CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1885 |
1.1850 |
-0.0035 |
-0.3% |
1.1754 |
| High |
1.1885 |
1.1850 |
-0.0035 |
-0.3% |
1.1947 |
| Low |
1.1885 |
1.1765 |
-0.0120 |
-1.0% |
1.1754 |
| Close |
1.1885 |
1.1742 |
-0.0143 |
-1.2% |
1.1742 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0193 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.9% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
48 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1976 |
1.1789 |
|
| R3 |
1.1956 |
1.1891 |
1.1765 |
|
| R2 |
1.1871 |
1.1871 |
1.1758 |
|
| R1 |
1.1806 |
1.1806 |
1.1750 |
1.1796 |
| PP |
1.1786 |
1.1786 |
1.1786 |
1.1781 |
| S1 |
1.1721 |
1.1721 |
1.1734 |
1.1711 |
| S2 |
1.1701 |
1.1701 |
1.1726 |
|
| S3 |
1.1616 |
1.1636 |
1.1719 |
|
| S4 |
1.1531 |
1.1551 |
1.1695 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2393 |
1.2261 |
1.1848 |
|
| R3 |
1.2200 |
1.2068 |
1.1795 |
|
| R2 |
1.2007 |
1.2007 |
1.1777 |
|
| R1 |
1.1875 |
1.1875 |
1.1760 |
1.1845 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1799 |
| S1 |
1.1682 |
1.1682 |
1.1724 |
1.1652 |
| S2 |
1.1621 |
1.1621 |
1.1707 |
|
| S3 |
1.1428 |
1.1489 |
1.1689 |
|
| S4 |
1.1235 |
1.1296 |
1.1636 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2211 |
|
2.618 |
1.2073 |
|
1.618 |
1.1988 |
|
1.000 |
1.1935 |
|
0.618 |
1.1903 |
|
HIGH |
1.1850 |
|
0.618 |
1.1818 |
|
0.500 |
1.1808 |
|
0.382 |
1.1797 |
|
LOW |
1.1765 |
|
0.618 |
1.1712 |
|
1.000 |
1.1680 |
|
1.618 |
1.1627 |
|
2.618 |
1.1542 |
|
4.250 |
1.1404 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1808 |
1.1825 |
| PP |
1.1786 |
1.1797 |
| S1 |
1.1764 |
1.1770 |
|