CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1461 |
1.1553 |
0.0092 |
0.8% |
1.1260 |
| High |
1.1789 |
1.1653 |
-0.0136 |
-1.2% |
1.1789 |
| Low |
1.1443 |
1.1520 |
0.0077 |
0.7% |
1.1219 |
| Close |
1.1529 |
1.1597 |
0.0068 |
0.6% |
1.1529 |
| Range |
0.0346 |
0.0133 |
-0.0213 |
-61.6% |
0.0570 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.4% |
0.0000 |
| Volume |
1,858 |
2,766 |
908 |
48.9% |
2,644 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1989 |
1.1926 |
1.1670 |
|
| R3 |
1.1856 |
1.1793 |
1.1634 |
|
| R2 |
1.1723 |
1.1723 |
1.1621 |
|
| R1 |
1.1660 |
1.1660 |
1.1609 |
1.1692 |
| PP |
1.1590 |
1.1590 |
1.1590 |
1.1606 |
| S1 |
1.1527 |
1.1527 |
1.1585 |
1.1559 |
| S2 |
1.1457 |
1.1457 |
1.1573 |
|
| S3 |
1.1324 |
1.1394 |
1.1560 |
|
| S4 |
1.1191 |
1.1261 |
1.1524 |
|
|
| 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 |
1.2218 |
|
2.618 |
1.2001 |
|
1.618 |
1.1868 |
|
1.000 |
1.1786 |
|
0.618 |
1.1735 |
|
HIGH |
1.1653 |
|
0.618 |
1.1602 |
|
0.500 |
1.1587 |
|
0.382 |
1.1571 |
|
LOW |
1.1520 |
|
0.618 |
1.1438 |
|
1.000 |
1.1387 |
|
1.618 |
1.1305 |
|
2.618 |
1.1172 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1594 |
1.1578 |
| PP |
1.1590 |
1.1559 |
| S1 |
1.1587 |
1.1540 |
|