CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1998 |
1.2024 |
0.0026 |
0.2% |
1.1873 |
| High |
1.2048 |
1.2025 |
-0.0023 |
-0.2% |
1.2048 |
| Low |
1.1998 |
1.1952 |
-0.0046 |
-0.4% |
1.1873 |
| Close |
1.2023 |
1.2019 |
-0.0004 |
0.0% |
1.2023 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0175 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
75 |
85 |
10 |
13.3% |
323 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2218 |
1.2191 |
1.2059 |
|
| R3 |
1.2145 |
1.2118 |
1.2039 |
|
| R2 |
1.2072 |
1.2072 |
1.2032 |
|
| R1 |
1.2045 |
1.2045 |
1.2026 |
1.2022 |
| PP |
1.1999 |
1.1999 |
1.1999 |
1.1987 |
| S1 |
1.1972 |
1.1972 |
1.2012 |
1.1949 |
| S2 |
1.1926 |
1.1926 |
1.2006 |
|
| S3 |
1.1853 |
1.1899 |
1.1999 |
|
| S4 |
1.1780 |
1.1826 |
1.1979 |
|
|
| 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 |
1.2335 |
|
2.618 |
1.2216 |
|
1.618 |
1.2143 |
|
1.000 |
1.2098 |
|
0.618 |
1.2070 |
|
HIGH |
1.2025 |
|
0.618 |
1.1997 |
|
0.500 |
1.1989 |
|
0.382 |
1.1980 |
|
LOW |
1.1952 |
|
0.618 |
1.1907 |
|
1.000 |
1.1879 |
|
1.618 |
1.1834 |
|
2.618 |
1.1761 |
|
4.250 |
1.1642 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2009 |
1.2013 |
| PP |
1.1999 |
1.2006 |
| S1 |
1.1989 |
1.2000 |
|