CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.1326 |
1.1086 |
-0.0240 |
-2.1% |
1.1553 |
High |
1.1368 |
1.1237 |
-0.0131 |
-1.2% |
1.1653 |
Low |
1.1024 |
1.1030 |
0.0006 |
0.1% |
1.1024 |
Close |
1.1030 |
1.1185 |
0.0155 |
1.4% |
1.1030 |
Range |
0.0344 |
0.0207 |
-0.0137 |
-39.8% |
0.0629 |
ATR |
0.0134 |
0.0140 |
0.0005 |
3.9% |
0.0000 |
Volume |
2,197 |
9,173 |
6,976 |
317.5% |
14,426 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1772 |
1.1685 |
1.1299 |
|
R3 |
1.1565 |
1.1478 |
1.1242 |
|
R2 |
1.1358 |
1.1358 |
1.1223 |
|
R1 |
1.1271 |
1.1271 |
1.1204 |
1.1315 |
PP |
1.1151 |
1.1151 |
1.1151 |
1.1172 |
S1 |
1.1064 |
1.1064 |
1.1166 |
1.1108 |
S2 |
1.0944 |
1.0944 |
1.1147 |
|
S3 |
1.0737 |
1.0857 |
1.1128 |
|
S4 |
1.0530 |
1.0650 |
1.1071 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3123 |
1.2705 |
1.1376 |
|
R3 |
1.2494 |
1.2076 |
1.1203 |
|
R2 |
1.1865 |
1.1865 |
1.1145 |
|
R1 |
1.1447 |
1.1447 |
1.1088 |
1.1342 |
PP |
1.1236 |
1.1236 |
1.1236 |
1.1183 |
S1 |
1.0818 |
1.0818 |
1.0972 |
1.0713 |
S2 |
1.0607 |
1.0607 |
1.0915 |
|
S3 |
0.9978 |
1.0189 |
1.0857 |
|
S4 |
0.9349 |
0.9560 |
1.0684 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2117 |
2.618 |
1.1779 |
1.618 |
1.1572 |
1.000 |
1.1444 |
0.618 |
1.1365 |
HIGH |
1.1237 |
0.618 |
1.1158 |
0.500 |
1.1134 |
0.382 |
1.1109 |
LOW |
1.1030 |
0.618 |
1.0902 |
1.000 |
1.0823 |
1.618 |
1.0695 |
2.618 |
1.0488 |
4.250 |
1.0150 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1168 |
1.1230 |
PP |
1.1151 |
1.1215 |
S1 |
1.1134 |
1.1200 |
|