CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1069 |
-0.0014 |
-0.1% |
1.1040 |
| High |
1.1100 |
1.1069 |
-0.0031 |
-0.3% |
1.1150 |
| Low |
1.1075 |
1.0836 |
-0.0239 |
-2.2% |
1.1030 |
| Close |
1.1074 |
1.0872 |
-0.0202 |
-1.8% |
1.1066 |
| Range |
0.0025 |
0.0233 |
0.0208 |
832.0% |
0.0120 |
| ATR |
0.0058 |
0.0071 |
0.0013 |
22.3% |
0.0000 |
| Volume |
74 |
73 |
-1 |
-1.4% |
1,409 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1625 |
1.1481 |
1.1000 |
|
| R3 |
1.1392 |
1.1248 |
1.0936 |
|
| R2 |
1.1159 |
1.1159 |
1.0915 |
|
| R1 |
1.1015 |
1.1015 |
1.0893 |
1.0971 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0903 |
| S1 |
1.0782 |
1.0782 |
1.0851 |
1.0738 |
| S2 |
1.0693 |
1.0693 |
1.0829 |
|
| S3 |
1.0460 |
1.0549 |
1.0808 |
|
| S4 |
1.0227 |
1.0316 |
1.0744 |
|
|
| 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 |
1.2059 |
|
2.618 |
1.1679 |
|
1.618 |
1.1446 |
|
1.000 |
1.1302 |
|
0.618 |
1.1213 |
|
HIGH |
1.1069 |
|
0.618 |
1.0980 |
|
0.500 |
1.0953 |
|
0.382 |
1.0925 |
|
LOW |
1.0836 |
|
0.618 |
1.0692 |
|
1.000 |
1.0603 |
|
1.618 |
1.0459 |
|
2.618 |
1.0226 |
|
4.250 |
0.9846 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0953 |
1.0978 |
| PP |
1.0926 |
1.0943 |
| S1 |
1.0899 |
1.0907 |
|