CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1105 |
1.1052 |
-0.0053 |
-0.5% |
1.1243 |
| High |
1.1105 |
1.1052 |
-0.0053 |
-0.5% |
1.1319 |
| Low |
1.1105 |
1.1052 |
-0.0053 |
-0.5% |
1.1100 |
| Close |
1.1061 |
1.1052 |
-0.0009 |
-0.1% |
1.1082 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1052 |
1.1052 |
|
| R3 |
1.1052 |
1.1052 |
1.1052 |
|
| R2 |
1.1052 |
1.1052 |
1.1052 |
|
| R1 |
1.1052 |
1.1052 |
1.1052 |
1.1052 |
| PP |
1.1052 |
1.1052 |
1.1052 |
1.1052 |
| S1 |
1.1052 |
1.1052 |
1.1052 |
1.1052 |
| S2 |
1.1052 |
1.1052 |
1.1052 |
|
| S3 |
1.1052 |
1.1052 |
1.1052 |
|
| S4 |
1.1052 |
1.1052 |
1.1052 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1824 |
1.1672 |
1.1202 |
|
| R3 |
1.1605 |
1.1453 |
1.1142 |
|
| R2 |
1.1386 |
1.1386 |
1.1122 |
|
| R1 |
1.1234 |
1.1234 |
1.1102 |
1.1201 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1150 |
| S1 |
1.1015 |
1.1015 |
1.1062 |
1.0982 |
| S2 |
1.0948 |
1.0948 |
1.1042 |
|
| S3 |
1.0729 |
1.0796 |
1.1022 |
|
| S4 |
1.0510 |
1.0577 |
1.0962 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1052 |
|
2.618 |
1.1052 |
|
1.618 |
1.1052 |
|
1.000 |
1.1052 |
|
0.618 |
1.1052 |
|
HIGH |
1.1052 |
|
0.618 |
1.1052 |
|
0.500 |
1.1052 |
|
0.382 |
1.1052 |
|
LOW |
1.1052 |
|
0.618 |
1.1052 |
|
1.000 |
1.1052 |
|
1.618 |
1.1052 |
|
2.618 |
1.1052 |
|
4.250 |
1.1052 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1052 |
1.1095 |
| PP |
1.1052 |
1.1081 |
| S1 |
1.1052 |
1.1066 |
|