CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1919 |
1.2024 |
0.0105 |
0.9% |
1.1993 |
| High |
1.1999 |
1.2082 |
0.0083 |
0.7% |
1.1999 |
| Low |
1.1909 |
1.1972 |
0.0063 |
0.5% |
1.1877 |
| Close |
1.1983 |
1.2064 |
0.0081 |
0.7% |
1.1912 |
| Range |
0.0090 |
0.0110 |
0.0020 |
22.2% |
0.0122 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.7% |
0.0000 |
| Volume |
28 |
8 |
-20 |
-71.4% |
61 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2369 |
1.2327 |
1.2125 |
|
| R3 |
1.2259 |
1.2217 |
1.2094 |
|
| R2 |
1.2149 |
1.2149 |
1.2084 |
|
| R1 |
1.2107 |
1.2107 |
1.2074 |
1.2128 |
| PP |
1.2039 |
1.2039 |
1.2039 |
1.2050 |
| S1 |
1.1997 |
1.1997 |
1.2054 |
1.2018 |
| S2 |
1.1929 |
1.1929 |
1.2044 |
|
| S3 |
1.1819 |
1.1887 |
1.2034 |
|
| S4 |
1.1709 |
1.1777 |
1.2004 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2295 |
1.2226 |
1.1979 |
|
| R3 |
1.2173 |
1.2104 |
1.1946 |
|
| R2 |
1.2051 |
1.2051 |
1.1934 |
|
| R1 |
1.1982 |
1.1982 |
1.1923 |
1.1956 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1916 |
| S1 |
1.1860 |
1.1860 |
1.1901 |
1.1834 |
| S2 |
1.1807 |
1.1807 |
1.1890 |
|
| S3 |
1.1685 |
1.1738 |
1.1878 |
|
| S4 |
1.1563 |
1.1616 |
1.1845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2550 |
|
2.618 |
1.2370 |
|
1.618 |
1.2260 |
|
1.000 |
1.2192 |
|
0.618 |
1.2150 |
|
HIGH |
1.2082 |
|
0.618 |
1.2040 |
|
0.500 |
1.2027 |
|
0.382 |
1.2014 |
|
LOW |
1.1972 |
|
0.618 |
1.1904 |
|
1.000 |
1.1862 |
|
1.618 |
1.1794 |
|
2.618 |
1.1684 |
|
4.250 |
1.1505 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2052 |
1.2036 |
| PP |
1.2039 |
1.2008 |
| S1 |
1.2027 |
1.1980 |
|