CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 30-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.1850 |
1.1837 |
-0.0013 |
-0.1% |
1.1754 |
High |
1.1850 |
1.1837 |
-0.0013 |
-0.1% |
1.1947 |
Low |
1.1765 |
1.1837 |
0.0072 |
0.6% |
1.1754 |
Close |
1.1742 |
1.1837 |
0.0095 |
0.8% |
1.1742 |
Range |
0.0085 |
0.0000 |
-0.0085 |
-100.0% |
0.0193 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.3% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
48 |
|
Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1837 |
1.1837 |
1.1837 |
|
R3 |
1.1837 |
1.1837 |
1.1837 |
|
R2 |
1.1837 |
1.1837 |
1.1837 |
|
R1 |
1.1837 |
1.1837 |
1.1837 |
1.1837 |
PP |
1.1837 |
1.1837 |
1.1837 |
1.1837 |
S1 |
1.1837 |
1.1837 |
1.1837 |
1.1837 |
S2 |
1.1837 |
1.1837 |
1.1837 |
|
S3 |
1.1837 |
1.1837 |
1.1837 |
|
S4 |
1.1837 |
1.1837 |
1.1837 |
|
|
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 |
1.1837 |
2.618 |
1.1837 |
1.618 |
1.1837 |
1.000 |
1.1837 |
0.618 |
1.1837 |
HIGH |
1.1837 |
0.618 |
1.1837 |
0.500 |
1.1837 |
0.382 |
1.1837 |
LOW |
1.1837 |
0.618 |
1.1837 |
1.000 |
1.1837 |
1.618 |
1.1837 |
2.618 |
1.1837 |
4.250 |
1.1837 |
|
|
Fisher Pivots for day following 30-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1837 |
1.1833 |
PP |
1.1837 |
1.1829 |
S1 |
1.1837 |
1.1825 |
|