CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1125 |
-0.0155 |
-1.4% |
1.1155 |
| High |
1.1284 |
1.1157 |
-0.0127 |
-1.1% |
1.1360 |
| Low |
1.1144 |
1.1094 |
-0.0050 |
-0.4% |
1.1144 |
| Close |
1.1143 |
1.1148 |
0.0005 |
0.0% |
1.1143 |
| Range |
0.0140 |
0.0063 |
-0.0077 |
-55.0% |
0.0216 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
41 |
36 |
-5 |
-12.2% |
229 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1298 |
1.1183 |
|
| R3 |
1.1259 |
1.1235 |
1.1165 |
|
| R2 |
1.1196 |
1.1196 |
1.1160 |
|
| R1 |
1.1172 |
1.1172 |
1.1154 |
1.1184 |
| PP |
1.1133 |
1.1133 |
1.1133 |
1.1139 |
| S1 |
1.1109 |
1.1109 |
1.1142 |
1.1121 |
| S2 |
1.1070 |
1.1070 |
1.1136 |
|
| S3 |
1.1007 |
1.1046 |
1.1131 |
|
| S4 |
1.0944 |
1.0983 |
1.1113 |
|
|
| 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 |
1.1425 |
|
2.618 |
1.1322 |
|
1.618 |
1.1259 |
|
1.000 |
1.1220 |
|
0.618 |
1.1196 |
|
HIGH |
1.1157 |
|
0.618 |
1.1133 |
|
0.500 |
1.1126 |
|
0.382 |
1.1118 |
|
LOW |
1.1094 |
|
0.618 |
1.1055 |
|
1.000 |
1.1031 |
|
1.618 |
1.0992 |
|
2.618 |
1.0929 |
|
4.250 |
1.0826 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1141 |
1.1222 |
| PP |
1.1133 |
1.1197 |
| S1 |
1.1126 |
1.1173 |
|