CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1754 |
1.1898 |
0.0144 |
1.2% |
1.1698 |
| High |
1.1754 |
1.1947 |
0.0193 |
1.6% |
1.1747 |
| Low |
1.1754 |
1.1898 |
0.0144 |
1.2% |
1.1688 |
| Close |
1.1754 |
1.1901 |
0.0147 |
1.3% |
1.1688 |
| Range |
0.0000 |
0.0049 |
0.0049 |
|
0.0059 |
| ATR |
0.0051 |
0.0061 |
0.0010 |
20.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2062 |
1.2031 |
1.1928 |
|
| R3 |
1.2013 |
1.1982 |
1.1914 |
|
| R2 |
1.1964 |
1.1964 |
1.1910 |
|
| R1 |
1.1933 |
1.1933 |
1.1905 |
1.1949 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1923 |
| S1 |
1.1884 |
1.1884 |
1.1897 |
1.1900 |
| S2 |
1.1866 |
1.1866 |
1.1892 |
|
| S3 |
1.1817 |
1.1835 |
1.1888 |
|
| S4 |
1.1768 |
1.1786 |
1.1874 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1845 |
1.1720 |
|
| R3 |
1.1826 |
1.1786 |
1.1704 |
|
| R2 |
1.1767 |
1.1767 |
1.1699 |
|
| R1 |
1.1727 |
1.1727 |
1.1693 |
1.1718 |
| PP |
1.1708 |
1.1708 |
1.1708 |
1.1703 |
| S1 |
1.1668 |
1.1668 |
1.1683 |
1.1659 |
| S2 |
1.1649 |
1.1649 |
1.1677 |
|
| S3 |
1.1590 |
1.1609 |
1.1672 |
|
| S4 |
1.1531 |
1.1550 |
1.1656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2075 |
|
1.618 |
1.2026 |
|
1.000 |
1.1996 |
|
0.618 |
1.1977 |
|
HIGH |
1.1947 |
|
0.618 |
1.1928 |
|
0.500 |
1.1923 |
|
0.382 |
1.1917 |
|
LOW |
1.1898 |
|
0.618 |
1.1868 |
|
1.000 |
1.1849 |
|
1.618 |
1.1819 |
|
2.618 |
1.1770 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1923 |
1.1873 |
| PP |
1.1915 |
1.1845 |
| S1 |
1.1908 |
1.1818 |
|