CME Japanese Yen Future September 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.1319 |
1.1100 |
-0.0219 |
-1.9% |
1.1243 |
High |
1.1319 |
1.1100 |
-0.0219 |
-1.9% |
1.1319 |
Low |
1.1212 |
1.1100 |
-0.0112 |
-1.0% |
1.1100 |
Close |
1.1236 |
1.1082 |
-0.0154 |
-1.4% |
1.1082 |
Range |
0.0107 |
0.0000 |
-0.0107 |
-100.0% |
0.0219 |
ATR |
0.0055 |
0.0061 |
0.0006 |
10.6% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
8 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1094 |
1.1088 |
1.1082 |
|
R3 |
1.1094 |
1.1088 |
1.1082 |
|
R2 |
1.1094 |
1.1094 |
1.1082 |
|
R1 |
1.1088 |
1.1088 |
1.1082 |
1.1091 |
PP |
1.1094 |
1.1094 |
1.1094 |
1.1096 |
S1 |
1.1088 |
1.1088 |
1.1082 |
1.1091 |
S2 |
1.1094 |
1.1094 |
1.1082 |
|
S3 |
1.1094 |
1.1088 |
1.1082 |
|
S4 |
1.1094 |
1.1088 |
1.1082 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1824 |
1.1672 |
1.1202 |
|
R3 |
1.1605 |
1.1453 |
1.1142 |
|
R2 |
1.1386 |
1.1386 |
1.1122 |
|
R1 |
1.1234 |
1.1234 |
1.1102 |
1.1201 |
PP |
1.1167 |
1.1167 |
1.1167 |
1.1150 |
S1 |
1.1015 |
1.1015 |
1.1062 |
1.0982 |
S2 |
1.0948 |
1.0948 |
1.1042 |
|
S3 |
1.0729 |
1.0796 |
1.1022 |
|
S4 |
1.0510 |
1.0577 |
1.0962 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1100 |
2.618 |
1.1100 |
1.618 |
1.1100 |
1.000 |
1.1100 |
0.618 |
1.1100 |
HIGH |
1.1100 |
0.618 |
1.1100 |
0.500 |
1.1100 |
0.382 |
1.1100 |
LOW |
1.1100 |
0.618 |
1.1100 |
1.000 |
1.1100 |
1.618 |
1.1100 |
2.618 |
1.1100 |
4.250 |
1.1100 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1100 |
1.1210 |
PP |
1.1094 |
1.1167 |
S1 |
1.1088 |
1.1125 |
|