CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
1.1919 |
1.1974 |
0.0055 |
0.5% |
1.1699 |
High |
1.1952 |
1.2000 |
0.0048 |
0.4% |
1.1907 |
Low |
1.1914 |
1.1952 |
0.0038 |
0.3% |
1.1687 |
Close |
1.1940 |
1.1984 |
0.0044 |
0.4% |
1.1877 |
Range |
0.0038 |
0.0048 |
0.0010 |
26.3% |
0.0220 |
ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
17 |
41 |
24 |
141.2% |
491 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2123 |
1.2101 |
1.2010 |
|
R3 |
1.2075 |
1.2053 |
1.1997 |
|
R2 |
1.2027 |
1.2027 |
1.1993 |
|
R1 |
1.2005 |
1.2005 |
1.1988 |
1.2016 |
PP |
1.1979 |
1.1979 |
1.1979 |
1.1984 |
S1 |
1.1957 |
1.1957 |
1.1980 |
1.1968 |
S2 |
1.1931 |
1.1931 |
1.1975 |
|
S3 |
1.1883 |
1.1909 |
1.1971 |
|
S4 |
1.1835 |
1.1861 |
1.1958 |
|
|
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 |
1.2204 |
2.618 |
1.2126 |
1.618 |
1.2078 |
1.000 |
1.2048 |
0.618 |
1.2030 |
HIGH |
1.2000 |
0.618 |
1.1982 |
0.500 |
1.1976 |
0.382 |
1.1970 |
LOW |
1.1952 |
0.618 |
1.1922 |
1.000 |
1.1904 |
1.618 |
1.1874 |
2.618 |
1.1826 |
4.250 |
1.1748 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1981 |
1.1968 |
PP |
1.1979 |
1.1952 |
S1 |
1.1976 |
1.1937 |
|