CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1074 |
1.1070 |
-0.0004 |
0.0% |
1.1040 |
| High |
1.1078 |
1.1120 |
0.0042 |
0.4% |
1.1150 |
| Low |
1.1046 |
1.1034 |
-0.0012 |
-0.1% |
1.1030 |
| Close |
1.1066 |
1.1110 |
0.0044 |
0.4% |
1.1066 |
| Range |
0.0032 |
0.0086 |
0.0054 |
168.8% |
0.0120 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.5% |
0.0000 |
| Volume |
363 |
138 |
-225 |
-62.0% |
1,409 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1346 |
1.1314 |
1.1157 |
|
| R3 |
1.1260 |
1.1228 |
1.1134 |
|
| R2 |
1.1174 |
1.1174 |
1.1126 |
|
| R1 |
1.1142 |
1.1142 |
1.1118 |
1.1158 |
| PP |
1.1088 |
1.1088 |
1.1088 |
1.1096 |
| S1 |
1.1056 |
1.1056 |
1.1102 |
1.1072 |
| S2 |
1.1002 |
1.1002 |
1.1094 |
|
| S3 |
1.0916 |
1.0970 |
1.1086 |
|
| S4 |
1.0830 |
1.0884 |
1.1063 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1374 |
1.1132 |
|
| R3 |
1.1322 |
1.1254 |
1.1099 |
|
| R2 |
1.1202 |
1.1202 |
1.1088 |
|
| R1 |
1.1134 |
1.1134 |
1.1077 |
1.1168 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1099 |
| S1 |
1.1014 |
1.1014 |
1.1055 |
1.1048 |
| S2 |
1.0962 |
1.0962 |
1.1044 |
|
| S3 |
1.0842 |
1.0894 |
1.1033 |
|
| S4 |
1.0722 |
1.0774 |
1.1000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1486 |
|
2.618 |
1.1345 |
|
1.618 |
1.1259 |
|
1.000 |
1.1206 |
|
0.618 |
1.1173 |
|
HIGH |
1.1120 |
|
0.618 |
1.1087 |
|
0.500 |
1.1077 |
|
0.382 |
1.1067 |
|
LOW |
1.1034 |
|
0.618 |
1.0981 |
|
1.000 |
1.0948 |
|
1.618 |
1.0895 |
|
2.618 |
1.0809 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1104 |
| PP |
1.1088 |
1.1097 |
| S1 |
1.1077 |
1.1091 |
|