CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1857 |
1.1858 |
0.0001 |
0.0% |
1.1699 |
| High |
1.1886 |
1.1907 |
0.0021 |
0.2% |
1.1907 |
| Low |
1.1845 |
1.1742 |
-0.0103 |
-0.9% |
1.1687 |
| Close |
1.1880 |
1.1877 |
-0.0003 |
0.0% |
1.1877 |
| Range |
0.0041 |
0.0165 |
0.0124 |
302.4% |
0.0220 |
| ATR |
0.0080 |
0.0086 |
0.0006 |
7.6% |
0.0000 |
| Volume |
64 |
109 |
45 |
70.3% |
491 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2337 |
1.2272 |
1.1968 |
|
| R3 |
1.2172 |
1.2107 |
1.1922 |
|
| R2 |
1.2007 |
1.2007 |
1.1907 |
|
| R1 |
1.1942 |
1.1942 |
1.1892 |
1.1975 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1858 |
| S1 |
1.1777 |
1.1777 |
1.1862 |
1.1810 |
| S2 |
1.1677 |
1.1677 |
1.1847 |
|
| S3 |
1.1512 |
1.1612 |
1.1832 |
|
| S4 |
1.1347 |
1.1447 |
1.1786 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2484 |
1.2400 |
1.1998 |
|
| R3 |
1.2264 |
1.2180 |
1.1938 |
|
| R2 |
1.2044 |
1.2044 |
1.1917 |
|
| R1 |
1.1960 |
1.1960 |
1.1897 |
1.2002 |
| PP |
1.1824 |
1.1824 |
1.1824 |
1.1845 |
| S1 |
1.1740 |
1.1740 |
1.1857 |
1.1782 |
| S2 |
1.1604 |
1.1604 |
1.1837 |
|
| S3 |
1.1384 |
1.1520 |
1.1817 |
|
| S4 |
1.1164 |
1.1300 |
1.1756 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2608 |
|
2.618 |
1.2339 |
|
1.618 |
1.2174 |
|
1.000 |
1.2072 |
|
0.618 |
1.2009 |
|
HIGH |
1.1907 |
|
0.618 |
1.1844 |
|
0.500 |
1.1825 |
|
0.382 |
1.1805 |
|
LOW |
1.1742 |
|
0.618 |
1.1640 |
|
1.000 |
1.1577 |
|
1.618 |
1.1475 |
|
2.618 |
1.1310 |
|
4.250 |
1.1041 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1860 |
1.1860 |
| PP |
1.1842 |
1.1842 |
| S1 |
1.1825 |
1.1825 |
|