CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0829 |
1.0836 |
0.0007 |
0.1% |
1.1070 |
| High |
1.0832 |
1.0862 |
0.0030 |
0.3% |
1.1120 |
| Low |
1.0792 |
1.0764 |
-0.0028 |
-0.3% |
1.0780 |
| Close |
1.0818 |
1.0787 |
-0.0031 |
-0.3% |
1.0821 |
| Range |
0.0040 |
0.0098 |
0.0058 |
145.0% |
0.0340 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.7% |
0.0000 |
| Volume |
208 |
386 |
178 |
85.6% |
766 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1041 |
1.0841 |
|
| R3 |
1.1000 |
1.0943 |
1.0814 |
|
| R2 |
1.0902 |
1.0902 |
1.0805 |
|
| R1 |
1.0845 |
1.0845 |
1.0796 |
1.0825 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0794 |
| S1 |
1.0747 |
1.0747 |
1.0778 |
1.0727 |
| S2 |
1.0706 |
1.0706 |
1.0769 |
|
| S3 |
1.0608 |
1.0649 |
1.0760 |
|
| S4 |
1.0510 |
1.0551 |
1.0733 |
|
|
| 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 |
1.1279 |
|
2.618 |
1.1119 |
|
1.618 |
1.1021 |
|
1.000 |
1.0960 |
|
0.618 |
1.0923 |
|
HIGH |
1.0862 |
|
0.618 |
1.0825 |
|
0.500 |
1.0813 |
|
0.382 |
1.0801 |
|
LOW |
1.0764 |
|
0.618 |
1.0703 |
|
1.000 |
1.0666 |
|
1.618 |
1.0605 |
|
2.618 |
1.0507 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0813 |
| PP |
1.0804 |
1.0804 |
| S1 |
1.0796 |
1.0796 |
|