CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 02-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.0999 |
1.1146 |
0.0147 |
1.3% |
1.0912 |
High |
1.1129 |
1.1180 |
0.0051 |
0.5% |
1.1129 |
Low |
1.0971 |
1.1050 |
0.0079 |
0.7% |
1.0847 |
Close |
1.1121 |
1.1073 |
-0.0048 |
-0.4% |
1.1121 |
Range |
0.0158 |
0.0130 |
-0.0028 |
-17.7% |
0.0282 |
ATR |
0.0097 |
0.0100 |
0.0002 |
2.4% |
0.0000 |
Volume |
68 |
14 |
-54 |
-79.4% |
270 |
|
Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1491 |
1.1412 |
1.1145 |
|
R3 |
1.1361 |
1.1282 |
1.1109 |
|
R2 |
1.1231 |
1.1231 |
1.1097 |
|
R1 |
1.1152 |
1.1152 |
1.1085 |
1.1127 |
PP |
1.1101 |
1.1101 |
1.1101 |
1.1088 |
S1 |
1.1022 |
1.1022 |
1.1061 |
1.0997 |
S2 |
1.0971 |
1.0971 |
1.1049 |
|
S3 |
1.0841 |
1.0892 |
1.1037 |
|
S4 |
1.0711 |
1.0762 |
1.1002 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1878 |
1.1782 |
1.1276 |
|
R3 |
1.1596 |
1.1500 |
1.1199 |
|
R2 |
1.1314 |
1.1314 |
1.1173 |
|
R1 |
1.1218 |
1.1218 |
1.1147 |
1.1266 |
PP |
1.1032 |
1.1032 |
1.1032 |
1.1057 |
S1 |
1.0936 |
1.0936 |
1.1095 |
1.0984 |
S2 |
1.0750 |
1.0750 |
1.1069 |
|
S3 |
1.0468 |
1.0654 |
1.1043 |
|
S4 |
1.0186 |
1.0372 |
1.0966 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1733 |
2.618 |
1.1520 |
1.618 |
1.1390 |
1.000 |
1.1310 |
0.618 |
1.1260 |
HIGH |
1.1180 |
0.618 |
1.1130 |
0.500 |
1.1115 |
0.382 |
1.1100 |
LOW |
1.1050 |
0.618 |
1.0970 |
1.000 |
1.0920 |
1.618 |
1.0840 |
2.618 |
1.0710 |
4.250 |
1.0498 |
|
|
Fisher Pivots for day following 02-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1115 |
1.1067 |
PP |
1.1101 |
1.1060 |
S1 |
1.1087 |
1.1054 |
|