CME Japanese Yen Future June 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.1154 |
1.1120 |
-0.0034 |
-0.3% |
1.1198 |
High |
1.1167 |
1.1151 |
-0.0016 |
-0.1% |
1.1215 |
Low |
1.1067 |
1.1060 |
-0.0007 |
-0.1% |
1.1067 |
Close |
1.1125 |
1.1101 |
-0.0024 |
-0.2% |
1.1125 |
Range |
0.0100 |
0.0091 |
-0.0009 |
-9.0% |
0.0148 |
ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
256 |
676 |
420 |
164.1% |
1,043 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1377 |
1.1330 |
1.1151 |
|
R3 |
1.1286 |
1.1239 |
1.1126 |
|
R2 |
1.1195 |
1.1195 |
1.1118 |
|
R1 |
1.1148 |
1.1148 |
1.1109 |
1.1126 |
PP |
1.1104 |
1.1104 |
1.1104 |
1.1093 |
S1 |
1.1057 |
1.1057 |
1.1093 |
1.1035 |
S2 |
1.1013 |
1.1013 |
1.1084 |
|
S3 |
1.0922 |
1.0966 |
1.1076 |
|
S4 |
1.0831 |
1.0875 |
1.1051 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1580 |
1.1500 |
1.1206 |
|
R3 |
1.1432 |
1.1352 |
1.1166 |
|
R2 |
1.1284 |
1.1284 |
1.1152 |
|
R1 |
1.1204 |
1.1204 |
1.1139 |
1.1170 |
PP |
1.1136 |
1.1136 |
1.1136 |
1.1119 |
S1 |
1.1056 |
1.1056 |
1.1111 |
1.1022 |
S2 |
1.0988 |
1.0988 |
1.1098 |
|
S3 |
1.0840 |
1.0908 |
1.1084 |
|
S4 |
1.0692 |
1.0760 |
1.1044 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1538 |
2.618 |
1.1389 |
1.618 |
1.1298 |
1.000 |
1.1242 |
0.618 |
1.1207 |
HIGH |
1.1151 |
0.618 |
1.1116 |
0.500 |
1.1106 |
0.382 |
1.1095 |
LOW |
1.1060 |
0.618 |
1.1004 |
1.000 |
1.0969 |
1.618 |
1.0913 |
2.618 |
1.0822 |
4.250 |
1.0673 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.1106 |
1.1114 |
PP |
1.1104 |
1.1109 |
S1 |
1.1103 |
1.1105 |
|