CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1689 |
1.1699 |
0.0010 |
0.1% |
1.1919 |
| High |
1.1700 |
1.1720 |
0.0020 |
0.2% |
1.2083 |
| Low |
1.1671 |
1.1687 |
0.0016 |
0.1% |
1.1666 |
| Close |
1.1686 |
1.1690 |
0.0004 |
0.0% |
1.1686 |
| Range |
0.0029 |
0.0033 |
0.0004 |
13.8% |
0.0417 |
| ATR |
0.0086 |
0.0082 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
36 |
93 |
57 |
158.3% |
1,065 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1777 |
1.1708 |
|
| R3 |
1.1765 |
1.1744 |
1.1699 |
|
| R2 |
1.1732 |
1.1732 |
1.1696 |
|
| R1 |
1.1711 |
1.1711 |
1.1693 |
1.1705 |
| PP |
1.1699 |
1.1699 |
1.1699 |
1.1696 |
| S1 |
1.1678 |
1.1678 |
1.1687 |
1.1672 |
| S2 |
1.1666 |
1.1666 |
1.1684 |
|
| S3 |
1.1633 |
1.1645 |
1.1681 |
|
| S4 |
1.1600 |
1.1612 |
1.1672 |
|
|
| 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 |
1.1860 |
|
2.618 |
1.1806 |
|
1.618 |
1.1773 |
|
1.000 |
1.1753 |
|
0.618 |
1.1740 |
|
HIGH |
1.1720 |
|
0.618 |
1.1707 |
|
0.500 |
1.1704 |
|
0.382 |
1.1700 |
|
LOW |
1.1687 |
|
0.618 |
1.1667 |
|
1.000 |
1.1654 |
|
1.618 |
1.1634 |
|
2.618 |
1.1601 |
|
4.250 |
1.1547 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1704 |
1.1704 |
| PP |
1.1699 |
1.1699 |
| S1 |
1.1695 |
1.1695 |
|