CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1323 |
1.1374 |
0.0051 |
0.5% |
1.1553 |
| High |
1.1453 |
1.1405 |
-0.0048 |
-0.4% |
1.1653 |
| Low |
1.1280 |
1.1312 |
0.0032 |
0.3% |
1.1024 |
| Close |
1.1406 |
1.1339 |
-0.0067 |
-0.6% |
1.1030 |
| Range |
0.0173 |
0.0093 |
-0.0080 |
-46.2% |
0.0629 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
24,718 |
57,038 |
32,320 |
130.8% |
14,426 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1578 |
1.1390 |
|
| R3 |
1.1538 |
1.1485 |
1.1365 |
|
| R2 |
1.1445 |
1.1445 |
1.1356 |
|
| R1 |
1.1392 |
1.1392 |
1.1348 |
1.1372 |
| PP |
1.1352 |
1.1352 |
1.1352 |
1.1342 |
| S1 |
1.1299 |
1.1299 |
1.1330 |
1.1279 |
| S2 |
1.1259 |
1.1259 |
1.1322 |
|
| S3 |
1.1166 |
1.1206 |
1.1313 |
|
| S4 |
1.1073 |
1.1113 |
1.1288 |
|
|
| 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 |
1.1800 |
|
2.618 |
1.1648 |
|
1.618 |
1.1555 |
|
1.000 |
1.1498 |
|
0.618 |
1.1462 |
|
HIGH |
1.1405 |
|
0.618 |
1.1369 |
|
0.500 |
1.1359 |
|
0.382 |
1.1348 |
|
LOW |
1.1312 |
|
0.618 |
1.1255 |
|
1.000 |
1.1219 |
|
1.618 |
1.1162 |
|
2.618 |
1.1069 |
|
4.250 |
1.0917 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1359 |
1.1333 |
| PP |
1.1352 |
1.1326 |
| S1 |
1.1346 |
1.1320 |
|