CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1079 |
-0.0004 |
0.0% |
1.1085 |
| High |
1.1121 |
1.1150 |
0.0029 |
0.3% |
1.1138 |
| Low |
1.1039 |
1.1031 |
-0.0008 |
-0.1% |
1.1017 |
| Close |
1.1104 |
1.1089 |
-0.0015 |
-0.1% |
1.1062 |
| Range |
0.0082 |
0.0119 |
0.0037 |
45.1% |
0.0121 |
| ATR |
0.0054 |
0.0059 |
0.0005 |
8.6% |
0.0000 |
| Volume |
570 |
390 |
-180 |
-31.6% |
14 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1447 |
1.1387 |
1.1154 |
|
| R3 |
1.1328 |
1.1268 |
1.1122 |
|
| R2 |
1.1209 |
1.1209 |
1.1111 |
|
| R1 |
1.1149 |
1.1149 |
1.1100 |
1.1179 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1105 |
| S1 |
1.1030 |
1.1030 |
1.1078 |
1.1060 |
| S2 |
1.0971 |
1.0971 |
1.1067 |
|
| S3 |
1.0852 |
1.0911 |
1.1056 |
|
| S4 |
1.0733 |
1.0792 |
1.1024 |
|
|
| 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 |
1.1656 |
|
2.618 |
1.1462 |
|
1.618 |
1.1343 |
|
1.000 |
1.1269 |
|
0.618 |
1.1224 |
|
HIGH |
1.1150 |
|
0.618 |
1.1105 |
|
0.500 |
1.1091 |
|
0.382 |
1.1076 |
|
LOW |
1.1031 |
|
0.618 |
1.0957 |
|
1.000 |
1.0912 |
|
1.618 |
1.0838 |
|
2.618 |
1.0719 |
|
4.250 |
1.0525 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1091 |
| PP |
1.1090 |
1.1090 |
| S1 |
1.1090 |
1.1090 |
|