CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1741 |
1.1689 |
-0.0052 |
-0.4% |
1.1919 |
| High |
1.1741 |
1.1700 |
-0.0041 |
-0.3% |
1.2083 |
| Low |
1.1666 |
1.1671 |
0.0005 |
0.0% |
1.1666 |
| Close |
1.1683 |
1.1686 |
0.0003 |
0.0% |
1.1686 |
| Range |
0.0075 |
0.0029 |
-0.0046 |
-61.3% |
0.0417 |
| ATR |
0.0091 |
0.0086 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
913 |
36 |
-877 |
-96.1% |
1,065 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1773 |
1.1758 |
1.1702 |
|
| R3 |
1.1744 |
1.1729 |
1.1694 |
|
| R2 |
1.1715 |
1.1715 |
1.1691 |
|
| R1 |
1.1700 |
1.1700 |
1.1689 |
1.1693 |
| PP |
1.1686 |
1.1686 |
1.1686 |
1.1682 |
| S1 |
1.1671 |
1.1671 |
1.1683 |
1.1664 |
| S2 |
1.1657 |
1.1657 |
1.1681 |
|
| S3 |
1.1628 |
1.1642 |
1.1678 |
|
| S4 |
1.1599 |
1.1613 |
1.1670 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.2791 |
1.1915 |
|
| R3 |
1.2646 |
1.2374 |
1.1801 |
|
| R2 |
1.2229 |
1.2229 |
1.1762 |
|
| R1 |
1.1957 |
1.1957 |
1.1724 |
1.1885 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1775 |
| S1 |
1.1540 |
1.1540 |
1.1648 |
1.1468 |
| S2 |
1.1395 |
1.1395 |
1.1610 |
|
| S3 |
1.0978 |
1.1123 |
1.1571 |
|
| S4 |
1.0561 |
1.0706 |
1.1457 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1776 |
|
1.618 |
1.1747 |
|
1.000 |
1.1729 |
|
0.618 |
1.1718 |
|
HIGH |
1.1700 |
|
0.618 |
1.1689 |
|
0.500 |
1.1686 |
|
0.382 |
1.1682 |
|
LOW |
1.1671 |
|
0.618 |
1.1653 |
|
1.000 |
1.1642 |
|
1.618 |
1.1624 |
|
2.618 |
1.1595 |
|
4.250 |
1.1548 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1686 |
1.1875 |
| PP |
1.1686 |
1.1812 |
| S1 |
1.1686 |
1.1749 |
|