CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1130 |
-0.0035 |
-0.3% |
1.1146 |
| High |
1.1201 |
1.1160 |
-0.0041 |
-0.4% |
1.1180 |
| Low |
1.1123 |
1.1050 |
-0.0073 |
-0.7% |
1.0954 |
| Close |
1.1131 |
1.1079 |
-0.0052 |
-0.5% |
1.1125 |
| Range |
0.0078 |
0.0110 |
0.0032 |
41.0% |
0.0226 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
246 |
2,118 |
1,872 |
761.0% |
487 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1426 |
1.1363 |
1.1140 |
|
| R3 |
1.1316 |
1.1253 |
1.1109 |
|
| R2 |
1.1206 |
1.1206 |
1.1099 |
|
| R1 |
1.1143 |
1.1143 |
1.1089 |
1.1120 |
| PP |
1.1096 |
1.1096 |
1.1096 |
1.1085 |
| S1 |
1.1033 |
1.1033 |
1.1069 |
1.1010 |
| S2 |
1.0986 |
1.0986 |
1.1059 |
|
| S3 |
1.0876 |
1.0923 |
1.1049 |
|
| S4 |
1.0766 |
1.0813 |
1.1019 |
|
|
| 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 |
1.1628 |
|
2.618 |
1.1448 |
|
1.618 |
1.1338 |
|
1.000 |
1.1270 |
|
0.618 |
1.1228 |
|
HIGH |
1.1160 |
|
0.618 |
1.1118 |
|
0.500 |
1.1105 |
|
0.382 |
1.1092 |
|
LOW |
1.1050 |
|
0.618 |
1.0982 |
|
1.000 |
1.0940 |
|
1.618 |
1.0872 |
|
2.618 |
1.0762 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1126 |
| PP |
1.1096 |
1.1110 |
| S1 |
1.1088 |
1.1095 |
|