CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1858 |
1.1873 |
0.0015 |
0.1% |
1.1699 |
| High |
1.1907 |
1.1907 |
0.0000 |
0.0% |
1.1907 |
| Low |
1.1742 |
1.1873 |
0.0131 |
1.1% |
1.1687 |
| Close |
1.1877 |
1.1896 |
0.0019 |
0.2% |
1.1877 |
| Range |
0.0165 |
0.0034 |
-0.0131 |
-79.4% |
0.0220 |
| ATR |
0.0086 |
0.0083 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
109 |
148 |
39 |
35.8% |
491 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1994 |
1.1979 |
1.1915 |
|
| R3 |
1.1960 |
1.1945 |
1.1905 |
|
| R2 |
1.1926 |
1.1926 |
1.1902 |
|
| R1 |
1.1911 |
1.1911 |
1.1899 |
1.1919 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1896 |
| S1 |
1.1877 |
1.1877 |
1.1893 |
1.1885 |
| S2 |
1.1858 |
1.1858 |
1.1890 |
|
| S3 |
1.1824 |
1.1843 |
1.1887 |
|
| S4 |
1.1790 |
1.1809 |
1.1877 |
|
|
| 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 |
1.2052 |
|
2.618 |
1.1996 |
|
1.618 |
1.1962 |
|
1.000 |
1.1941 |
|
0.618 |
1.1928 |
|
HIGH |
1.1907 |
|
0.618 |
1.1894 |
|
0.500 |
1.1890 |
|
0.382 |
1.1886 |
|
LOW |
1.1873 |
|
0.618 |
1.1852 |
|
1.000 |
1.1839 |
|
1.618 |
1.1818 |
|
2.618 |
1.1784 |
|
4.250 |
1.1729 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1872 |
| PP |
1.1892 |
1.1848 |
| S1 |
1.1890 |
1.1825 |
|