CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1308 |
0.0048 |
0.4% |
1.1163 |
| High |
1.1320 |
1.1472 |
0.0152 |
1.3% |
1.1288 |
| Low |
1.1257 |
1.1291 |
0.0034 |
0.3% |
1.1161 |
| Close |
1.1298 |
1.1446 |
0.0148 |
1.3% |
1.1247 |
| Range |
0.0063 |
0.0181 |
0.0118 |
187.3% |
0.0127 |
| ATR |
0.0087 |
0.0093 |
0.0007 |
7.8% |
0.0000 |
| Volume |
303 |
387 |
84 |
27.7% |
1,289 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1946 |
1.1877 |
1.1546 |
|
| R3 |
1.1765 |
1.1696 |
1.1496 |
|
| R2 |
1.1584 |
1.1584 |
1.1479 |
|
| R1 |
1.1515 |
1.1515 |
1.1463 |
1.1550 |
| PP |
1.1403 |
1.1403 |
1.1403 |
1.1420 |
| S1 |
1.1334 |
1.1334 |
1.1429 |
1.1369 |
| S2 |
1.1222 |
1.1222 |
1.1413 |
|
| S3 |
1.1041 |
1.1153 |
1.1396 |
|
| S4 |
1.0860 |
1.0972 |
1.1346 |
|
|
| 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 |
1.2241 |
|
2.618 |
1.1946 |
|
1.618 |
1.1765 |
|
1.000 |
1.1653 |
|
0.618 |
1.1584 |
|
HIGH |
1.1472 |
|
0.618 |
1.1403 |
|
0.500 |
1.1382 |
|
0.382 |
1.1360 |
|
LOW |
1.1291 |
|
0.618 |
1.1179 |
|
1.000 |
1.1110 |
|
1.618 |
1.0998 |
|
2.618 |
1.0817 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1425 |
1.1413 |
| PP |
1.1403 |
1.1379 |
| S1 |
1.1382 |
1.1346 |
|