CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1163 |
1.1229 |
0.0066 |
0.6% |
1.1114 |
High |
1.1263 |
1.1267 |
0.0004 |
0.0% |
1.1201 |
Low |
1.1161 |
1.1185 |
0.0024 |
0.2% |
1.1050 |
Close |
1.1248 |
1.1207 |
-0.0041 |
-0.4% |
1.1158 |
Range |
0.0102 |
0.0082 |
-0.0020 |
-19.6% |
0.0151 |
ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
124 |
470 |
346 |
279.0% |
2,614 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1466 |
1.1418 |
1.1252 |
|
R3 |
1.1384 |
1.1336 |
1.1230 |
|
R2 |
1.1302 |
1.1302 |
1.1222 |
|
R1 |
1.1254 |
1.1254 |
1.1215 |
1.1237 |
PP |
1.1220 |
1.1220 |
1.1220 |
1.1211 |
S1 |
1.1172 |
1.1172 |
1.1199 |
1.1155 |
S2 |
1.1138 |
1.1138 |
1.1192 |
|
S3 |
1.1056 |
1.1090 |
1.1184 |
|
S4 |
1.0974 |
1.1008 |
1.1162 |
|
|
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 |
1.1616 |
2.618 |
1.1482 |
1.618 |
1.1400 |
1.000 |
1.1349 |
0.618 |
1.1318 |
HIGH |
1.1267 |
0.618 |
1.1236 |
0.500 |
1.1226 |
0.382 |
1.1216 |
LOW |
1.1185 |
0.618 |
1.1134 |
1.000 |
1.1103 |
1.618 |
1.1052 |
2.618 |
1.0970 |
4.250 |
1.0837 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1226 |
1.1196 |
PP |
1.1220 |
1.1186 |
S1 |
1.1213 |
1.1175 |
|