CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1028 |
1.1064 |
0.0036 |
0.3% |
1.1121 |
| High |
1.1080 |
1.1103 |
0.0023 |
0.2% |
1.1221 |
| Low |
1.1001 |
1.0957 |
-0.0044 |
-0.4% |
1.0999 |
| Close |
1.1068 |
1.0994 |
-0.0074 |
-0.7% |
1.1078 |
| Range |
0.0079 |
0.0146 |
0.0067 |
84.8% |
0.0222 |
| ATR |
0.0124 |
0.0126 |
0.0002 |
1.3% |
0.0000 |
| Volume |
98,662 |
100,942 |
2,280 |
2.3% |
654,191 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1371 |
1.1074 |
|
| R3 |
1.1310 |
1.1225 |
1.1034 |
|
| R2 |
1.1164 |
1.1164 |
1.1021 |
|
| R1 |
1.1079 |
1.1079 |
1.1007 |
1.1049 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1003 |
| S1 |
1.0933 |
1.0933 |
1.0981 |
1.0903 |
| S2 |
1.0872 |
1.0872 |
1.0967 |
|
| S3 |
1.0726 |
1.0787 |
1.0954 |
|
| S4 |
1.0580 |
1.0641 |
1.0914 |
|
|
| 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 |
1.1164 |
1.0957 |
0.0207 |
1.9% |
0.0124 |
1.1% |
18% |
False |
True |
125,899 |
| 10 |
1.1221 |
1.0886 |
0.0335 |
3.0% |
0.0127 |
1.2% |
32% |
False |
False |
129,478 |
| 20 |
1.1221 |
1.0679 |
0.0542 |
4.9% |
0.0127 |
1.2% |
58% |
False |
False |
121,082 |
| 40 |
1.1453 |
1.0679 |
0.0774 |
7.0% |
0.0134 |
1.2% |
41% |
False |
False |
88,254 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0124 |
1.1% |
28% |
False |
False |
59,156 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
10.1% |
0.0113 |
1.0% |
28% |
False |
False |
44,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1724 |
|
2.618 |
1.1485 |
|
1.618 |
1.1339 |
|
1.000 |
1.1249 |
|
0.618 |
1.1193 |
|
HIGH |
1.1103 |
|
0.618 |
1.1047 |
|
0.500 |
1.1030 |
|
0.382 |
1.1013 |
|
LOW |
1.0957 |
|
0.618 |
1.0867 |
|
1.000 |
1.0811 |
|
1.618 |
1.0721 |
|
2.618 |
1.0575 |
|
4.250 |
1.0337 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1030 |
1.1036 |
| PP |
1.1018 |
1.1022 |
| S1 |
1.1006 |
1.1008 |
|