CME Japanese Yen Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.0992 |
-0.0072 |
-0.7% |
1.1121 |
| High |
1.1103 |
1.1290 |
0.0187 |
1.7% |
1.1221 |
| Low |
1.0957 |
1.0981 |
0.0024 |
0.2% |
1.0999 |
| Close |
1.0994 |
1.1215 |
0.0221 |
2.0% |
1.1078 |
| Range |
0.0146 |
0.0309 |
0.0163 |
111.6% |
0.0222 |
| ATR |
0.0126 |
0.0139 |
0.0013 |
10.4% |
0.0000 |
| Volume |
100,942 |
150,164 |
49,222 |
48.8% |
654,191 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.1961 |
1.1385 |
|
| R3 |
1.1780 |
1.1652 |
1.1300 |
|
| R2 |
1.1471 |
1.1471 |
1.1272 |
|
| R1 |
1.1343 |
1.1343 |
1.1243 |
1.1407 |
| PP |
1.1162 |
1.1162 |
1.1162 |
1.1194 |
| S1 |
1.1034 |
1.1034 |
1.1187 |
1.1098 |
| S2 |
1.0853 |
1.0853 |
1.1158 |
|
| S3 |
1.0544 |
1.0725 |
1.1130 |
|
| S4 |
1.0235 |
1.0416 |
1.1045 |
|
|
| 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 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0163 |
1.5% |
77% |
True |
False |
130,047 |
| 10 |
1.1290 |
1.0957 |
0.0333 |
3.0% |
0.0136 |
1.2% |
77% |
True |
False |
134,245 |
| 20 |
1.1290 |
1.0679 |
0.0611 |
5.4% |
0.0135 |
1.2% |
88% |
True |
False |
123,092 |
| 40 |
1.1453 |
1.0679 |
0.0774 |
6.9% |
0.0133 |
1.2% |
69% |
False |
False |
91,953 |
| 60 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0128 |
1.1% |
48% |
False |
False |
61,652 |
| 80 |
1.1789 |
1.0679 |
0.1110 |
9.9% |
0.0116 |
1.0% |
48% |
False |
False |
46,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2099 |
|
1.618 |
1.1790 |
|
1.000 |
1.1599 |
|
0.618 |
1.1481 |
|
HIGH |
1.1290 |
|
0.618 |
1.1172 |
|
0.500 |
1.1136 |
|
0.382 |
1.1099 |
|
LOW |
1.0981 |
|
0.618 |
1.0790 |
|
1.000 |
1.0672 |
|
1.618 |
1.0481 |
|
2.618 |
1.0172 |
|
4.250 |
0.9668 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.1189 |
1.1185 |
| PP |
1.1162 |
1.1154 |
| S1 |
1.1136 |
1.1124 |
|