CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0877 |
1.0968 |
0.0091 |
0.8% |
1.1020 |
| High |
1.0895 |
1.1039 |
0.0144 |
1.3% |
1.1085 |
| Low |
1.0868 |
1.0967 |
0.0099 |
0.9% |
1.0884 |
| Close |
1.0905 |
1.1023 |
0.0118 |
1.1% |
1.0866 |
| Range |
0.0027 |
0.0072 |
0.0045 |
166.7% |
0.0201 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.2% |
0.0000 |
| Volume |
50 |
63 |
13 |
26.0% |
194 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1226 |
1.1196 |
1.1063 |
|
| R3 |
1.1154 |
1.1124 |
1.1043 |
|
| R2 |
1.1082 |
1.1082 |
1.1036 |
|
| R1 |
1.1052 |
1.1052 |
1.1030 |
1.1067 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1017 |
| S1 |
1.0980 |
1.0980 |
1.1016 |
1.0995 |
| S2 |
1.0938 |
1.0938 |
1.1010 |
|
| S3 |
1.0866 |
1.0908 |
1.1003 |
|
| S4 |
1.0794 |
1.0836 |
1.0983 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1548 |
1.1408 |
1.0977 |
|
| R3 |
1.1347 |
1.1207 |
1.0921 |
|
| R2 |
1.1146 |
1.1146 |
1.0903 |
|
| R1 |
1.1006 |
1.1006 |
1.0884 |
1.0976 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0930 |
| S1 |
1.0805 |
1.0805 |
1.0848 |
1.0775 |
| S2 |
1.0744 |
1.0744 |
1.0829 |
|
| S3 |
1.0543 |
1.0604 |
1.0811 |
|
| S4 |
1.0342 |
1.0403 |
1.0755 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1345 |
|
2.618 |
1.1227 |
|
1.618 |
1.1155 |
|
1.000 |
1.1111 |
|
0.618 |
1.1083 |
|
HIGH |
1.1039 |
|
0.618 |
1.1011 |
|
0.500 |
1.1003 |
|
0.382 |
1.0995 |
|
LOW |
1.0967 |
|
0.618 |
1.0923 |
|
1.000 |
1.0895 |
|
1.618 |
1.0851 |
|
2.618 |
1.0779 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.0996 |
| PP |
1.1010 |
1.0970 |
| S1 |
1.1003 |
1.0943 |
|