CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 03-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1146 |
1.1076 |
-0.0070 |
-0.6% |
1.0912 |
High |
1.1180 |
1.1133 |
-0.0047 |
-0.4% |
1.1129 |
Low |
1.1050 |
1.1072 |
0.0022 |
0.2% |
1.0847 |
Close |
1.1073 |
1.1080 |
0.0007 |
0.1% |
1.1121 |
Range |
0.0130 |
0.0061 |
-0.0069 |
-53.1% |
0.0282 |
ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
14 |
33 |
19 |
135.7% |
270 |
|
Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1278 |
1.1240 |
1.1114 |
|
R3 |
1.1217 |
1.1179 |
1.1097 |
|
R2 |
1.1156 |
1.1156 |
1.1091 |
|
R1 |
1.1118 |
1.1118 |
1.1086 |
1.1137 |
PP |
1.1095 |
1.1095 |
1.1095 |
1.1105 |
S1 |
1.1057 |
1.1057 |
1.1074 |
1.1076 |
S2 |
1.1034 |
1.1034 |
1.1069 |
|
S3 |
1.0973 |
1.0996 |
1.1063 |
|
S4 |
1.0912 |
1.0935 |
1.1046 |
|
|
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 |
1.1392 |
2.618 |
1.1293 |
1.618 |
1.1232 |
1.000 |
1.1194 |
0.618 |
1.1171 |
HIGH |
1.1133 |
0.618 |
1.1110 |
0.500 |
1.1103 |
0.382 |
1.1095 |
LOW |
1.1072 |
0.618 |
1.1034 |
1.000 |
1.1011 |
1.618 |
1.0973 |
2.618 |
1.0912 |
4.250 |
1.0813 |
|
|
Fisher Pivots for day following 03-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1103 |
1.1079 |
PP |
1.1095 |
1.1077 |
S1 |
1.1088 |
1.1076 |
|