CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1123 |
1.1088 |
-0.0035 |
-0.3% |
1.1121 |
| High |
1.1164 |
1.1114 |
-0.0050 |
-0.4% |
1.1221 |
| Low |
1.0999 |
1.0996 |
-0.0003 |
0.0% |
1.0999 |
| Close |
1.1078 |
1.1034 |
-0.0044 |
-0.4% |
1.1078 |
| Range |
0.0165 |
0.0118 |
-0.0047 |
-28.5% |
0.0222 |
| ATR |
0.0128 |
0.0128 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
144,516 |
155,952 |
11,436 |
7.9% |
654,191 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1336 |
1.1099 |
|
| R3 |
1.1284 |
1.1218 |
1.1066 |
|
| R2 |
1.1166 |
1.1166 |
1.1056 |
|
| R1 |
1.1100 |
1.1100 |
1.1045 |
1.1074 |
| PP |
1.1048 |
1.1048 |
1.1048 |
1.1035 |
| S1 |
1.0982 |
1.0982 |
1.1023 |
1.0956 |
| S2 |
1.0930 |
1.0930 |
1.1012 |
|
| S3 |
1.0812 |
1.0864 |
1.1002 |
|
| S4 |
1.0694 |
1.0746 |
1.0969 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1765 |
1.1644 |
1.1200 |
|
| R3 |
1.1543 |
1.1422 |
1.1139 |
|
| R2 |
1.1321 |
1.1321 |
1.1119 |
|
| R1 |
1.1200 |
1.1200 |
1.1098 |
1.1150 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1074 |
| S1 |
1.0978 |
1.0978 |
1.1058 |
1.0928 |
| S2 |
1.0877 |
1.0877 |
1.1037 |
|
| S3 |
1.0655 |
1.0756 |
1.1017 |
|
| S4 |
1.0433 |
1.0534 |
1.0956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1221 |
1.0996 |
0.0225 |
2.0% |
0.0133 |
1.2% |
17% |
False |
True |
131,948 |
| 10 |
1.1221 |
1.0886 |
0.0335 |
3.0% |
0.0124 |
1.1% |
44% |
False |
False |
131,944 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0130 |
1.2% |
65% |
False |
False |
118,518 |
| 40 |
1.1548 |
1.0679 |
0.0869 |
7.9% |
0.0134 |
1.2% |
41% |
False |
False |
83,451 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0123 |
1.1% |
32% |
False |
False |
55,830 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0113 |
1.0% |
32% |
False |
False |
41,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1616 |
|
2.618 |
1.1423 |
|
1.618 |
1.1305 |
|
1.000 |
1.1232 |
|
0.618 |
1.1187 |
|
HIGH |
1.1114 |
|
0.618 |
1.1069 |
|
0.500 |
1.1055 |
|
0.382 |
1.1041 |
|
LOW |
1.0996 |
|
0.618 |
1.0923 |
|
1.000 |
1.0878 |
|
1.618 |
1.0805 |
|
2.618 |
1.0687 |
|
4.250 |
1.0495 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1055 |
1.1080 |
| PP |
1.1048 |
1.1065 |
| S1 |
1.1041 |
1.1049 |
|