CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1868 |
1.1993 |
0.0125 |
1.1% |
1.1837 |
| High |
1.1868 |
1.1993 |
0.0125 |
1.1% |
1.1912 |
| Low |
1.1868 |
1.1993 |
0.0125 |
1.1% |
1.1837 |
| Close |
1.1868 |
1.1962 |
0.0094 |
0.8% |
1.1868 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0067 |
0.0004 |
7.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1972 |
1.1962 |
|
| R3 |
1.1983 |
1.1972 |
1.1962 |
|
| R2 |
1.1983 |
1.1983 |
1.1962 |
|
| R1 |
1.1972 |
1.1972 |
1.1962 |
1.1978 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1985 |
| S1 |
1.1972 |
1.1972 |
1.1962 |
1.1978 |
| S2 |
1.1983 |
1.1983 |
1.1962 |
|
| S3 |
1.1983 |
1.1972 |
1.1962 |
|
| S4 |
1.1983 |
1.1972 |
1.1962 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2097 |
1.2058 |
1.1909 |
|
| R3 |
1.2022 |
1.1983 |
1.1889 |
|
| R2 |
1.1947 |
1.1947 |
1.1882 |
|
| R1 |
1.1908 |
1.1908 |
1.1875 |
1.1928 |
| PP |
1.1872 |
1.1872 |
1.1872 |
1.1882 |
| S1 |
1.1833 |
1.1833 |
1.1861 |
1.1853 |
| S2 |
1.1797 |
1.1797 |
1.1854 |
|
| S3 |
1.1722 |
1.1758 |
1.1847 |
|
| S4 |
1.1647 |
1.1683 |
1.1827 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1993 |
|
2.618 |
1.1993 |
|
1.618 |
1.1993 |
|
1.000 |
1.1993 |
|
0.618 |
1.1993 |
|
HIGH |
1.1993 |
|
0.618 |
1.1993 |
|
0.500 |
1.1993 |
|
0.382 |
1.1993 |
|
LOW |
1.1993 |
|
0.618 |
1.1993 |
|
1.000 |
1.1993 |
|
1.618 |
1.1993 |
|
2.618 |
1.1993 |
|
4.250 |
1.1993 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1993 |
1.1952 |
| PP |
1.1983 |
1.1941 |
| S1 |
1.1972 |
1.1931 |
|