CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.1655 |
1.1698 |
0.0043 |
0.4% |
1.1672 |
High |
1.1655 |
1.1698 |
0.0043 |
0.4% |
1.1759 |
Low |
1.1635 |
1.1698 |
0.0063 |
0.5% |
1.1635 |
Close |
1.1626 |
1.1752 |
0.0126 |
1.1% |
1.1626 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0124 |
ATR |
0.0054 |
0.0056 |
0.0001 |
2.3% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
5 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1716 |
1.1734 |
1.1752 |
|
R3 |
1.1716 |
1.1734 |
1.1752 |
|
R2 |
1.1716 |
1.1716 |
1.1752 |
|
R1 |
1.1734 |
1.1734 |
1.1752 |
1.1725 |
PP |
1.1716 |
1.1716 |
1.1716 |
1.1712 |
S1 |
1.1734 |
1.1734 |
1.1752 |
1.1725 |
S2 |
1.1716 |
1.1716 |
1.1752 |
|
S3 |
1.1716 |
1.1734 |
1.1752 |
|
S4 |
1.1716 |
1.1734 |
1.1752 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2045 |
1.1960 |
1.1694 |
|
R3 |
1.1921 |
1.1836 |
1.1660 |
|
R2 |
1.1797 |
1.1797 |
1.1649 |
|
R1 |
1.1712 |
1.1712 |
1.1637 |
1.1693 |
PP |
1.1673 |
1.1673 |
1.1673 |
1.1664 |
S1 |
1.1588 |
1.1588 |
1.1615 |
1.1569 |
S2 |
1.1549 |
1.1549 |
1.1603 |
|
S3 |
1.1425 |
1.1464 |
1.1592 |
|
S4 |
1.1301 |
1.1340 |
1.1558 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1698 |
2.618 |
1.1698 |
1.618 |
1.1698 |
1.000 |
1.1698 |
0.618 |
1.1698 |
HIGH |
1.1698 |
0.618 |
1.1698 |
0.500 |
1.1698 |
0.382 |
1.1698 |
LOW |
1.1698 |
0.618 |
1.1698 |
1.000 |
1.1698 |
1.618 |
1.1698 |
2.618 |
1.1698 |
4.250 |
1.1698 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1734 |
1.1724 |
PP |
1.1716 |
1.1695 |
S1 |
1.1698 |
1.1667 |
|