CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1307 |
1.1280 |
-0.0027 |
-0.2% |
1.1155 |
| High |
1.1350 |
1.1284 |
-0.0066 |
-0.6% |
1.1360 |
| Low |
1.1295 |
1.1144 |
-0.0151 |
-1.3% |
1.1144 |
| Close |
1.1310 |
1.1143 |
-0.0167 |
-1.5% |
1.1143 |
| Range |
0.0055 |
0.0140 |
0.0085 |
154.5% |
0.0216 |
| ATR |
0.0000 |
0.0102 |
0.0102 |
|
0.0000 |
| Volume |
45 |
41 |
-4 |
-8.9% |
229 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1517 |
1.1220 |
|
| R3 |
1.1470 |
1.1377 |
1.1182 |
|
| R2 |
1.1330 |
1.1330 |
1.1169 |
|
| R1 |
1.1237 |
1.1237 |
1.1156 |
1.1214 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1179 |
| S1 |
1.1097 |
1.1097 |
1.1130 |
1.1074 |
| S2 |
1.1050 |
1.1050 |
1.1117 |
|
| S3 |
1.0910 |
1.0957 |
1.1105 |
|
| S4 |
1.0770 |
1.0817 |
1.1066 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1864 |
1.1719 |
1.1262 |
|
| R3 |
1.1648 |
1.1503 |
1.1202 |
|
| R2 |
1.1432 |
1.1432 |
1.1183 |
|
| R1 |
1.1287 |
1.1287 |
1.1163 |
1.1252 |
| PP |
1.1216 |
1.1216 |
1.1216 |
1.1198 |
| S1 |
1.1071 |
1.1071 |
1.1123 |
1.1036 |
| S2 |
1.1000 |
1.1000 |
1.1103 |
|
| S3 |
1.0784 |
1.0855 |
1.1084 |
|
| S4 |
1.0568 |
1.0639 |
1.1024 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1879 |
|
2.618 |
1.1651 |
|
1.618 |
1.1511 |
|
1.000 |
1.1424 |
|
0.618 |
1.1371 |
|
HIGH |
1.1284 |
|
0.618 |
1.1231 |
|
0.500 |
1.1214 |
|
0.382 |
1.1197 |
|
LOW |
1.1144 |
|
0.618 |
1.1057 |
|
1.000 |
1.1004 |
|
1.618 |
1.0917 |
|
2.618 |
1.0777 |
|
4.250 |
1.0549 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1214 |
1.1252 |
| PP |
1.1190 |
1.1216 |
| S1 |
1.1167 |
1.1179 |
|