CME Japanese Yen Future March 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.1963 |
1.1998 |
0.0035 |
0.3% |
1.1873 |
High |
1.2038 |
1.2048 |
0.0010 |
0.1% |
1.2048 |
Low |
1.1963 |
1.1998 |
0.0035 |
0.3% |
1.1873 |
Close |
1.2017 |
1.2023 |
0.0006 |
0.0% |
1.2023 |
Range |
0.0075 |
0.0050 |
-0.0025 |
-33.3% |
0.0175 |
ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
42 |
75 |
33 |
78.6% |
323 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2173 |
1.2148 |
1.2051 |
|
R3 |
1.2123 |
1.2098 |
1.2037 |
|
R2 |
1.2073 |
1.2073 |
1.2032 |
|
R1 |
1.2048 |
1.2048 |
1.2028 |
1.2061 |
PP |
1.2023 |
1.2023 |
1.2023 |
1.2029 |
S1 |
1.1998 |
1.1998 |
1.2018 |
1.2011 |
S2 |
1.1973 |
1.1973 |
1.2014 |
|
S3 |
1.1923 |
1.1948 |
1.2009 |
|
S4 |
1.1873 |
1.1898 |
1.1996 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2506 |
1.2440 |
1.2119 |
|
R3 |
1.2331 |
1.2265 |
1.2071 |
|
R2 |
1.2156 |
1.2156 |
1.2055 |
|
R1 |
1.2090 |
1.2090 |
1.2039 |
1.2123 |
PP |
1.1981 |
1.1981 |
1.1981 |
1.1998 |
S1 |
1.1915 |
1.1915 |
1.2007 |
1.1948 |
S2 |
1.1806 |
1.1806 |
1.1991 |
|
S3 |
1.1631 |
1.1740 |
1.1975 |
|
S4 |
1.1456 |
1.1565 |
1.1927 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2261 |
2.618 |
1.2179 |
1.618 |
1.2129 |
1.000 |
1.2098 |
0.618 |
1.2079 |
HIGH |
1.2048 |
0.618 |
1.2029 |
0.500 |
1.2023 |
0.382 |
1.2017 |
LOW |
1.1998 |
0.618 |
1.1967 |
1.000 |
1.1948 |
1.618 |
1.1917 |
2.618 |
1.1867 |
4.250 |
1.1786 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.2023 |
1.2015 |
PP |
1.2023 |
1.2008 |
S1 |
1.2023 |
1.2000 |
|