CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1974 |
1.1963 |
-0.0011 |
-0.1% |
1.1699 |
| High |
1.2000 |
1.2038 |
0.0038 |
0.3% |
1.1907 |
| Low |
1.1952 |
1.1963 |
0.0011 |
0.1% |
1.1687 |
| Close |
1.1984 |
1.2017 |
0.0033 |
0.3% |
1.1877 |
| Range |
0.0048 |
0.0075 |
0.0027 |
56.3% |
0.0220 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
41 |
42 |
1 |
2.4% |
491 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2231 |
1.2199 |
1.2058 |
|
| R3 |
1.2156 |
1.2124 |
1.2038 |
|
| R2 |
1.2081 |
1.2081 |
1.2031 |
|
| R1 |
1.2049 |
1.2049 |
1.2024 |
1.2065 |
| PP |
1.2006 |
1.2006 |
1.2006 |
1.2014 |
| S1 |
1.1974 |
1.1974 |
1.2010 |
1.1990 |
| S2 |
1.1931 |
1.1931 |
1.2003 |
|
| S3 |
1.1856 |
1.1899 |
1.1996 |
|
| S4 |
1.1781 |
1.1824 |
1.1976 |
|
|
| 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 |
1.2357 |
|
2.618 |
1.2234 |
|
1.618 |
1.2159 |
|
1.000 |
1.2113 |
|
0.618 |
1.2084 |
|
HIGH |
1.2038 |
|
0.618 |
1.2009 |
|
0.500 |
1.2001 |
|
0.382 |
1.1992 |
|
LOW |
1.1963 |
|
0.618 |
1.1917 |
|
1.000 |
1.1888 |
|
1.618 |
1.1842 |
|
2.618 |
1.1767 |
|
4.250 |
1.1644 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2012 |
1.2003 |
| PP |
1.2006 |
1.1990 |
| S1 |
1.2001 |
1.1976 |
|