CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.1999 |
1.1945 |
-0.0054 |
-0.5% |
1.1837 |
High |
1.1999 |
1.1945 |
-0.0054 |
-0.5% |
1.1912 |
Low |
1.1914 |
1.1945 |
0.0031 |
0.3% |
1.1837 |
Close |
1.1937 |
1.1945 |
0.0008 |
0.1% |
1.1868 |
Range |
0.0085 |
0.0000 |
-0.0085 |
-100.0% |
0.0075 |
ATR |
0.0068 |
0.0064 |
-0.0004 |
-6.3% |
0.0000 |
Volume |
14 |
38 |
24 |
171.4% |
7 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1945 |
1.1945 |
1.1945 |
|
R3 |
1.1945 |
1.1945 |
1.1945 |
|
R2 |
1.1945 |
1.1945 |
1.1945 |
|
R1 |
1.1945 |
1.1945 |
1.1945 |
1.1945 |
PP |
1.1945 |
1.1945 |
1.1945 |
1.1945 |
S1 |
1.1945 |
1.1945 |
1.1945 |
1.1945 |
S2 |
1.1945 |
1.1945 |
1.1945 |
|
S3 |
1.1945 |
1.1945 |
1.1945 |
|
S4 |
1.1945 |
1.1945 |
1.1945 |
|
|
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 |
1.1945 |
2.618 |
1.1945 |
1.618 |
1.1945 |
1.000 |
1.1945 |
0.618 |
1.1945 |
HIGH |
1.1945 |
0.618 |
1.1945 |
0.500 |
1.1945 |
0.382 |
1.1945 |
LOW |
1.1945 |
0.618 |
1.1945 |
1.000 |
1.1945 |
1.618 |
1.1945 |
2.618 |
1.1945 |
4.250 |
1.1945 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1945 |
1.1957 |
PP |
1.1945 |
1.1953 |
S1 |
1.1945 |
1.1949 |
|