CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 18-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1229 |
1.1205 |
-0.0024 |
-0.2% |
1.1114 |
High |
1.1267 |
1.1233 |
-0.0034 |
-0.3% |
1.1201 |
Low |
1.1185 |
1.1181 |
-0.0004 |
0.0% |
1.1050 |
Close |
1.1207 |
1.1183 |
-0.0024 |
-0.2% |
1.1158 |
Range |
0.0082 |
0.0052 |
-0.0030 |
-36.6% |
0.0151 |
ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
470 |
298 |
-172 |
-36.6% |
2,614 |
|
Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1355 |
1.1321 |
1.1212 |
|
R3 |
1.1303 |
1.1269 |
1.1197 |
|
R2 |
1.1251 |
1.1251 |
1.1193 |
|
R1 |
1.1217 |
1.1217 |
1.1188 |
1.1208 |
PP |
1.1199 |
1.1199 |
1.1199 |
1.1195 |
S1 |
1.1165 |
1.1165 |
1.1178 |
1.1156 |
S2 |
1.1147 |
1.1147 |
1.1173 |
|
S3 |
1.1095 |
1.1113 |
1.1169 |
|
S4 |
1.1043 |
1.1061 |
1.1154 |
|
|
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 |
1.1454 |
2.618 |
1.1369 |
1.618 |
1.1317 |
1.000 |
1.1285 |
0.618 |
1.1265 |
HIGH |
1.1233 |
0.618 |
1.1213 |
0.500 |
1.1207 |
0.382 |
1.1201 |
LOW |
1.1181 |
0.618 |
1.1149 |
1.000 |
1.1129 |
1.618 |
1.1097 |
2.618 |
1.1045 |
4.250 |
1.0960 |
|
|
Fisher Pivots for day following 18-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1207 |
1.1214 |
PP |
1.1199 |
1.1204 |
S1 |
1.1191 |
1.1193 |
|