CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1086 |
1.1195 |
0.0109 |
1.0% |
1.1553 |
| High |
1.1237 |
1.1348 |
0.0111 |
1.0% |
1.1653 |
| Low |
1.1030 |
1.1187 |
0.0157 |
1.4% |
1.1024 |
| Close |
1.1185 |
1.1328 |
0.0143 |
1.3% |
1.1030 |
| Range |
0.0207 |
0.0161 |
-0.0046 |
-22.2% |
0.0629 |
| ATR |
0.0140 |
0.0141 |
0.0002 |
1.2% |
0.0000 |
| Volume |
9,173 |
14,141 |
4,968 |
54.2% |
14,426 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1771 |
1.1710 |
1.1417 |
|
| R3 |
1.1610 |
1.1549 |
1.1372 |
|
| R2 |
1.1449 |
1.1449 |
1.1358 |
|
| R1 |
1.1388 |
1.1388 |
1.1343 |
1.1419 |
| PP |
1.1288 |
1.1288 |
1.1288 |
1.1303 |
| S1 |
1.1227 |
1.1227 |
1.1313 |
1.1258 |
| S2 |
1.1127 |
1.1127 |
1.1298 |
|
| S3 |
1.0966 |
1.1066 |
1.1284 |
|
| S4 |
1.0805 |
1.0905 |
1.1239 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3123 |
1.2705 |
1.1376 |
|
| R3 |
1.2494 |
1.2076 |
1.1203 |
|
| R2 |
1.1865 |
1.1865 |
1.1145 |
|
| R1 |
1.1447 |
1.1447 |
1.1088 |
1.1342 |
| PP |
1.1236 |
1.1236 |
1.1236 |
1.1183 |
| S1 |
1.0818 |
1.0818 |
1.0972 |
1.0713 |
| S2 |
1.0607 |
1.0607 |
1.0915 |
|
| S3 |
0.9978 |
1.0189 |
1.0857 |
|
| S4 |
0.9349 |
0.9560 |
1.0684 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2032 |
|
2.618 |
1.1769 |
|
1.618 |
1.1608 |
|
1.000 |
1.1509 |
|
0.618 |
1.1447 |
|
HIGH |
1.1348 |
|
0.618 |
1.1286 |
|
0.500 |
1.1268 |
|
0.382 |
1.1249 |
|
LOW |
1.1187 |
|
0.618 |
1.1088 |
|
1.000 |
1.1026 |
|
1.618 |
1.0927 |
|
2.618 |
1.0766 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1308 |
1.1284 |
| PP |
1.1288 |
1.1240 |
| S1 |
1.1268 |
1.1196 |
|