CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1040 |
1.1075 |
0.0035 |
0.3% |
1.1085 |
| High |
1.1077 |
1.1129 |
0.0052 |
0.5% |
1.1138 |
| Low |
1.1030 |
1.1047 |
0.0017 |
0.2% |
1.1017 |
| Close |
1.1069 |
1.1094 |
0.0025 |
0.2% |
1.1062 |
| Range |
0.0047 |
0.0082 |
0.0035 |
74.5% |
0.0121 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.7% |
0.0000 |
| Volume |
7 |
79 |
72 |
1,028.6% |
14 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1336 |
1.1297 |
1.1139 |
|
| R3 |
1.1254 |
1.1215 |
1.1117 |
|
| R2 |
1.1172 |
1.1172 |
1.1109 |
|
| R1 |
1.1133 |
1.1133 |
1.1102 |
1.1153 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1100 |
| S1 |
1.1051 |
1.1051 |
1.1086 |
1.1071 |
| S2 |
1.1008 |
1.1008 |
1.1079 |
|
| S3 |
1.0926 |
1.0969 |
1.1071 |
|
| S4 |
1.0844 |
1.0887 |
1.1049 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1370 |
1.1129 |
|
| R3 |
1.1314 |
1.1249 |
1.1095 |
|
| R2 |
1.1193 |
1.1193 |
1.1084 |
|
| R1 |
1.1128 |
1.1128 |
1.1073 |
1.1100 |
| PP |
1.1072 |
1.1072 |
1.1072 |
1.1059 |
| S1 |
1.1007 |
1.1007 |
1.1051 |
1.0979 |
| S2 |
1.0951 |
1.0951 |
1.1040 |
|
| S3 |
1.0830 |
1.0886 |
1.1029 |
|
| S4 |
1.0709 |
1.0765 |
1.0995 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1478 |
|
2.618 |
1.1344 |
|
1.618 |
1.1262 |
|
1.000 |
1.1211 |
|
0.618 |
1.1180 |
|
HIGH |
1.1129 |
|
0.618 |
1.1098 |
|
0.500 |
1.1088 |
|
0.382 |
1.1078 |
|
LOW |
1.1047 |
|
0.618 |
1.0996 |
|
1.000 |
1.0965 |
|
1.618 |
1.0914 |
|
2.618 |
1.0832 |
|
4.250 |
1.0699 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1092 |
1.1087 |
| PP |
1.1090 |
1.1080 |
| S1 |
1.1088 |
1.1073 |
|