CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1125 |
1.1148 |
0.0023 |
0.2% |
1.1155 |
| High |
1.1157 |
1.1168 |
0.0011 |
0.1% |
1.1360 |
| Low |
1.1094 |
1.1115 |
0.0021 |
0.2% |
1.1144 |
| Close |
1.1148 |
1.1149 |
0.0001 |
0.0% |
1.1143 |
| Range |
0.0063 |
0.0053 |
-0.0010 |
-15.9% |
0.0216 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
36 |
21 |
-15 |
-41.7% |
229 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1303 |
1.1279 |
1.1178 |
|
| R3 |
1.1250 |
1.1226 |
1.1164 |
|
| R2 |
1.1197 |
1.1197 |
1.1159 |
|
| R1 |
1.1173 |
1.1173 |
1.1154 |
1.1185 |
| PP |
1.1144 |
1.1144 |
1.1144 |
1.1150 |
| S1 |
1.1120 |
1.1120 |
1.1144 |
1.1132 |
| S2 |
1.1091 |
1.1091 |
1.1139 |
|
| S3 |
1.1038 |
1.1067 |
1.1134 |
|
| S4 |
1.0985 |
1.1014 |
1.1120 |
|
|
| 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 |
1.1393 |
|
2.618 |
1.1307 |
|
1.618 |
1.1254 |
|
1.000 |
1.1221 |
|
0.618 |
1.1201 |
|
HIGH |
1.1168 |
|
0.618 |
1.1148 |
|
0.500 |
1.1142 |
|
0.382 |
1.1135 |
|
LOW |
1.1115 |
|
0.618 |
1.1082 |
|
1.000 |
1.1062 |
|
1.618 |
1.1029 |
|
2.618 |
1.0976 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1147 |
1.1189 |
| PP |
1.1144 |
1.1176 |
| S1 |
1.1142 |
1.1162 |
|