CME Japanese Yen Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2063 |
1.2073 |
0.0010 |
0.1% |
1.1873 |
| High |
1.2126 |
1.2200 |
0.0074 |
0.6% |
1.2048 |
| Low |
1.2055 |
1.2073 |
0.0018 |
0.1% |
1.1873 |
| Close |
1.2080 |
1.2167 |
0.0087 |
0.7% |
1.2023 |
| Range |
0.0071 |
0.0127 |
0.0056 |
78.9% |
0.0175 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.1% |
0.0000 |
| Volume |
55 |
53 |
-2 |
-3.6% |
323 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2528 |
1.2474 |
1.2237 |
|
| R3 |
1.2401 |
1.2347 |
1.2202 |
|
| R2 |
1.2274 |
1.2274 |
1.2190 |
|
| R1 |
1.2220 |
1.2220 |
1.2179 |
1.2247 |
| PP |
1.2147 |
1.2147 |
1.2147 |
1.2160 |
| S1 |
1.2093 |
1.2093 |
1.2155 |
1.2120 |
| S2 |
1.2020 |
1.2020 |
1.2144 |
|
| S3 |
1.1893 |
1.1966 |
1.2132 |
|
| S4 |
1.1766 |
1.1839 |
1.2097 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2440 |
1.2119 |
|
| R3 |
1.2331 |
1.2265 |
1.2071 |
|
| R2 |
1.2156 |
1.2156 |
1.2055 |
|
| R1 |
1.2090 |
1.2090 |
1.2039 |
1.2123 |
| PP |
1.1981 |
1.1981 |
1.1981 |
1.1998 |
| S1 |
1.1915 |
1.1915 |
1.2007 |
1.1948 |
| S2 |
1.1806 |
1.1806 |
1.1991 |
|
| S3 |
1.1631 |
1.1740 |
1.1975 |
|
| S4 |
1.1456 |
1.1565 |
1.1927 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2740 |
|
2.618 |
1.2532 |
|
1.618 |
1.2405 |
|
1.000 |
1.2327 |
|
0.618 |
1.2278 |
|
HIGH |
1.2200 |
|
0.618 |
1.2151 |
|
0.500 |
1.2137 |
|
0.382 |
1.2122 |
|
LOW |
1.2073 |
|
0.618 |
1.1995 |
|
1.000 |
1.1946 |
|
1.618 |
1.1868 |
|
2.618 |
1.1741 |
|
4.250 |
1.1533 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2157 |
1.2133 |
| PP |
1.2147 |
1.2099 |
| S1 |
1.2137 |
1.2066 |
|