CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1201 |
1.1277 |
0.0076 |
0.7% |
1.1163 |
High |
1.1288 |
1.1277 |
-0.0011 |
-0.1% |
1.1288 |
Low |
1.1200 |
1.1227 |
0.0027 |
0.2% |
1.1161 |
Close |
1.1242 |
1.1247 |
0.0005 |
0.0% |
1.1247 |
Range |
0.0088 |
0.0050 |
-0.0038 |
-43.2% |
0.0127 |
ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
110 |
287 |
177 |
160.9% |
1,289 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1400 |
1.1374 |
1.1275 |
|
R3 |
1.1350 |
1.1324 |
1.1261 |
|
R2 |
1.1300 |
1.1300 |
1.1256 |
|
R1 |
1.1274 |
1.1274 |
1.1252 |
1.1262 |
PP |
1.1250 |
1.1250 |
1.1250 |
1.1245 |
S1 |
1.1224 |
1.1224 |
1.1242 |
1.1212 |
S2 |
1.1200 |
1.1200 |
1.1238 |
|
S3 |
1.1150 |
1.1174 |
1.1233 |
|
S4 |
1.1100 |
1.1124 |
1.1220 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1613 |
1.1557 |
1.1317 |
|
R3 |
1.1486 |
1.1430 |
1.1282 |
|
R2 |
1.1359 |
1.1359 |
1.1270 |
|
R1 |
1.1303 |
1.1303 |
1.1259 |
1.1331 |
PP |
1.1232 |
1.1232 |
1.1232 |
1.1246 |
S1 |
1.1176 |
1.1176 |
1.1235 |
1.1204 |
S2 |
1.1105 |
1.1105 |
1.1224 |
|
S3 |
1.0978 |
1.1049 |
1.1212 |
|
S4 |
1.0851 |
1.0922 |
1.1177 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1490 |
2.618 |
1.1408 |
1.618 |
1.1358 |
1.000 |
1.1327 |
0.618 |
1.1308 |
HIGH |
1.1277 |
0.618 |
1.1258 |
0.500 |
1.1252 |
0.382 |
1.1246 |
LOW |
1.1227 |
0.618 |
1.1196 |
1.000 |
1.1177 |
1.618 |
1.1146 |
2.618 |
1.1096 |
4.250 |
1.1015 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1252 |
1.1243 |
PP |
1.1250 |
1.1239 |
S1 |
1.1249 |
1.1235 |
|