CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2024 |
1.1931 |
-0.0093 |
-0.8% |
1.1873 |
| High |
1.2025 |
1.2065 |
0.0040 |
0.3% |
1.2048 |
| Low |
1.1952 |
1.1931 |
-0.0021 |
-0.2% |
1.1873 |
| Close |
1.2019 |
1.2044 |
0.0025 |
0.2% |
1.2023 |
| Range |
0.0073 |
0.0134 |
0.0061 |
83.6% |
0.0175 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
5.4% |
0.0000 |
| Volume |
85 |
39 |
-46 |
-54.1% |
323 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2415 |
1.2364 |
1.2118 |
|
| R3 |
1.2281 |
1.2230 |
1.2081 |
|
| R2 |
1.2147 |
1.2147 |
1.2069 |
|
| R1 |
1.2096 |
1.2096 |
1.2056 |
1.2122 |
| PP |
1.2013 |
1.2013 |
1.2013 |
1.2026 |
| S1 |
1.1962 |
1.1962 |
1.2032 |
1.1988 |
| S2 |
1.1879 |
1.1879 |
1.2019 |
|
| S3 |
1.1745 |
1.1828 |
1.2007 |
|
| S4 |
1.1611 |
1.1694 |
1.1970 |
|
|
| 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 |
1.2635 |
|
2.618 |
1.2416 |
|
1.618 |
1.2282 |
|
1.000 |
1.2199 |
|
0.618 |
1.2148 |
|
HIGH |
1.2065 |
|
0.618 |
1.2014 |
|
0.500 |
1.1998 |
|
0.382 |
1.1982 |
|
LOW |
1.1931 |
|
0.618 |
1.1848 |
|
1.000 |
1.1797 |
|
1.618 |
1.1714 |
|
2.618 |
1.1580 |
|
4.250 |
1.1362 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2029 |
1.2029 |
| PP |
1.2013 |
1.2013 |
| S1 |
1.1998 |
1.1998 |
|