CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1020 |
1.1082 |
0.0062 |
0.6% |
1.1125 |
| High |
1.1049 |
1.1085 |
0.0036 |
0.3% |
1.1260 |
| Low |
1.1020 |
1.1000 |
-0.0020 |
-0.2% |
1.1003 |
| Close |
1.1038 |
1.1038 |
0.0000 |
0.0% |
1.1017 |
| Range |
0.0029 |
0.0085 |
0.0056 |
193.1% |
0.0257 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
20 |
34 |
14 |
70.0% |
271 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1296 |
1.1252 |
1.1085 |
|
| R3 |
1.1211 |
1.1167 |
1.1061 |
|
| R2 |
1.1126 |
1.1126 |
1.1054 |
|
| R1 |
1.1082 |
1.1082 |
1.1046 |
1.1062 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1031 |
| S1 |
1.0997 |
1.0997 |
1.1030 |
1.0977 |
| S2 |
1.0956 |
1.0956 |
1.1022 |
|
| S3 |
1.0871 |
1.0912 |
1.1015 |
|
| S4 |
1.0786 |
1.0827 |
1.0991 |
|
|
| 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 |
1.1446 |
|
2.618 |
1.1308 |
|
1.618 |
1.1223 |
|
1.000 |
1.1170 |
|
0.618 |
1.1138 |
|
HIGH |
1.1085 |
|
0.618 |
1.1053 |
|
0.500 |
1.1043 |
|
0.382 |
1.1032 |
|
LOW |
1.1000 |
|
0.618 |
1.0947 |
|
1.000 |
1.0915 |
|
1.618 |
1.0862 |
|
2.618 |
1.0777 |
|
4.250 |
1.0639 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1043 |
| PP |
1.1041 |
1.1041 |
| S1 |
1.1040 |
1.1040 |
|