CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1114 |
0.0057 |
0.5% |
1.1146 |
| High |
1.1161 |
1.1114 |
-0.0047 |
-0.4% |
1.1180 |
| Low |
1.1057 |
1.1103 |
0.0046 |
0.4% |
1.0954 |
| Close |
1.1125 |
1.1121 |
-0.0004 |
0.0% |
1.1125 |
| Range |
0.0104 |
0.0011 |
-0.0093 |
-89.4% |
0.0226 |
| ATR |
0.0101 |
0.0095 |
-0.0006 |
-5.6% |
0.0000 |
| Volume |
22 |
61 |
39 |
177.3% |
487 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1146 |
1.1144 |
1.1127 |
|
| R3 |
1.1135 |
1.1133 |
1.1124 |
|
| R2 |
1.1124 |
1.1124 |
1.1123 |
|
| R1 |
1.1122 |
1.1122 |
1.1122 |
1.1123 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1113 |
| S1 |
1.1111 |
1.1111 |
1.1120 |
1.1112 |
| S2 |
1.1102 |
1.1102 |
1.1119 |
|
| S3 |
1.1091 |
1.1100 |
1.1118 |
|
| S4 |
1.1080 |
1.1089 |
1.1115 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1764 |
1.1671 |
1.1249 |
|
| R3 |
1.1538 |
1.1445 |
1.1187 |
|
| R2 |
1.1312 |
1.1312 |
1.1166 |
|
| R1 |
1.1219 |
1.1219 |
1.1146 |
1.1153 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1053 |
| S1 |
1.0993 |
1.0993 |
1.1104 |
1.0927 |
| S2 |
1.0860 |
1.0860 |
1.1084 |
|
| S3 |
1.0634 |
1.0767 |
1.1063 |
|
| S4 |
1.0408 |
1.0541 |
1.1001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1161 |
|
2.618 |
1.1143 |
|
1.618 |
1.1132 |
|
1.000 |
1.1125 |
|
0.618 |
1.1121 |
|
HIGH |
1.1114 |
|
0.618 |
1.1110 |
|
0.500 |
1.1109 |
|
0.382 |
1.1107 |
|
LOW |
1.1103 |
|
0.618 |
1.1096 |
|
1.000 |
1.1092 |
|
1.618 |
1.1085 |
|
2.618 |
1.1074 |
|
4.250 |
1.1056 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1117 |
1.1114 |
| PP |
1.1113 |
1.1106 |
| S1 |
1.1109 |
1.1099 |
|