CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1069 |
1.0862 |
-0.0207 |
-1.9% |
1.1040 |
| High |
1.1069 |
1.0910 |
-0.0159 |
-1.4% |
1.1150 |
| Low |
1.0836 |
1.0780 |
-0.0056 |
-0.5% |
1.1030 |
| Close |
1.0872 |
1.0791 |
-0.0081 |
-0.7% |
1.1066 |
| Range |
0.0233 |
0.0130 |
-0.0103 |
-44.2% |
0.0120 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
6.0% |
0.0000 |
| Volume |
73 |
171 |
98 |
134.2% |
1,409 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1134 |
1.0863 |
|
| R3 |
1.1087 |
1.1004 |
1.0827 |
|
| R2 |
1.0957 |
1.0957 |
1.0815 |
|
| R1 |
1.0874 |
1.0874 |
1.0803 |
1.0851 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0815 |
| S1 |
1.0744 |
1.0744 |
1.0779 |
1.0721 |
| S2 |
1.0697 |
1.0697 |
1.0767 |
|
| S3 |
1.0567 |
1.0614 |
1.0755 |
|
| S4 |
1.0437 |
1.0484 |
1.0720 |
|
|
| 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 |
1.1463 |
|
2.618 |
1.1250 |
|
1.618 |
1.1120 |
|
1.000 |
1.1040 |
|
0.618 |
1.0990 |
|
HIGH |
1.0910 |
|
0.618 |
1.0860 |
|
0.500 |
1.0845 |
|
0.382 |
1.0830 |
|
LOW |
1.0780 |
|
0.618 |
1.0700 |
|
1.000 |
1.0650 |
|
1.618 |
1.0570 |
|
2.618 |
1.0440 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0845 |
1.0940 |
| PP |
1.0827 |
1.0890 |
| S1 |
1.0809 |
1.0841 |
|