CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.1759 |
1.1672 |
-0.0087 |
-0.7% |
1.1589 |
High |
1.1759 |
1.1672 |
-0.0087 |
-0.7% |
1.1703 |
Low |
1.1759 |
1.1672 |
-0.0087 |
-0.7% |
1.1589 |
Close |
1.1759 |
1.1672 |
-0.0087 |
-0.7% |
1.1732 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0056 |
0.0002 |
4.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
64 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1672 |
1.1672 |
1.1672 |
|
R3 |
1.1672 |
1.1672 |
1.1672 |
|
R2 |
1.1672 |
1.1672 |
1.1672 |
|
R1 |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
PP |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
S1 |
1.1672 |
1.1672 |
1.1672 |
1.1672 |
S2 |
1.1672 |
1.1672 |
1.1672 |
|
S3 |
1.1672 |
1.1672 |
1.1672 |
|
S4 |
1.1672 |
1.1672 |
1.1672 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2017 |
1.1988 |
1.1795 |
|
R3 |
1.1903 |
1.1874 |
1.1763 |
|
R2 |
1.1789 |
1.1789 |
1.1753 |
|
R1 |
1.1760 |
1.1760 |
1.1742 |
1.1775 |
PP |
1.1675 |
1.1675 |
1.1675 |
1.1682 |
S1 |
1.1646 |
1.1646 |
1.1722 |
1.1661 |
S2 |
1.1561 |
1.1561 |
1.1711 |
|
S3 |
1.1447 |
1.1532 |
1.1701 |
|
S4 |
1.1333 |
1.1418 |
1.1669 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1672 |
2.618 |
1.1672 |
1.618 |
1.1672 |
1.000 |
1.1672 |
0.618 |
1.1672 |
HIGH |
1.1672 |
0.618 |
1.1672 |
0.500 |
1.1672 |
0.382 |
1.1672 |
LOW |
1.1672 |
0.618 |
1.1672 |
1.000 |
1.1672 |
1.618 |
1.1672 |
2.618 |
1.1672 |
4.250 |
1.1672 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1672 |
1.1716 |
PP |
1.1672 |
1.1701 |
S1 |
1.1672 |
1.1687 |
|