CME Japanese Yen Future September 2010
Trading Metrics calculated at close of trading on 23-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.1070 |
1.1083 |
0.0013 |
0.1% |
1.1040 |
High |
1.1120 |
1.1100 |
-0.0020 |
-0.2% |
1.1150 |
Low |
1.1034 |
1.1075 |
0.0041 |
0.4% |
1.1030 |
Close |
1.1110 |
1.1074 |
-0.0036 |
-0.3% |
1.1066 |
Range |
0.0086 |
0.0025 |
-0.0061 |
-70.9% |
0.0120 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
138 |
74 |
-64 |
-46.4% |
1,409 |
|
Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1158 |
1.1141 |
1.1088 |
|
R3 |
1.1133 |
1.1116 |
1.1081 |
|
R2 |
1.1108 |
1.1108 |
1.1079 |
|
R1 |
1.1091 |
1.1091 |
1.1076 |
1.1087 |
PP |
1.1083 |
1.1083 |
1.1083 |
1.1081 |
S1 |
1.1066 |
1.1066 |
1.1072 |
1.1062 |
S2 |
1.1058 |
1.1058 |
1.1069 |
|
S3 |
1.1033 |
1.1041 |
1.1067 |
|
S4 |
1.1008 |
1.1016 |
1.1060 |
|
|
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 |
1.1206 |
2.618 |
1.1165 |
1.618 |
1.1140 |
1.000 |
1.1125 |
0.618 |
1.1115 |
HIGH |
1.1100 |
0.618 |
1.1090 |
0.500 |
1.1088 |
0.382 |
1.1085 |
LOW |
1.1075 |
0.618 |
1.1060 |
1.000 |
1.1050 |
1.618 |
1.1035 |
2.618 |
1.1010 |
4.250 |
1.0969 |
|
|
Fisher Pivots for day following 23-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1088 |
1.1077 |
PP |
1.1083 |
1.1076 |
S1 |
1.1079 |
1.1075 |
|