CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0806 |
-0.0056 |
-0.5% |
1.1070 |
| High |
1.0910 |
1.0843 |
-0.0067 |
-0.6% |
1.1120 |
| Low |
1.0780 |
1.0783 |
0.0003 |
0.0% |
1.0780 |
| Close |
1.0791 |
1.0821 |
0.0030 |
0.3% |
1.0821 |
| Range |
0.0130 |
0.0060 |
-0.0070 |
-53.8% |
0.0340 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
171 |
310 |
139 |
81.3% |
766 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0968 |
1.0854 |
|
| R3 |
1.0936 |
1.0908 |
1.0838 |
|
| R2 |
1.0876 |
1.0876 |
1.0832 |
|
| R1 |
1.0848 |
1.0848 |
1.0827 |
1.0862 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0823 |
| S1 |
1.0788 |
1.0788 |
1.0816 |
1.0802 |
| S2 |
1.0756 |
1.0756 |
1.0810 |
|
| S3 |
1.0696 |
1.0728 |
1.0805 |
|
| S4 |
1.0636 |
1.0668 |
1.0788 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1714 |
1.1008 |
|
| R3 |
1.1587 |
1.1374 |
1.0915 |
|
| R2 |
1.1247 |
1.1247 |
1.0883 |
|
| R1 |
1.1034 |
1.1034 |
1.0852 |
1.0971 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0875 |
| S1 |
1.0694 |
1.0694 |
1.0790 |
1.0631 |
| S2 |
1.0567 |
1.0567 |
1.0759 |
|
| S3 |
1.0227 |
1.0354 |
1.0728 |
|
| S4 |
0.9887 |
1.0014 |
1.0634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1098 |
|
2.618 |
1.1000 |
|
1.618 |
1.0940 |
|
1.000 |
1.0903 |
|
0.618 |
1.0880 |
|
HIGH |
1.0843 |
|
0.618 |
1.0820 |
|
0.500 |
1.0813 |
|
0.382 |
1.0806 |
|
LOW |
1.0783 |
|
0.618 |
1.0746 |
|
1.000 |
1.0723 |
|
1.618 |
1.0686 |
|
2.618 |
1.0626 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0818 |
1.0925 |
| PP |
1.0816 |
1.0890 |
| S1 |
1.0813 |
1.0856 |
|