CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1148 |
1.1200 |
0.0052 |
0.5% |
1.1155 |
| High |
1.1168 |
1.1260 |
0.0092 |
0.8% |
1.1360 |
| Low |
1.1115 |
1.1136 |
0.0021 |
0.2% |
1.1144 |
| Close |
1.1149 |
1.1187 |
0.0038 |
0.3% |
1.1143 |
| Range |
0.0053 |
0.0124 |
0.0071 |
134.0% |
0.0216 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
21 |
35 |
14 |
66.7% |
229 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1566 |
1.1501 |
1.1255 |
|
| R3 |
1.1442 |
1.1377 |
1.1221 |
|
| R2 |
1.1318 |
1.1318 |
1.1210 |
|
| R1 |
1.1253 |
1.1253 |
1.1198 |
1.1224 |
| PP |
1.1194 |
1.1194 |
1.1194 |
1.1180 |
| S1 |
1.1129 |
1.1129 |
1.1176 |
1.1100 |
| S2 |
1.1070 |
1.1070 |
1.1164 |
|
| S3 |
1.0946 |
1.1005 |
1.1153 |
|
| S4 |
1.0822 |
1.0881 |
1.1119 |
|
|
| 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 |
1.1787 |
|
2.618 |
1.1585 |
|
1.618 |
1.1461 |
|
1.000 |
1.1384 |
|
0.618 |
1.1337 |
|
HIGH |
1.1260 |
|
0.618 |
1.1213 |
|
0.500 |
1.1198 |
|
0.382 |
1.1183 |
|
LOW |
1.1136 |
|
0.618 |
1.1059 |
|
1.000 |
1.1012 |
|
1.618 |
1.0935 |
|
2.618 |
1.0811 |
|
4.250 |
1.0609 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1184 |
| PP |
1.1194 |
1.1180 |
| S1 |
1.1191 |
1.1177 |
|