CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1250 |
1.1307 |
0.0057 |
0.5% |
1.1170 |
| High |
1.1360 |
1.1350 |
-0.0010 |
-0.1% |
1.1266 |
| Low |
1.1220 |
1.1295 |
0.0075 |
0.7% |
1.1086 |
| Close |
1.1297 |
1.1310 |
0.0013 |
0.1% |
1.1171 |
| Range |
0.0140 |
0.0055 |
-0.0085 |
-60.7% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
48 |
45 |
-3 |
-6.3% |
116 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1483 |
1.1452 |
1.1340 |
|
| R3 |
1.1428 |
1.1397 |
1.1325 |
|
| R2 |
1.1373 |
1.1373 |
1.1320 |
|
| R1 |
1.1342 |
1.1342 |
1.1315 |
1.1358 |
| PP |
1.1318 |
1.1318 |
1.1318 |
1.1326 |
| S1 |
1.1287 |
1.1287 |
1.1305 |
1.1303 |
| S2 |
1.1263 |
1.1263 |
1.1300 |
|
| S3 |
1.1208 |
1.1232 |
1.1295 |
|
| S4 |
1.1153 |
1.1177 |
1.1280 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1623 |
1.1270 |
|
| R3 |
1.1534 |
1.1443 |
1.1221 |
|
| R2 |
1.1354 |
1.1354 |
1.1204 |
|
| R1 |
1.1263 |
1.1263 |
1.1188 |
1.1309 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1197 |
| S1 |
1.1083 |
1.1083 |
1.1155 |
1.1129 |
| S2 |
1.0994 |
1.0994 |
1.1138 |
|
| S3 |
1.0814 |
1.0903 |
1.1122 |
|
| S4 |
1.0634 |
1.0723 |
1.1072 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1584 |
|
2.618 |
1.1494 |
|
1.618 |
1.1439 |
|
1.000 |
1.1405 |
|
0.618 |
1.1384 |
|
HIGH |
1.1350 |
|
0.618 |
1.1329 |
|
0.500 |
1.1323 |
|
0.382 |
1.1316 |
|
LOW |
1.1295 |
|
0.618 |
1.1261 |
|
1.000 |
1.1240 |
|
1.618 |
1.1206 |
|
2.618 |
1.1151 |
|
4.250 |
1.1061 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1300 |
| PP |
1.1318 |
1.1290 |
| S1 |
1.1314 |
1.1280 |
|