CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1277 |
1.1260 |
-0.0017 |
-0.2% |
1.1163 |
| High |
1.1277 |
1.1292 |
0.0015 |
0.1% |
1.1288 |
| Low |
1.1227 |
1.1219 |
-0.0008 |
-0.1% |
1.1161 |
| Close |
1.1247 |
1.1242 |
-0.0005 |
0.0% |
1.1247 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0127 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
287 |
96 |
-191 |
-66.6% |
1,289 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1470 |
1.1429 |
1.1282 |
|
| R3 |
1.1397 |
1.1356 |
1.1262 |
|
| R2 |
1.1324 |
1.1324 |
1.1255 |
|
| R1 |
1.1283 |
1.1283 |
1.1249 |
1.1267 |
| PP |
1.1251 |
1.1251 |
1.1251 |
1.1243 |
| S1 |
1.1210 |
1.1210 |
1.1235 |
1.1194 |
| S2 |
1.1178 |
1.1178 |
1.1229 |
|
| S3 |
1.1105 |
1.1137 |
1.1222 |
|
| S4 |
1.1032 |
1.1064 |
1.1202 |
|
|
| 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 |
1.1602 |
|
2.618 |
1.1483 |
|
1.618 |
1.1410 |
|
1.000 |
1.1365 |
|
0.618 |
1.1337 |
|
HIGH |
1.1292 |
|
0.618 |
1.1264 |
|
0.500 |
1.1256 |
|
0.382 |
1.1247 |
|
LOW |
1.1219 |
|
0.618 |
1.1174 |
|
1.000 |
1.1146 |
|
1.618 |
1.1101 |
|
2.618 |
1.1028 |
|
4.250 |
1.0909 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1256 |
1.1246 |
| PP |
1.1251 |
1.1245 |
| S1 |
1.1247 |
1.1243 |
|