CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1553 |
1.1590 |
0.0037 |
0.3% |
1.1260 |
| High |
1.1653 |
1.1611 |
-0.0042 |
-0.4% |
1.1789 |
| Low |
1.1520 |
1.1435 |
-0.0085 |
-0.7% |
1.1219 |
| Close |
1.1597 |
1.1546 |
-0.0051 |
-0.4% |
1.1529 |
| Range |
0.0133 |
0.0176 |
0.0043 |
32.3% |
0.0570 |
| ATR |
0.0113 |
0.0117 |
0.0005 |
4.0% |
0.0000 |
| Volume |
2,766 |
1,952 |
-814 |
-29.4% |
2,644 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2059 |
1.1978 |
1.1643 |
|
| R3 |
1.1883 |
1.1802 |
1.1594 |
|
| R2 |
1.1707 |
1.1707 |
1.1578 |
|
| R1 |
1.1626 |
1.1626 |
1.1562 |
1.1579 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1507 |
| S1 |
1.1450 |
1.1450 |
1.1530 |
1.1403 |
| S2 |
1.1355 |
1.1355 |
1.1514 |
|
| S3 |
1.1179 |
1.1274 |
1.1498 |
|
| S4 |
1.1003 |
1.1098 |
1.1449 |
|
|
| 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 |
1.2359 |
|
2.618 |
1.2072 |
|
1.618 |
1.1896 |
|
1.000 |
1.1787 |
|
0.618 |
1.1720 |
|
HIGH |
1.1611 |
|
0.618 |
1.1544 |
|
0.500 |
1.1523 |
|
0.382 |
1.1502 |
|
LOW |
1.1435 |
|
0.618 |
1.1326 |
|
1.000 |
1.1259 |
|
1.618 |
1.1150 |
|
2.618 |
1.0974 |
|
4.250 |
1.0687 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1538 |
1.1612 |
| PP |
1.1531 |
1.1590 |
| S1 |
1.1523 |
1.1568 |
|