CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1114 |
1.1121 |
0.0007 |
0.1% |
1.1146 |
| High |
1.1114 |
1.1162 |
0.0048 |
0.4% |
1.1180 |
| Low |
1.1103 |
1.1111 |
0.0008 |
0.1% |
1.0954 |
| Close |
1.1121 |
1.1150 |
0.0029 |
0.3% |
1.1125 |
| Range |
0.0011 |
0.0051 |
0.0040 |
363.6% |
0.0226 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
61 |
4 |
-57 |
-93.4% |
487 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1294 |
1.1273 |
1.1178 |
|
| R3 |
1.1243 |
1.1222 |
1.1164 |
|
| R2 |
1.1192 |
1.1192 |
1.1159 |
|
| R1 |
1.1171 |
1.1171 |
1.1155 |
1.1182 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1146 |
| S1 |
1.1120 |
1.1120 |
1.1145 |
1.1131 |
| S2 |
1.1090 |
1.1090 |
1.1141 |
|
| S3 |
1.1039 |
1.1069 |
1.1136 |
|
| S4 |
1.0988 |
1.1018 |
1.1122 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1764 |
1.1671 |
1.1249 |
|
| R3 |
1.1538 |
1.1445 |
1.1187 |
|
| R2 |
1.1312 |
1.1312 |
1.1166 |
|
| R1 |
1.1219 |
1.1219 |
1.1146 |
1.1153 |
| PP |
1.1086 |
1.1086 |
1.1086 |
1.1053 |
| S1 |
1.0993 |
1.0993 |
1.1104 |
1.0927 |
| S2 |
1.0860 |
1.0860 |
1.1084 |
|
| S3 |
1.0634 |
1.0767 |
1.1063 |
|
| S4 |
1.0408 |
1.0541 |
1.1001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1379 |
|
2.618 |
1.1296 |
|
1.618 |
1.1245 |
|
1.000 |
1.1213 |
|
0.618 |
1.1194 |
|
HIGH |
1.1162 |
|
0.618 |
1.1143 |
|
0.500 |
1.1137 |
|
0.382 |
1.1130 |
|
LOW |
1.1111 |
|
0.618 |
1.1079 |
|
1.000 |
1.1060 |
|
1.618 |
1.1028 |
|
2.618 |
1.0977 |
|
4.250 |
1.0894 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1146 |
1.1137 |
| PP |
1.1141 |
1.1123 |
| S1 |
1.1137 |
1.1110 |
|