CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.1901 |
1.1868 |
-0.0033 |
-0.3% |
1.1837 |
High |
1.1901 |
1.1868 |
-0.0033 |
-0.3% |
1.1912 |
Low |
1.1901 |
1.1868 |
-0.0033 |
-0.3% |
1.1837 |
Close |
1.1901 |
1.1868 |
-0.0033 |
-0.3% |
1.1868 |
Range |
|
|
|
|
|
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1868 |
1.1868 |
1.1868 |
|
R3 |
1.1868 |
1.1868 |
1.1868 |
|
R2 |
1.1868 |
1.1868 |
1.1868 |
|
R1 |
1.1868 |
1.1868 |
1.1868 |
1.1868 |
PP |
1.1868 |
1.1868 |
1.1868 |
1.1868 |
S1 |
1.1868 |
1.1868 |
1.1868 |
1.1868 |
S2 |
1.1868 |
1.1868 |
1.1868 |
|
S3 |
1.1868 |
1.1868 |
1.1868 |
|
S4 |
1.1868 |
1.1868 |
1.1868 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2097 |
1.2058 |
1.1909 |
|
R3 |
1.2022 |
1.1983 |
1.1889 |
|
R2 |
1.1947 |
1.1947 |
1.1882 |
|
R1 |
1.1908 |
1.1908 |
1.1875 |
1.1928 |
PP |
1.1872 |
1.1872 |
1.1872 |
1.1882 |
S1 |
1.1833 |
1.1833 |
1.1861 |
1.1853 |
S2 |
1.1797 |
1.1797 |
1.1854 |
|
S3 |
1.1722 |
1.1758 |
1.1847 |
|
S4 |
1.1647 |
1.1683 |
1.1827 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1868 |
2.618 |
1.1868 |
1.618 |
1.1868 |
1.000 |
1.1868 |
0.618 |
1.1868 |
HIGH |
1.1868 |
0.618 |
1.1868 |
0.500 |
1.1868 |
0.382 |
1.1868 |
LOW |
1.1868 |
0.618 |
1.1868 |
1.000 |
1.1868 |
1.618 |
1.1868 |
2.618 |
1.1868 |
4.250 |
1.1868 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1868 |
1.1884 |
PP |
1.1868 |
1.1878 |
S1 |
1.1868 |
1.1873 |
|