CME Japanese Yen Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0836 |
1.0787 |
-0.0049 |
-0.5% |
1.1070 |
| High |
1.0862 |
1.0788 |
-0.0074 |
-0.7% |
1.1120 |
| Low |
1.0764 |
1.0693 |
-0.0071 |
-0.7% |
1.0780 |
| Close |
1.0787 |
1.0712 |
-0.0075 |
-0.7% |
1.0821 |
| Range |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0340 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.1% |
0.0000 |
| Volume |
386 |
444 |
58 |
15.0% |
766 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1016 |
1.0959 |
1.0764 |
|
| R3 |
1.0921 |
1.0864 |
1.0738 |
|
| R2 |
1.0826 |
1.0826 |
1.0729 |
|
| R1 |
1.0769 |
1.0769 |
1.0721 |
1.0750 |
| PP |
1.0731 |
1.0731 |
1.0731 |
1.0722 |
| S1 |
1.0674 |
1.0674 |
1.0703 |
1.0655 |
| S2 |
1.0636 |
1.0636 |
1.0695 |
|
| S3 |
1.0541 |
1.0579 |
1.0686 |
|
| S4 |
1.0446 |
1.0484 |
1.0660 |
|
|
| 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 |
1.1192 |
|
2.618 |
1.1037 |
|
1.618 |
1.0942 |
|
1.000 |
1.0883 |
|
0.618 |
1.0847 |
|
HIGH |
1.0788 |
|
0.618 |
1.0752 |
|
0.500 |
1.0741 |
|
0.382 |
1.0729 |
|
LOW |
1.0693 |
|
0.618 |
1.0634 |
|
1.000 |
1.0598 |
|
1.618 |
1.0539 |
|
2.618 |
1.0444 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0778 |
| PP |
1.0731 |
1.0756 |
| S1 |
1.0722 |
1.0734 |
|