CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1461 |
0.0153 |
1.4% |
1.1260 |
| High |
1.1472 |
1.1789 |
0.0317 |
2.8% |
1.1789 |
| Low |
1.1291 |
1.1443 |
0.0152 |
1.3% |
1.1219 |
| Close |
1.1446 |
1.1529 |
0.0083 |
0.7% |
1.1529 |
| Range |
0.0181 |
0.0346 |
0.0165 |
91.2% |
0.0570 |
| ATR |
0.0093 |
0.0111 |
0.0018 |
19.4% |
0.0000 |
| Volume |
387 |
1,858 |
1,471 |
380.1% |
2,644 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2625 |
1.2423 |
1.1719 |
|
| R3 |
1.2279 |
1.2077 |
1.1624 |
|
| R2 |
1.1933 |
1.1933 |
1.1592 |
|
| R1 |
1.1731 |
1.1731 |
1.1561 |
1.1832 |
| PP |
1.1587 |
1.1587 |
1.1587 |
1.1638 |
| S1 |
1.1385 |
1.1385 |
1.1497 |
1.1486 |
| S2 |
1.1241 |
1.1241 |
1.1466 |
|
| S3 |
1.0895 |
1.1039 |
1.1434 |
|
| S4 |
1.0549 |
1.0693 |
1.1339 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3222 |
1.2946 |
1.1843 |
|
| R3 |
1.2652 |
1.2376 |
1.1686 |
|
| R2 |
1.2082 |
1.2082 |
1.1634 |
|
| R1 |
1.1806 |
1.1806 |
1.1581 |
1.1944 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1582 |
| S1 |
1.1236 |
1.1236 |
1.1477 |
1.1374 |
| S2 |
1.0942 |
1.0942 |
1.1425 |
|
| S3 |
1.0372 |
1.0666 |
1.1372 |
|
| S4 |
0.9802 |
1.0096 |
1.1216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3260 |
|
2.618 |
1.2695 |
|
1.618 |
1.2349 |
|
1.000 |
1.2135 |
|
0.618 |
1.2003 |
|
HIGH |
1.1789 |
|
0.618 |
1.1657 |
|
0.500 |
1.1616 |
|
0.382 |
1.1575 |
|
LOW |
1.1443 |
|
0.618 |
1.1229 |
|
1.000 |
1.1097 |
|
1.618 |
1.0883 |
|
2.618 |
1.0537 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1616 |
1.1527 |
| PP |
1.1587 |
1.1525 |
| S1 |
1.1558 |
1.1523 |
|