CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1163 |
0.0080 |
0.7% |
1.1114 |
| High |
1.1184 |
1.1263 |
0.0079 |
0.7% |
1.1201 |
| Low |
1.1083 |
1.1161 |
0.0078 |
0.7% |
1.1050 |
| Close |
1.1158 |
1.1248 |
0.0090 |
0.8% |
1.1158 |
| Range |
0.0101 |
0.0102 |
0.0001 |
1.0% |
0.0151 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.9% |
0.0000 |
| Volume |
185 |
124 |
-61 |
-33.0% |
2,614 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1530 |
1.1491 |
1.1304 |
|
| R3 |
1.1428 |
1.1389 |
1.1276 |
|
| R2 |
1.1326 |
1.1326 |
1.1267 |
|
| R1 |
1.1287 |
1.1287 |
1.1257 |
1.1307 |
| PP |
1.1224 |
1.1224 |
1.1224 |
1.1234 |
| S1 |
1.1185 |
1.1185 |
1.1239 |
1.1205 |
| S2 |
1.1122 |
1.1122 |
1.1229 |
|
| S3 |
1.1020 |
1.1083 |
1.1220 |
|
| S4 |
1.0918 |
1.0981 |
1.1192 |
|
|
| 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 |
1.1697 |
|
2.618 |
1.1530 |
|
1.618 |
1.1428 |
|
1.000 |
1.1365 |
|
0.618 |
1.1326 |
|
HIGH |
1.1263 |
|
0.618 |
1.1224 |
|
0.500 |
1.1212 |
|
0.382 |
1.1200 |
|
LOW |
1.1161 |
|
0.618 |
1.1098 |
|
1.000 |
1.1059 |
|
1.618 |
1.0996 |
|
2.618 |
1.0894 |
|
4.250 |
1.0728 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1218 |
| PP |
1.1224 |
1.1187 |
| S1 |
1.1212 |
1.1157 |
|