CME Japanese Yen Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.1333 |
1.1209 |
-0.0124 |
-1.1% |
1.1086 |
High |
1.1344 |
1.1330 |
-0.0014 |
-0.1% |
1.1453 |
Low |
1.1141 |
1.1203 |
0.0062 |
0.6% |
1.1030 |
Close |
1.1219 |
1.1288 |
0.0069 |
0.6% |
1.1219 |
Range |
0.0203 |
0.0127 |
-0.0076 |
-37.4% |
0.0423 |
ATR |
0.0145 |
0.0143 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
75,641 |
107,809 |
32,168 |
42.5% |
180,711 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1655 |
1.1598 |
1.1358 |
|
R3 |
1.1528 |
1.1471 |
1.1323 |
|
R2 |
1.1401 |
1.1401 |
1.1311 |
|
R1 |
1.1344 |
1.1344 |
1.1300 |
1.1373 |
PP |
1.1274 |
1.1274 |
1.1274 |
1.1288 |
S1 |
1.1217 |
1.1217 |
1.1276 |
1.1246 |
S2 |
1.1147 |
1.1147 |
1.1265 |
|
S3 |
1.1020 |
1.1090 |
1.1253 |
|
S4 |
1.0893 |
1.0963 |
1.1218 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2503 |
1.2284 |
1.1452 |
|
R3 |
1.2080 |
1.1861 |
1.1335 |
|
R2 |
1.1657 |
1.1657 |
1.1297 |
|
R1 |
1.1438 |
1.1438 |
1.1258 |
1.1548 |
PP |
1.1234 |
1.1234 |
1.1234 |
1.1289 |
S1 |
1.1015 |
1.1015 |
1.1180 |
1.1125 |
S2 |
1.0811 |
1.0811 |
1.1141 |
|
S3 |
1.0388 |
1.0592 |
1.1103 |
|
S4 |
0.9965 |
1.0169 |
1.0986 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1870 |
2.618 |
1.1662 |
1.618 |
1.1535 |
1.000 |
1.1457 |
0.618 |
1.1408 |
HIGH |
1.1330 |
0.618 |
1.1281 |
0.500 |
1.1267 |
0.382 |
1.1252 |
LOW |
1.1203 |
0.618 |
1.1125 |
1.000 |
1.1076 |
1.618 |
1.0998 |
2.618 |
1.0871 |
4.250 |
1.0663 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.1281 |
1.1283 |
PP |
1.1274 |
1.1278 |
S1 |
1.1267 |
1.1273 |
|