CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.1815 |
1.1857 |
0.0042 |
0.4% |
1.1919 |
High |
1.1871 |
1.1886 |
0.0015 |
0.1% |
1.2083 |
Low |
1.1798 |
1.1845 |
0.0047 |
0.4% |
1.1666 |
Close |
1.1853 |
1.1880 |
0.0027 |
0.2% |
1.1686 |
Range |
0.0073 |
0.0041 |
-0.0032 |
-43.8% |
0.0417 |
ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
212 |
64 |
-148 |
-69.8% |
1,065 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1993 |
1.1978 |
1.1903 |
|
R3 |
1.1952 |
1.1937 |
1.1891 |
|
R2 |
1.1911 |
1.1911 |
1.1888 |
|
R1 |
1.1896 |
1.1896 |
1.1884 |
1.1904 |
PP |
1.1870 |
1.1870 |
1.1870 |
1.1874 |
S1 |
1.1855 |
1.1855 |
1.1876 |
1.1863 |
S2 |
1.1829 |
1.1829 |
1.1872 |
|
S3 |
1.1788 |
1.1814 |
1.1869 |
|
S4 |
1.1747 |
1.1773 |
1.1857 |
|
|
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 |
1.2060 |
2.618 |
1.1993 |
1.618 |
1.1952 |
1.000 |
1.1927 |
0.618 |
1.1911 |
HIGH |
1.1886 |
0.618 |
1.1870 |
0.500 |
1.1866 |
0.382 |
1.1861 |
LOW |
1.1845 |
0.618 |
1.1820 |
1.000 |
1.1804 |
1.618 |
1.1779 |
2.618 |
1.1738 |
4.250 |
1.1671 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1875 |
1.1851 |
PP |
1.1870 |
1.1823 |
S1 |
1.1866 |
1.1794 |
|