CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0806 |
1.0829 |
0.0023 |
0.2% |
1.1070 |
| High |
1.0843 |
1.0832 |
-0.0011 |
-0.1% |
1.1120 |
| Low |
1.0783 |
1.0792 |
0.0009 |
0.1% |
1.0780 |
| Close |
1.0821 |
1.0818 |
-0.0003 |
0.0% |
1.0821 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.3% |
0.0340 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
310 |
208 |
-102 |
-32.9% |
766 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0916 |
1.0840 |
|
| R3 |
1.0894 |
1.0876 |
1.0829 |
|
| R2 |
1.0854 |
1.0854 |
1.0825 |
|
| R1 |
1.0836 |
1.0836 |
1.0822 |
1.0825 |
| PP |
1.0814 |
1.0814 |
1.0814 |
1.0809 |
| S1 |
1.0796 |
1.0796 |
1.0814 |
1.0785 |
| S2 |
1.0774 |
1.0774 |
1.0811 |
|
| S3 |
1.0734 |
1.0756 |
1.0807 |
|
| S4 |
1.0694 |
1.0716 |
1.0796 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1927 |
1.1714 |
1.1008 |
|
| R3 |
1.1587 |
1.1374 |
1.0915 |
|
| R2 |
1.1247 |
1.1247 |
1.0883 |
|
| R1 |
1.1034 |
1.1034 |
1.0852 |
1.0971 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0875 |
| S1 |
1.0694 |
1.0694 |
1.0790 |
1.0631 |
| S2 |
1.0567 |
1.0567 |
1.0759 |
|
| S3 |
1.0227 |
1.0354 |
1.0728 |
|
| S4 |
0.9887 |
1.0014 |
1.0634 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1002 |
|
2.618 |
1.0937 |
|
1.618 |
1.0897 |
|
1.000 |
1.0872 |
|
0.618 |
1.0857 |
|
HIGH |
1.0832 |
|
0.618 |
1.0817 |
|
0.500 |
1.0812 |
|
0.382 |
1.0807 |
|
LOW |
1.0792 |
|
0.618 |
1.0767 |
|
1.000 |
1.0752 |
|
1.618 |
1.0727 |
|
2.618 |
1.0687 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0816 |
1.0845 |
| PP |
1.0814 |
1.0836 |
| S1 |
1.0812 |
1.0827 |
|