CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1082 |
1.1000 |
-0.0082 |
-0.7% |
1.1125 |
| High |
1.1085 |
1.1008 |
-0.0077 |
-0.7% |
1.1260 |
| Low |
1.1000 |
1.0979 |
-0.0021 |
-0.2% |
1.1003 |
| Close |
1.1038 |
1.0996 |
-0.0042 |
-0.4% |
1.1017 |
| Range |
0.0085 |
0.0029 |
-0.0056 |
-65.9% |
0.0257 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
34 |
88 |
54 |
158.8% |
271 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1081 |
1.1068 |
1.1012 |
|
| R3 |
1.1052 |
1.1039 |
1.1004 |
|
| R2 |
1.1023 |
1.1023 |
1.1001 |
|
| R1 |
1.1010 |
1.1010 |
1.0999 |
1.1002 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0991 |
| S1 |
1.0981 |
1.0981 |
1.0993 |
1.0973 |
| S2 |
1.0965 |
1.0965 |
1.0991 |
|
| S3 |
1.0936 |
1.0952 |
1.0988 |
|
| S4 |
1.0907 |
1.0923 |
1.0980 |
|
|
| 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 |
1.1131 |
|
2.618 |
1.1084 |
|
1.618 |
1.1055 |
|
1.000 |
1.1037 |
|
0.618 |
1.1026 |
|
HIGH |
1.1008 |
|
0.618 |
1.0997 |
|
0.500 |
1.0994 |
|
0.382 |
1.0990 |
|
LOW |
1.0979 |
|
0.618 |
1.0961 |
|
1.000 |
1.0950 |
|
1.618 |
1.0932 |
|
2.618 |
1.0903 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.1032 |
| PP |
1.0994 |
1.1020 |
| S1 |
1.0994 |
1.1008 |
|