CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 13-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1130 |
1.1083 |
-0.0047 |
-0.4% |
1.1114 |
High |
1.1160 |
1.1184 |
0.0024 |
0.2% |
1.1201 |
Low |
1.1050 |
1.1083 |
0.0033 |
0.3% |
1.1050 |
Close |
1.1079 |
1.1158 |
0.0079 |
0.7% |
1.1158 |
Range |
0.0110 |
0.0101 |
-0.0009 |
-8.2% |
0.0151 |
ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
Volume |
2,118 |
185 |
-1,933 |
-91.3% |
2,614 |
|
Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1445 |
1.1402 |
1.1214 |
|
R3 |
1.1344 |
1.1301 |
1.1186 |
|
R2 |
1.1243 |
1.1243 |
1.1177 |
|
R1 |
1.1200 |
1.1200 |
1.1167 |
1.1222 |
PP |
1.1142 |
1.1142 |
1.1142 |
1.1152 |
S1 |
1.1099 |
1.1099 |
1.1149 |
1.1121 |
S2 |
1.1041 |
1.1041 |
1.1139 |
|
S3 |
1.0940 |
1.0998 |
1.1130 |
|
S4 |
1.0839 |
1.0897 |
1.1102 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1589 |
1.1525 |
1.1241 |
|
R3 |
1.1438 |
1.1374 |
1.1200 |
|
R2 |
1.1287 |
1.1287 |
1.1186 |
|
R1 |
1.1223 |
1.1223 |
1.1172 |
1.1255 |
PP |
1.1136 |
1.1136 |
1.1136 |
1.1153 |
S1 |
1.1072 |
1.1072 |
1.1144 |
1.1104 |
S2 |
1.0985 |
1.0985 |
1.1130 |
|
S3 |
1.0834 |
1.0921 |
1.1116 |
|
S4 |
1.0683 |
1.0770 |
1.1075 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1613 |
2.618 |
1.1448 |
1.618 |
1.1347 |
1.000 |
1.1285 |
0.618 |
1.1246 |
HIGH |
1.1184 |
0.618 |
1.1145 |
0.500 |
1.1134 |
0.382 |
1.1122 |
LOW |
1.1083 |
0.618 |
1.1021 |
1.000 |
1.0982 |
1.618 |
1.0920 |
2.618 |
1.0819 |
4.250 |
1.0654 |
|
|
Fisher Pivots for day following 13-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1150 |
1.1147 |
PP |
1.1142 |
1.1136 |
S1 |
1.1134 |
1.1126 |
|