CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1707 |
1.1815 |
0.0108 |
0.9% |
1.1919 |
| High |
1.1770 |
1.1871 |
0.0101 |
0.9% |
1.2083 |
| Low |
1.1702 |
1.1798 |
0.0096 |
0.8% |
1.1666 |
| Close |
1.1776 |
1.1853 |
0.0077 |
0.7% |
1.1686 |
| Range |
0.0068 |
0.0073 |
0.0005 |
7.4% |
0.0417 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.1% |
0.0000 |
| Volume |
13 |
212 |
199 |
1,530.8% |
1,065 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.2029 |
1.1893 |
|
| R3 |
1.1987 |
1.1956 |
1.1873 |
|
| R2 |
1.1914 |
1.1914 |
1.1866 |
|
| R1 |
1.1883 |
1.1883 |
1.1860 |
1.1899 |
| PP |
1.1841 |
1.1841 |
1.1841 |
1.1848 |
| S1 |
1.1810 |
1.1810 |
1.1846 |
1.1826 |
| S2 |
1.1768 |
1.1768 |
1.1840 |
|
| S3 |
1.1695 |
1.1737 |
1.1833 |
|
| S4 |
1.1622 |
1.1664 |
1.1813 |
|
|
| 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 |
1.2181 |
|
2.618 |
1.2062 |
|
1.618 |
1.1989 |
|
1.000 |
1.1944 |
|
0.618 |
1.1916 |
|
HIGH |
1.1871 |
|
0.618 |
1.1843 |
|
0.500 |
1.1835 |
|
0.382 |
1.1826 |
|
LOW |
1.1798 |
|
0.618 |
1.1753 |
|
1.000 |
1.1725 |
|
1.618 |
1.1680 |
|
2.618 |
1.1607 |
|
4.250 |
1.1488 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1847 |
1.1828 |
| PP |
1.1841 |
1.1804 |
| S1 |
1.1835 |
1.1779 |
|