CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1075 |
1.1083 |
0.0008 |
0.1% |
1.1085 |
| High |
1.1129 |
1.1121 |
-0.0008 |
-0.1% |
1.1138 |
| Low |
1.1047 |
1.1039 |
-0.0008 |
-0.1% |
1.1017 |
| Close |
1.1094 |
1.1104 |
0.0010 |
0.1% |
1.1062 |
| Range |
0.0082 |
0.0082 |
0.0000 |
0.0% |
0.0121 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.1% |
0.0000 |
| Volume |
79 |
570 |
491 |
621.5% |
14 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1301 |
1.1149 |
|
| R3 |
1.1252 |
1.1219 |
1.1127 |
|
| R2 |
1.1170 |
1.1170 |
1.1119 |
|
| R1 |
1.1137 |
1.1137 |
1.1112 |
1.1154 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1096 |
| S1 |
1.1055 |
1.1055 |
1.1096 |
1.1072 |
| S2 |
1.1006 |
1.1006 |
1.1089 |
|
| S3 |
1.0924 |
1.0973 |
1.1081 |
|
| S4 |
1.0842 |
1.0891 |
1.1059 |
|
|
| 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 |
1.1470 |
|
2.618 |
1.1336 |
|
1.618 |
1.1254 |
|
1.000 |
1.1203 |
|
0.618 |
1.1172 |
|
HIGH |
1.1121 |
|
0.618 |
1.1090 |
|
0.500 |
1.1080 |
|
0.382 |
1.1070 |
|
LOW |
1.1039 |
|
0.618 |
1.0988 |
|
1.000 |
1.0957 |
|
1.618 |
1.0906 |
|
2.618 |
1.0824 |
|
4.250 |
1.0691 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1096 |
1.1096 |
| PP |
1.1088 |
1.1088 |
| S1 |
1.1080 |
1.1080 |
|