CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1945 |
1.1919 |
-0.0026 |
-0.2% |
1.1993 |
| High |
1.1945 |
1.1999 |
0.0054 |
0.5% |
1.1999 |
| Low |
1.1877 |
1.1909 |
0.0032 |
0.3% |
1.1877 |
| Close |
1.1912 |
1.1983 |
0.0071 |
0.6% |
1.1912 |
| Range |
0.0068 |
0.0090 |
0.0022 |
32.4% |
0.0122 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
8 |
28 |
20 |
250.0% |
61 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2234 |
1.2198 |
1.2033 |
|
| R3 |
1.2144 |
1.2108 |
1.2008 |
|
| R2 |
1.2054 |
1.2054 |
1.2000 |
|
| R1 |
1.2018 |
1.2018 |
1.1991 |
1.2036 |
| PP |
1.1964 |
1.1964 |
1.1964 |
1.1973 |
| S1 |
1.1928 |
1.1928 |
1.1975 |
1.1946 |
| S2 |
1.1874 |
1.1874 |
1.1967 |
|
| S3 |
1.1784 |
1.1838 |
1.1958 |
|
| S4 |
1.1694 |
1.1748 |
1.1934 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2295 |
1.2226 |
1.1979 |
|
| R3 |
1.2173 |
1.2104 |
1.1946 |
|
| R2 |
1.2051 |
1.2051 |
1.1934 |
|
| R1 |
1.1982 |
1.1982 |
1.1923 |
1.1956 |
| PP |
1.1929 |
1.1929 |
1.1929 |
1.1916 |
| S1 |
1.1860 |
1.1860 |
1.1901 |
1.1834 |
| S2 |
1.1807 |
1.1807 |
1.1890 |
|
| S3 |
1.1685 |
1.1738 |
1.1878 |
|
| S4 |
1.1563 |
1.1616 |
1.1845 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2382 |
|
2.618 |
1.2235 |
|
1.618 |
1.2145 |
|
1.000 |
1.2089 |
|
0.618 |
1.2055 |
|
HIGH |
1.1999 |
|
0.618 |
1.1965 |
|
0.500 |
1.1954 |
|
0.382 |
1.1943 |
|
LOW |
1.1909 |
|
0.618 |
1.1853 |
|
1.000 |
1.1819 |
|
1.618 |
1.1763 |
|
2.618 |
1.1673 |
|
4.250 |
1.1527 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1973 |
1.1968 |
| PP |
1.1964 |
1.1953 |
| S1 |
1.1954 |
1.1938 |
|