CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.2060 |
1.1741 |
-0.0319 |
-2.6% |
1.1993 |
High |
1.2083 |
1.1741 |
-0.0342 |
-2.8% |
1.1999 |
Low |
1.1698 |
1.1666 |
-0.0032 |
-0.3% |
1.1877 |
Close |
1.1706 |
1.1683 |
-0.0023 |
-0.2% |
1.1912 |
Range |
0.0385 |
0.0075 |
-0.0310 |
-80.5% |
0.0122 |
ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
80 |
913 |
833 |
1,041.3% |
61 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1922 |
1.1877 |
1.1724 |
|
R3 |
1.1847 |
1.1802 |
1.1704 |
|
R2 |
1.1772 |
1.1772 |
1.1697 |
|
R1 |
1.1727 |
1.1727 |
1.1690 |
1.1712 |
PP |
1.1697 |
1.1697 |
1.1697 |
1.1689 |
S1 |
1.1652 |
1.1652 |
1.1676 |
1.1637 |
S2 |
1.1622 |
1.1622 |
1.1669 |
|
S3 |
1.1547 |
1.1577 |
1.1662 |
|
S4 |
1.1472 |
1.1502 |
1.1642 |
|
|
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 |
1.2060 |
2.618 |
1.1937 |
1.618 |
1.1862 |
1.000 |
1.1816 |
0.618 |
1.1787 |
HIGH |
1.1741 |
0.618 |
1.1712 |
0.500 |
1.1704 |
0.382 |
1.1695 |
LOW |
1.1666 |
0.618 |
1.1620 |
1.000 |
1.1591 |
1.618 |
1.1545 |
2.618 |
1.1470 |
4.250 |
1.1347 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1704 |
1.1875 |
PP |
1.1697 |
1.1811 |
S1 |
1.1690 |
1.1747 |
|