CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1590 |
1.1537 |
-0.0053 |
-0.5% |
1.1260 |
| High |
1.1611 |
1.1548 |
-0.0063 |
-0.5% |
1.1789 |
| Low |
1.1435 |
1.1435 |
0.0000 |
0.0% |
1.1219 |
| Close |
1.1546 |
1.1442 |
-0.0104 |
-0.9% |
1.1529 |
| Range |
0.0176 |
0.0113 |
-0.0063 |
-35.8% |
0.0570 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,952 |
5,126 |
3,174 |
162.6% |
2,644 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1814 |
1.1741 |
1.1504 |
|
| R3 |
1.1701 |
1.1628 |
1.1473 |
|
| R2 |
1.1588 |
1.1588 |
1.1463 |
|
| R1 |
1.1515 |
1.1515 |
1.1452 |
1.1495 |
| PP |
1.1475 |
1.1475 |
1.1475 |
1.1465 |
| S1 |
1.1402 |
1.1402 |
1.1432 |
1.1382 |
| S2 |
1.1362 |
1.1362 |
1.1421 |
|
| S3 |
1.1249 |
1.1289 |
1.1411 |
|
| S4 |
1.1136 |
1.1176 |
1.1380 |
|
|
| 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 |
1.2028 |
|
2.618 |
1.1844 |
|
1.618 |
1.1731 |
|
1.000 |
1.1661 |
|
0.618 |
1.1618 |
|
HIGH |
1.1548 |
|
0.618 |
1.1505 |
|
0.500 |
1.1492 |
|
0.382 |
1.1478 |
|
LOW |
1.1435 |
|
0.618 |
1.1365 |
|
1.000 |
1.1322 |
|
1.618 |
1.1252 |
|
2.618 |
1.1139 |
|
4.250 |
1.0955 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1544 |
| PP |
1.1475 |
1.1510 |
| S1 |
1.1459 |
1.1476 |
|