CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1912 |
1.1866 |
-0.0046 |
-0.4% |
1.1754 |
| High |
1.1912 |
1.1866 |
-0.0046 |
-0.4% |
1.1947 |
| Low |
1.1912 |
1.1866 |
-0.0046 |
-0.4% |
1.1754 |
| Close |
1.1924 |
1.1866 |
-0.0058 |
-0.5% |
1.1742 |
| Range |
|
|
|
|
|
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
48 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1866 |
1.1866 |
1.1866 |
|
| R3 |
1.1866 |
1.1866 |
1.1866 |
|
| R2 |
1.1866 |
1.1866 |
1.1866 |
|
| R1 |
1.1866 |
1.1866 |
1.1866 |
1.1866 |
| PP |
1.1866 |
1.1866 |
1.1866 |
1.1866 |
| S1 |
1.1866 |
1.1866 |
1.1866 |
1.1866 |
| S2 |
1.1866 |
1.1866 |
1.1866 |
|
| S3 |
1.1866 |
1.1866 |
1.1866 |
|
| S4 |
1.1866 |
1.1866 |
1.1866 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2393 |
1.2261 |
1.1848 |
|
| R3 |
1.2200 |
1.2068 |
1.1795 |
|
| R2 |
1.2007 |
1.2007 |
1.1777 |
|
| R1 |
1.1875 |
1.1875 |
1.1760 |
1.1845 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1799 |
| S1 |
1.1682 |
1.1682 |
1.1724 |
1.1652 |
| S2 |
1.1621 |
1.1621 |
1.1707 |
|
| S3 |
1.1428 |
1.1489 |
1.1689 |
|
| S4 |
1.1235 |
1.1296 |
1.1636 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1866 |
|
2.618 |
1.1866 |
|
1.618 |
1.1866 |
|
1.000 |
1.1866 |
|
0.618 |
1.1866 |
|
HIGH |
1.1866 |
|
0.618 |
1.1866 |
|
0.500 |
1.1866 |
|
0.382 |
1.1866 |
|
LOW |
1.1866 |
|
0.618 |
1.1866 |
|
1.000 |
1.1866 |
|
1.618 |
1.1866 |
|
2.618 |
1.1866 |
|
4.250 |
1.1866 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1866 |
1.1875 |
| PP |
1.1866 |
1.1872 |
| S1 |
1.1866 |
1.1869 |
|