CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.1537 |
1.1422 |
-0.0115 |
-1.0% |
1.1260 |
| High |
1.1548 |
1.1435 |
-0.0113 |
-1.0% |
1.1789 |
| Low |
1.1435 |
1.1307 |
-0.0128 |
-1.1% |
1.1219 |
| Close |
1.1442 |
1.1344 |
-0.0098 |
-0.9% |
1.1529 |
| Range |
0.0113 |
0.0128 |
0.0015 |
13.3% |
0.0570 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.1% |
0.0000 |
| Volume |
5,126 |
2,385 |
-2,741 |
-53.5% |
2,644 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1746 |
1.1673 |
1.1414 |
|
| R3 |
1.1618 |
1.1545 |
1.1379 |
|
| R2 |
1.1490 |
1.1490 |
1.1367 |
|
| R1 |
1.1417 |
1.1417 |
1.1356 |
1.1390 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1348 |
| S1 |
1.1289 |
1.1289 |
1.1332 |
1.1262 |
| S2 |
1.1234 |
1.1234 |
1.1321 |
|
| S3 |
1.1106 |
1.1161 |
1.1309 |
|
| S4 |
1.0978 |
1.1033 |
1.1274 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3222 |
1.2946 |
1.1843 |
|
| R3 |
1.2652 |
1.2376 |
1.1686 |
|
| R2 |
1.2082 |
1.2082 |
1.1634 |
|
| R1 |
1.1806 |
1.1806 |
1.1581 |
1.1944 |
| PP |
1.1512 |
1.1512 |
1.1512 |
1.1582 |
| S1 |
1.1236 |
1.1236 |
1.1477 |
1.1374 |
| S2 |
1.0942 |
1.0942 |
1.1425 |
|
| S3 |
1.0372 |
1.0666 |
1.1372 |
|
| S4 |
0.9802 |
1.0096 |
1.1216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1979 |
|
2.618 |
1.1770 |
|
1.618 |
1.1642 |
|
1.000 |
1.1563 |
|
0.618 |
1.1514 |
|
HIGH |
1.1435 |
|
0.618 |
1.1386 |
|
0.500 |
1.1371 |
|
0.382 |
1.1356 |
|
LOW |
1.1307 |
|
0.618 |
1.1228 |
|
1.000 |
1.1179 |
|
1.618 |
1.1100 |
|
2.618 |
1.0972 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.1371 |
1.1459 |
| PP |
1.1362 |
1.1421 |
| S1 |
1.1353 |
1.1382 |
|