CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1079 |
1.1074 |
-0.0005 |
0.0% |
1.1040 |
| High |
1.1150 |
1.1078 |
-0.0072 |
-0.6% |
1.1150 |
| Low |
1.1031 |
1.1046 |
0.0015 |
0.1% |
1.1030 |
| Close |
1.1089 |
1.1066 |
-0.0023 |
-0.2% |
1.1066 |
| Range |
0.0119 |
0.0032 |
-0.0087 |
-73.1% |
0.0120 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
390 |
363 |
-27 |
-6.9% |
1,409 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1159 |
1.1145 |
1.1084 |
|
| R3 |
1.1127 |
1.1113 |
1.1075 |
|
| R2 |
1.1095 |
1.1095 |
1.1072 |
|
| R1 |
1.1081 |
1.1081 |
1.1069 |
1.1072 |
| PP |
1.1063 |
1.1063 |
1.1063 |
1.1059 |
| S1 |
1.1049 |
1.1049 |
1.1063 |
1.1040 |
| S2 |
1.1031 |
1.1031 |
1.1060 |
|
| S3 |
1.0999 |
1.1017 |
1.1057 |
|
| S4 |
1.0967 |
1.0985 |
1.1048 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1442 |
1.1374 |
1.1132 |
|
| R3 |
1.1322 |
1.1254 |
1.1099 |
|
| R2 |
1.1202 |
1.1202 |
1.1088 |
|
| R1 |
1.1134 |
1.1134 |
1.1077 |
1.1168 |
| PP |
1.1082 |
1.1082 |
1.1082 |
1.1099 |
| S1 |
1.1014 |
1.1014 |
1.1055 |
1.1048 |
| S2 |
1.0962 |
1.0962 |
1.1044 |
|
| S3 |
1.0842 |
1.0894 |
1.1033 |
|
| S4 |
1.0722 |
1.0774 |
1.1000 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1214 |
|
2.618 |
1.1162 |
|
1.618 |
1.1130 |
|
1.000 |
1.1110 |
|
0.618 |
1.1098 |
|
HIGH |
1.1078 |
|
0.618 |
1.1066 |
|
0.500 |
1.1062 |
|
0.382 |
1.1058 |
|
LOW |
1.1046 |
|
0.618 |
1.1026 |
|
1.000 |
1.1014 |
|
1.618 |
1.0994 |
|
2.618 |
1.0962 |
|
4.250 |
1.0910 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1065 |
1.1091 |
| PP |
1.1063 |
1.1082 |
| S1 |
1.1062 |
1.1074 |
|