CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.1260 |
1.1260 |
0.0000 |
0.0% |
1.1163 |
High |
1.1292 |
1.1320 |
0.0028 |
0.2% |
1.1288 |
Low |
1.1219 |
1.1257 |
0.0038 |
0.3% |
1.1161 |
Close |
1.1242 |
1.1298 |
0.0056 |
0.5% |
1.1247 |
Range |
0.0073 |
0.0063 |
-0.0010 |
-13.7% |
0.0127 |
ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
96 |
303 |
207 |
215.6% |
1,289 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1481 |
1.1452 |
1.1333 |
|
R3 |
1.1418 |
1.1389 |
1.1315 |
|
R2 |
1.1355 |
1.1355 |
1.1310 |
|
R1 |
1.1326 |
1.1326 |
1.1304 |
1.1341 |
PP |
1.1292 |
1.1292 |
1.1292 |
1.1299 |
S1 |
1.1263 |
1.1263 |
1.1292 |
1.1278 |
S2 |
1.1229 |
1.1229 |
1.1286 |
|
S3 |
1.1166 |
1.1200 |
1.1281 |
|
S4 |
1.1103 |
1.1137 |
1.1263 |
|
|
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 |
1.1588 |
2.618 |
1.1485 |
1.618 |
1.1422 |
1.000 |
1.1383 |
0.618 |
1.1359 |
HIGH |
1.1320 |
0.618 |
1.1296 |
0.500 |
1.1289 |
0.382 |
1.1281 |
LOW |
1.1257 |
0.618 |
1.1218 |
1.000 |
1.1194 |
1.618 |
1.1155 |
2.618 |
1.1092 |
4.250 |
1.0989 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1295 |
1.1289 |
PP |
1.1292 |
1.1279 |
S1 |
1.1289 |
1.1270 |
|