CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1873 |
1.1919 |
0.0046 |
0.4% |
1.1699 |
| High |
1.1907 |
1.1952 |
0.0045 |
0.4% |
1.1907 |
| Low |
1.1873 |
1.1914 |
0.0041 |
0.3% |
1.1687 |
| Close |
1.1896 |
1.1940 |
0.0044 |
0.4% |
1.1877 |
| Range |
0.0034 |
0.0038 |
0.0004 |
11.8% |
0.0220 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
148 |
17 |
-131 |
-88.5% |
491 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2049 |
1.2033 |
1.1961 |
|
| R3 |
1.2011 |
1.1995 |
1.1950 |
|
| R2 |
1.1973 |
1.1973 |
1.1947 |
|
| R1 |
1.1957 |
1.1957 |
1.1943 |
1.1965 |
| PP |
1.1935 |
1.1935 |
1.1935 |
1.1940 |
| S1 |
1.1919 |
1.1919 |
1.1937 |
1.1927 |
| S2 |
1.1897 |
1.1897 |
1.1933 |
|
| S3 |
1.1859 |
1.1881 |
1.1930 |
|
| S4 |
1.1821 |
1.1843 |
1.1919 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2484 |
1.2400 |
1.1998 |
|
| R3 |
1.2264 |
1.2180 |
1.1938 |
|
| R2 |
1.2044 |
1.2044 |
1.1917 |
|
| R1 |
1.1960 |
1.1960 |
1.1897 |
1.2002 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1845 |
| S1 |
1.1740 |
1.1740 |
1.1857 |
1.1782 |
| S2 |
1.1604 |
1.1604 |
1.1837 |
|
| S3 |
1.1384 |
1.1520 |
1.1817 |
|
| S4 |
1.1164 |
1.1300 |
1.1756 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2114 |
|
2.618 |
1.2051 |
|
1.618 |
1.2013 |
|
1.000 |
1.1990 |
|
0.618 |
1.1975 |
|
HIGH |
1.1952 |
|
0.618 |
1.1937 |
|
0.500 |
1.1933 |
|
0.382 |
1.1929 |
|
LOW |
1.1914 |
|
0.618 |
1.1891 |
|
1.000 |
1.1876 |
|
1.618 |
1.1853 |
|
2.618 |
1.1815 |
|
4.250 |
1.1753 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1909 |
| PP |
1.1935 |
1.1878 |
| S1 |
1.1933 |
1.1847 |
|