CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1200 |
1.1170 |
-0.0030 |
-0.3% |
1.1155 |
| High |
1.1260 |
1.1198 |
-0.0062 |
-0.6% |
1.1360 |
| Low |
1.1136 |
1.1032 |
-0.0104 |
-0.9% |
1.1144 |
| Close |
1.1187 |
1.1048 |
-0.0139 |
-1.2% |
1.1143 |
| Range |
0.0124 |
0.0166 |
0.0042 |
33.9% |
0.0216 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
5.0% |
0.0000 |
| Volume |
35 |
59 |
24 |
68.6% |
229 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1591 |
1.1485 |
1.1139 |
|
| R3 |
1.1425 |
1.1319 |
1.1094 |
|
| R2 |
1.1259 |
1.1259 |
1.1078 |
|
| R1 |
1.1153 |
1.1153 |
1.1063 |
1.1123 |
| PP |
1.1093 |
1.1093 |
1.1093 |
1.1078 |
| S1 |
1.0987 |
1.0987 |
1.1033 |
1.0957 |
| S2 |
1.0927 |
1.0927 |
1.1018 |
|
| S3 |
1.0761 |
1.0821 |
1.1002 |
|
| S4 |
1.0595 |
1.0655 |
1.0957 |
|
|
| 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 |
1.1904 |
|
2.618 |
1.1633 |
|
1.618 |
1.1467 |
|
1.000 |
1.1364 |
|
0.618 |
1.1301 |
|
HIGH |
1.1198 |
|
0.618 |
1.1135 |
|
0.500 |
1.1115 |
|
0.382 |
1.1095 |
|
LOW |
1.1032 |
|
0.618 |
1.0929 |
|
1.000 |
1.0866 |
|
1.618 |
1.0763 |
|
2.618 |
1.0597 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1115 |
1.1146 |
| PP |
1.1093 |
1.1113 |
| S1 |
1.1070 |
1.1081 |
|