CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2024 |
1.2060 |
0.0036 |
0.3% |
1.1993 |
| High |
1.2082 |
1.2083 |
0.0001 |
0.0% |
1.1999 |
| Low |
1.1972 |
1.1698 |
-0.0274 |
-2.3% |
1.1877 |
| Close |
1.2064 |
1.1706 |
-0.0358 |
-3.0% |
1.1912 |
| Range |
0.0110 |
0.0385 |
0.0275 |
250.0% |
0.0122 |
| ATR |
0.0069 |
0.0092 |
0.0023 |
32.6% |
0.0000 |
| Volume |
8 |
80 |
72 |
900.0% |
61 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2984 |
1.2730 |
1.1918 |
|
| R3 |
1.2599 |
1.2345 |
1.1812 |
|
| R2 |
1.2214 |
1.2214 |
1.1777 |
|
| R1 |
1.1960 |
1.1960 |
1.1741 |
1.1895 |
| PP |
1.1829 |
1.1829 |
1.1829 |
1.1796 |
| S1 |
1.1575 |
1.1575 |
1.1671 |
1.1510 |
| S2 |
1.1444 |
1.1444 |
1.1635 |
|
| S3 |
1.1059 |
1.1190 |
1.1600 |
|
| S4 |
1.0674 |
1.0805 |
1.1494 |
|
|
| 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 |
1.3719 |
|
2.618 |
1.3091 |
|
1.618 |
1.2706 |
|
1.000 |
1.2468 |
|
0.618 |
1.2321 |
|
HIGH |
1.2083 |
|
0.618 |
1.1936 |
|
0.500 |
1.1891 |
|
0.382 |
1.1845 |
|
LOW |
1.1698 |
|
0.618 |
1.1460 |
|
1.000 |
1.1313 |
|
1.618 |
1.1075 |
|
2.618 |
1.0690 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1891 |
| PP |
1.1829 |
1.1829 |
| S1 |
1.1768 |
1.1768 |
|