CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1020 |
1.1103 |
0.0083 |
0.8% |
1.0912 |
High |
1.1041 |
1.1103 |
0.0062 |
0.6% |
1.1129 |
Low |
1.0954 |
1.1037 |
0.0083 |
0.8% |
1.0847 |
Close |
1.1021 |
1.1025 |
0.0004 |
0.0% |
1.1121 |
Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0282 |
ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
14 |
404 |
390 |
2,785.7% |
270 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1253 |
1.1205 |
1.1061 |
|
R3 |
1.1187 |
1.1139 |
1.1043 |
|
R2 |
1.1121 |
1.1121 |
1.1037 |
|
R1 |
1.1073 |
1.1073 |
1.1031 |
1.1064 |
PP |
1.1055 |
1.1055 |
1.1055 |
1.1051 |
S1 |
1.1007 |
1.1007 |
1.1019 |
1.0998 |
S2 |
1.0989 |
1.0989 |
1.1013 |
|
S3 |
1.0923 |
1.0941 |
1.1007 |
|
S4 |
1.0857 |
1.0875 |
1.0989 |
|
|
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 |
1.1384 |
2.618 |
1.1276 |
1.618 |
1.1210 |
1.000 |
1.1169 |
0.618 |
1.1144 |
HIGH |
1.1103 |
0.618 |
1.1078 |
0.500 |
1.1070 |
0.382 |
1.1062 |
LOW |
1.1037 |
0.618 |
1.0996 |
1.000 |
1.0971 |
1.618 |
1.0930 |
2.618 |
1.0864 |
4.250 |
1.0757 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1070 |
1.1044 |
PP |
1.1055 |
1.1037 |
S1 |
1.1040 |
1.1031 |
|