CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1716 |
1.1729 |
0.0013 |
0.1% |
1.1672 |
| High |
1.1716 |
1.1729 |
0.0013 |
0.1% |
1.1759 |
| Low |
1.1716 |
1.1729 |
0.0013 |
0.1% |
1.1635 |
| Close |
1.1716 |
1.1727 |
0.0011 |
0.1% |
1.1626 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1728 |
1.1728 |
1.1727 |
|
| R3 |
1.1728 |
1.1728 |
1.1727 |
|
| R2 |
1.1728 |
1.1728 |
1.1727 |
|
| R1 |
1.1728 |
1.1728 |
1.1727 |
1.1728 |
| PP |
1.1728 |
1.1728 |
1.1728 |
1.1729 |
| S1 |
1.1728 |
1.1728 |
1.1727 |
1.1728 |
| S2 |
1.1728 |
1.1728 |
1.1727 |
|
| S3 |
1.1728 |
1.1728 |
1.1727 |
|
| S4 |
1.1728 |
1.1728 |
1.1727 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1960 |
1.1694 |
|
| R3 |
1.1921 |
1.1836 |
1.1660 |
|
| R2 |
1.1797 |
1.1797 |
1.1649 |
|
| R1 |
1.1712 |
1.1712 |
1.1637 |
1.1693 |
| PP |
1.1673 |
1.1673 |
1.1673 |
1.1664 |
| S1 |
1.1588 |
1.1588 |
1.1615 |
1.1569 |
| S2 |
1.1549 |
1.1549 |
1.1603 |
|
| S3 |
1.1425 |
1.1464 |
1.1592 |
|
| S4 |
1.1301 |
1.1340 |
1.1558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1729 |
|
2.618 |
1.1729 |
|
1.618 |
1.1729 |
|
1.000 |
1.1729 |
|
0.618 |
1.1729 |
|
HIGH |
1.1729 |
|
0.618 |
1.1729 |
|
0.500 |
1.1729 |
|
0.382 |
1.1729 |
|
LOW |
1.1729 |
|
0.618 |
1.1729 |
|
1.000 |
1.1729 |
|
1.618 |
1.1729 |
|
2.618 |
1.1729 |
|
4.250 |
1.1729 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1729 |
1.1723 |
| PP |
1.1728 |
1.1718 |
| S1 |
1.1728 |
1.1714 |
|