CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1201 |
-0.0004 |
0.0% |
1.1114 |
| High |
1.1233 |
1.1288 |
0.0055 |
0.5% |
1.1201 |
| Low |
1.1181 |
1.1200 |
0.0019 |
0.2% |
1.1050 |
| Close |
1.1183 |
1.1242 |
0.0059 |
0.5% |
1.1158 |
| Range |
0.0052 |
0.0088 |
0.0036 |
69.2% |
0.0151 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
298 |
110 |
-188 |
-63.1% |
2,614 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1463 |
1.1290 |
|
| R3 |
1.1419 |
1.1375 |
1.1266 |
|
| R2 |
1.1331 |
1.1331 |
1.1258 |
|
| R1 |
1.1287 |
1.1287 |
1.1250 |
1.1309 |
| PP |
1.1243 |
1.1243 |
1.1243 |
1.1255 |
| S1 |
1.1199 |
1.1199 |
1.1234 |
1.1221 |
| S2 |
1.1155 |
1.1155 |
1.1226 |
|
| S3 |
1.1067 |
1.1111 |
1.1218 |
|
| S4 |
1.0979 |
1.1023 |
1.1194 |
|
|
| 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 |
1.1662 |
|
2.618 |
1.1518 |
|
1.618 |
1.1430 |
|
1.000 |
1.1376 |
|
0.618 |
1.1342 |
|
HIGH |
1.1288 |
|
0.618 |
1.1254 |
|
0.500 |
1.1244 |
|
0.382 |
1.1234 |
|
LOW |
1.1200 |
|
0.618 |
1.1146 |
|
1.000 |
1.1112 |
|
1.618 |
1.1058 |
|
2.618 |
1.0970 |
|
4.250 |
1.0826 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1244 |
1.1240 |
| PP |
1.1243 |
1.1237 |
| S1 |
1.1243 |
1.1235 |
|