CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.1170 |
1.1015 |
-0.0155 |
-1.4% |
1.1125 |
High |
1.1198 |
1.1030 |
-0.0168 |
-1.5% |
1.1260 |
Low |
1.1032 |
1.1003 |
-0.0029 |
-0.3% |
1.1003 |
Close |
1.1048 |
1.1017 |
-0.0031 |
-0.3% |
1.1017 |
Range |
0.0166 |
0.0027 |
-0.0139 |
-83.7% |
0.0257 |
ATR |
0.0103 |
0.0098 |
-0.0004 |
-4.0% |
0.0000 |
Volume |
59 |
120 |
61 |
103.4% |
271 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1098 |
1.1084 |
1.1032 |
|
R3 |
1.1071 |
1.1057 |
1.1024 |
|
R2 |
1.1044 |
1.1044 |
1.1022 |
|
R1 |
1.1030 |
1.1030 |
1.1019 |
1.1037 |
PP |
1.1017 |
1.1017 |
1.1017 |
1.1020 |
S1 |
1.1003 |
1.1003 |
1.1015 |
1.1010 |
S2 |
1.0990 |
1.0990 |
1.1012 |
|
S3 |
1.0963 |
1.0976 |
1.1010 |
|
S4 |
1.0936 |
1.0949 |
1.1002 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1864 |
1.1698 |
1.1158 |
|
R3 |
1.1607 |
1.1441 |
1.1088 |
|
R2 |
1.1350 |
1.1350 |
1.1064 |
|
R1 |
1.1184 |
1.1184 |
1.1041 |
1.1139 |
PP |
1.1093 |
1.1093 |
1.1093 |
1.1071 |
S1 |
1.0927 |
1.0927 |
1.0993 |
1.0882 |
S2 |
1.0836 |
1.0836 |
1.0970 |
|
S3 |
1.0579 |
1.0670 |
1.0946 |
|
S4 |
1.0322 |
1.0413 |
1.0876 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1145 |
2.618 |
1.1101 |
1.618 |
1.1074 |
1.000 |
1.1057 |
0.618 |
1.1047 |
HIGH |
1.1030 |
0.618 |
1.1020 |
0.500 |
1.1017 |
0.382 |
1.1013 |
LOW |
1.1003 |
0.618 |
1.0986 |
1.000 |
1.0976 |
1.618 |
1.0959 |
2.618 |
1.0932 |
4.250 |
1.0888 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1017 |
1.1132 |
PP |
1.1017 |
1.1093 |
S1 |
1.1017 |
1.1055 |
|