CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1832 |
1.1885 |
0.0053 |
0.4% |
1.1698 |
| High |
1.1832 |
1.1885 |
0.0053 |
0.4% |
1.1747 |
| Low |
1.1832 |
1.1885 |
0.0053 |
0.4% |
1.1688 |
| Close |
1.1832 |
1.1885 |
0.0053 |
0.4% |
1.1688 |
| Range |
|
|
|
|
|
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
28 |
9 |
-19 |
-67.9% |
9 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1885 |
1.1885 |
|
| R3 |
1.1885 |
1.1885 |
1.1885 |
|
| R2 |
1.1885 |
1.1885 |
1.1885 |
|
| R1 |
1.1885 |
1.1885 |
1.1885 |
1.1885 |
| PP |
1.1885 |
1.1885 |
1.1885 |
1.1885 |
| S1 |
1.1885 |
1.1885 |
1.1885 |
1.1885 |
| S2 |
1.1885 |
1.1885 |
1.1885 |
|
| S3 |
1.1885 |
1.1885 |
1.1885 |
|
| S4 |
1.1885 |
1.1885 |
1.1885 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1885 |
1.1845 |
1.1720 |
|
| R3 |
1.1826 |
1.1786 |
1.1704 |
|
| R2 |
1.1767 |
1.1767 |
1.1699 |
|
| R1 |
1.1727 |
1.1727 |
1.1693 |
1.1718 |
| PP |
1.1708 |
1.1708 |
1.1708 |
1.1703 |
| S1 |
1.1668 |
1.1668 |
1.1683 |
1.1659 |
| S2 |
1.1649 |
1.1649 |
1.1677 |
|
| S3 |
1.1590 |
1.1609 |
1.1672 |
|
| S4 |
1.1531 |
1.1550 |
1.1656 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1885 |
|
2.618 |
1.1885 |
|
1.618 |
1.1885 |
|
1.000 |
1.1885 |
|
0.618 |
1.1885 |
|
HIGH |
1.1885 |
|
0.618 |
1.1885 |
|
0.500 |
1.1885 |
|
0.382 |
1.1885 |
|
LOW |
1.1885 |
|
0.618 |
1.1885 |
|
1.000 |
1.1885 |
|
1.618 |
1.1885 |
|
2.618 |
1.1885 |
|
4.250 |
1.1885 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1890 |
| PP |
1.1885 |
1.1888 |
| S1 |
1.1885 |
1.1887 |
|