CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1699 |
1.1707 |
0.0008 |
0.1% |
1.1919 |
| High |
1.1720 |
1.1770 |
0.0050 |
0.4% |
1.2083 |
| Low |
1.1687 |
1.1702 |
0.0015 |
0.1% |
1.1666 |
| Close |
1.1690 |
1.1776 |
0.0086 |
0.7% |
1.1686 |
| Range |
0.0033 |
0.0068 |
0.0035 |
106.1% |
0.0417 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
93 |
13 |
-80 |
-86.0% |
1,065 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1953 |
1.1933 |
1.1813 |
|
| R3 |
1.1885 |
1.1865 |
1.1795 |
|
| R2 |
1.1817 |
1.1817 |
1.1788 |
|
| R1 |
1.1797 |
1.1797 |
1.1782 |
1.1807 |
| PP |
1.1749 |
1.1749 |
1.1749 |
1.1755 |
| S1 |
1.1729 |
1.1729 |
1.1770 |
1.1739 |
| S2 |
1.1681 |
1.1681 |
1.1764 |
|
| S3 |
1.1613 |
1.1661 |
1.1757 |
|
| S4 |
1.1545 |
1.1593 |
1.1739 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.2791 |
1.1915 |
|
| R3 |
1.2646 |
1.2374 |
1.1801 |
|
| R2 |
1.2229 |
1.2229 |
1.1762 |
|
| R1 |
1.1957 |
1.1957 |
1.1724 |
1.1885 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1775 |
| S1 |
1.1540 |
1.1540 |
1.1648 |
1.1468 |
| S2 |
1.1395 |
1.1395 |
1.1610 |
|
| S3 |
1.0978 |
1.1123 |
1.1571 |
|
| S4 |
1.0561 |
1.0706 |
1.1457 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2059 |
|
2.618 |
1.1948 |
|
1.618 |
1.1880 |
|
1.000 |
1.1838 |
|
0.618 |
1.1812 |
|
HIGH |
1.1770 |
|
0.618 |
1.1744 |
|
0.500 |
1.1736 |
|
0.382 |
1.1728 |
|
LOW |
1.1702 |
|
0.618 |
1.1660 |
|
1.000 |
1.1634 |
|
1.618 |
1.1592 |
|
2.618 |
1.1524 |
|
4.250 |
1.1413 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1763 |
1.1758 |
| PP |
1.1749 |
1.1739 |
| S1 |
1.1736 |
1.1721 |
|