0.0092 |
-0.8% |
1.1129 |
| Low |
1.1072 |
1.0954 |
-0.0118 |
-1.1% |
1.0847 |
| Close |
1.1080 |
1.1021 |
-0.0059 |
-0.5% |
1.1121 |
| Range |
0.0061 |
0.0087 |
0.0026 |
42.6% |
0.0282 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.1% |
0.0000 |
| Volume |
33 |
14 |
-19 |
-57.6% |
270 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1266 |
1.1231 |
1.1069 |
|
| R3 |
1.1179 |
1.1144 |
1.1045 |
|
| R2 |
1.1092 |
1.1092 |
1.1037 |
|
| R1 |
1.1057 |
1.1057 |
1.1029 |
1.1075 |
| PP |
1.1005 |
1.1005 |
1.1005 |
1.1014 |
| S1 |
1.0970 |
1.0970 |
1.1013 |
1.0988 |
| S2 |
1.0918 |
1.0918 |
1.1005 |
|
| S3 |
1.0831 |
1.0883 |
1.0997 |
|
| S4 |
1.0744 |
1.0796 |
1.0973 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1878 |
1.1782 |
1.1276 |
|
| R3 |
1.1596 |
1.1500 |
1.1199 |
|
| R2 |
1.1314 |
1.1314 |
1.1173 |
|
| R1 |
1.1218 |
1.1218 |
1.1147 |
1.1266 |
| PP |
1.1032 |
1.1032 |
1.1032 |
1.1057 |
| S1 |
1.0936 |
1.0936 |
1.1095 |
1.0984 |
| S2 |
1.0750 |
1.0750 |
1.1069 |
|
| S3 |
1.0468 |
1.0654 |
1.1043 |
|
| S4 |
1.0186 |
1.0372 |
1.0966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1411 |
|
2.618 |
1.1269 |
|
1.618 |
1.1182 |
|
1.000 |
1.1128 |
|
0.618 |
1.1095 |
|
HIGH |
1.1041 |
|
0.618 |
1.1008 |
|
0.500 |
1.0998 |
|
0.382 |
1.0987 |
|
LOW |
1.0954 |
|
0.618 |
1.0900 |
|
1.000 |
1.0867 |
|
1.618 |
1.0813 |
|
2.618 |
1.0726 |
|
4.250 |
1.0584 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1013 |
1.1067 |
| PP |
1.1005 |
1.1052 |
| S1 |
1.0998 |
1.1036 |
|